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Analysis on the Term Structure of Shanghai Internet Offered Rate and Its Influencing Factors

王开凡

南京大学

Abstract: The term structure of interest rates is an important reference standard of the bond market and interest rate derivatives pricing, which reflects the relationship between the yields on bonds of different maturities and maturity between, it not only reflects the influence of time factor on the rate of interest, at the same time, it also shows the capital supply and demand situation of the capital market, investors in the investment period of the preferences and expectations on the market, is provi... More
Keywords：

Shanghai Interbank Offered Rate; term structure of interest rates; principal component analysis; structural vector autoregression;

  • Series：

    (J) Economics ＆ Management

  • Subject：

    Finance

  • Classification Code：

    F832.33

Tutor：

张涤新;

Retraction:

应用统计（专业学位）

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