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50 °]¤??O a÷?× ¥Z?A′á?A 2?¤@ 2004 |~ 6 ¤? 16. Lin, B. H. (1999, “Fitting the Term Structure of Interest Rates for Taiwanese Government Bonds”, Journal of Multinational Financial Management, Vol. 9, pp. 331-352. 17. Lin, B. H. (2002, “Fitting Term Structure of Interest Rates Using B-Splines: the Case of Taiwanese Government Bonds”, Applied Financial Economics, Vol. 12, pp. 57-75. 18. Mastronikola, K. (1991, “Yield Curves for Gilt-Edged Stocks: A New Model”, Bank of England Discussion Paper (Technical Series, December. 19. McCulloch, J. H. (1971, “Measure the Term Structure of Interest Rates”, Journal of Business, pp. 19-31. 20. McCulloch, J. H. (1975, “The Tax-Adjusted Yield Curve”, Journal of Finance, Vol. 31, pp. 881-830. 21. Nelson, C. R., Siegel, A. F. (1987, “Parsimonious Modeling of Yield Curves”, Journal of Business, Vol. 60, pp. 473-489. 22. Neter, J., Wasserman, W., and Kutner, M. H. (1987, Applied Linear Regression Model, Irwin. Inc. 2 n d ed. 23. Schaefer, S. M. (1981, “Measuring a Tax-Specific Term Structure of Interest Rates in the Market of British Government Securities”, The Economic Journal, No.91, pp. 415-438. 24. Shea, G. S. (1985, “Interest Rate Term Structure Estimation with Exponential Splines: A Note”, The Journal of Finance,Vol. 40,pp. 319-325. 25. Steeley, J. M. (1991, “Estimating the Gilt-Edged Term Structure Basis Spline and Confidence”, Journal of Business Finance and Accounting, Vol.18, pp. 513-529. 26. Svensson, L. E. O. (1994, “Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994”, NBER Working Paper Series 4871. 27. Subramanian, K. V. (2001, “Term Structure Estimation in Illiquid Markets”, The Journal of Fixed Income, Vol.11, pp. 77-86. 28. Vasicek, O. (1977, “An Equilibrium Characterization of the Term Structure”, Journal of Financial Economics, Vol.5, pp. 177-188 29. Vasicek, O. A., Fong, G. (1982, “Term Structure Estimation Using Exponential Splines”, Journal of Finance, Vol.38, pp. 339-348.
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