The Study of Time-Varying Liquidity Premium in Taiwan Treasury Market
碩士 === 國立中正大學 === 財務金融所 === 98 === This paper examines the yield differences between on-the-run and off-the-run Treasury bonds in Taiwan. Specifically, we study if and how the yield spread between the two types of bond changes over the on/off cycle. Furthermore, this paper investigates the changing...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23411886000674322882 |