Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example

Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example

碩士 === 銘傳大學 === 金融研究所 === 88 === This article is to estimate the term premiums between the long-term bonds and short-term bonds in our treasury market, and to find out the factors that affect the term premiums. The result shows that there exist obvious term premiums in our treasury market and are af...

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Main Authors: Lin, I-YIN, 林怡瑩
Other Authors: Chen, Seng-Yuan ph.D.
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/69559959176511415036
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spelling ndltd-TW-088MCU002140082015-10-13T10:56:27Z http://ndltd.ncl.edu.tw/handle/69559959176511415036 Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example 債券殖利率差異之時間風險貼水分析-以台灣公債為例 Lin, I-YIN 林怡瑩 碩士 銘傳大學 金融研究所 88 This article is to estimate the term premiums between the long-term bonds and short-term bonds in our treasury market, and to find out the factors that affect the term premiums. The result shows that there exist obvious term premiums in our treasury market and are affected by liquidity, inventory''s change, monetary policy''s change, and so on. Chen, Seng-Yuan ph.D. Wang, Yi-Jen ph.D. 陳勝源 汪逸真 2000 學位論文 ; thesis 60 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 銘傳大學 === 金融研究所 === 88 === This article is to estimate the term premiums between the long-term bonds and short-term bonds in our treasury market, and to find out the factors that affect the term premiums. The result shows that there exist obvious term premiums in our treasury market and are affected by liquidity, inventory''s change, monetary policy''s change, and so on.
author2 Chen, Seng-Yuan ph.D.
author_facet Chen, Seng-Yuan ph.D.
Lin, I-YIN
林怡瑩
author Lin, I-YIN
林怡瑩
spellingShingle Lin, I-YIN
林怡瑩
Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
author_sort Lin, I-YIN
title Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
title_short Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
title_full Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
title_fullStr Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
title_full_unstemmed Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
title_sort analysis of term premium on bond''s yield spread--taiwan treasury bond''s example
publishDate 2000
url http://ndltd.ncl.edu.tw/handle/69559959176511415036
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