Using the Yield Curve to Analyze the Balance between Financial Markets

碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === This article takes the IRS market as the mainstay, which analyzes the relationship between the yield curve families of the IRS market, Eurodollar futures market and bond market. Furthermore, using the spot curve and forward curve of the IRS Market to evaluate t...

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Bibliographic Details
Main Authors: Yun-Ju Chen, 陳韻如
Other Authors: Shyan-Yuan Lee
Format: Others
Published: 2019
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