一个基于水平模型的利率结构转换模型

被引:12
作者
谢赤
吴雄伟
机构
[1] 湖南大学工商管理学院
关键词
利率期限结构模型; 结构转换模型; 随机微分方程;
D O I
暂无
中图分类号
F224.0 [数量经济学];
学科分类号
020209 ;
摘要
我国的货币政策在近几年取得了较大的发展 ,使得利率形成机制发生了结构性的变动 ,本文在利率水平模型的基础上提出一个利率结构转换模型 ,以体现中国金融市场的这一特点
引用
收藏
页码:20 / 23
页数:4
相关论文
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