The Empirical Study of the Dynamics of Taiwan Short-term Interest- rate
博士 === 國立中山大學 === 財務管理學系研究所 === 95 === This study includes three issues about the dynamic of 30-days Taiwan Commercial Paper rate (CP2).The first issue focuses on the estimation of continuous-time short-term interest rate models. We discretize the continuous-time models by using two different approa...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/s342s6 |