Forecasting the Term structure of Interest Rates and Trading Strategies:The Case of Taiwanese Government Bonds

碩士 === 國立臺灣科技大學 === 財務金融研究所 === 95 === Our aggressive government promotes the system of the bond market to improve in recent years. With accelerating specialization of the domestic capital market, it is eagerest that makes the participant in the market attempt to forecast the term structure of inter...

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Bibliographic Details
Main Authors: Yi-hsien Wang, 王怡��
Other Authors: Bing-huei Lin
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/27154882462396272553