Time varying term premia in Taiwan money market
碩士 === 淡江大學 === 財務金融學系 === 89 === The most prevalent explanation fo fluctuations in the yield curve is the expectations theory, which posits that the slope of the yielf curve reflects the market expectation of the future in interest rates. Numerous studies in Taiwan, however, reject expectations the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38991800409416925665 |