empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis.Image.Marked资料.pdfVIP

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empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis.Image.Marked资料.pdf

empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis.Image.Marked资料

Asia-Paciﬁc Finan Markets (2012) 19:259–292 DOI 10.1007/s10690-011-9149-1 Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis Takeaki Kariya · Jingsui Wang · Zhu Wang · Eiichi Doi · Yoshiro Yamamura Published online: 11 November 2011 © Springer Science+Business Media, LLC. 2011 Abstract In his book (1993) Kariya proposed a government bond (GB) pricing model that simultaneously values individual ﬁxed-coupon (non-defaultable) bonds of different coupon rates and maturities via a discount function app

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empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis.Image.Marked资料.pdfVIP