Studies of Chinese Bond Markets : An Empirical Approach ebook
Studies of Chinese Bond Markets : An Empirical Approach ebook
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Author: Anxing Wang
Number of Pages: 148 pages
Published Date: 28 Jan 2003
Publisher: Peter Lang AG
Publication Country: Frankfurt, Switzerland
Language: English
ISBN: 9783631507605
File size: 43 Mb
Download Link: Studies of Chinese Bond Markets An Empirical Approach
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A new approach is proposed in this book for estimating a term structure of interest and it is applied to estimate a Chinese interest model. A case study of bond market of the USA, Japan and India is given as well. The findings concerning Chinese bond markets are that the market price of interest-rate risk is zero, term structure is downward sloping and shift downward as well; the performances of yields to maturities are influenced by saving rates of interest. The market prices of interest-rate risk for the USA, Japan and India are significantly different from zero, and in fact they are statistically the same. This is an evidence of integration of international financial markets.
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Studies of Chinese Bond Markets : An Empirical Approach. Anxing Wang
Author: Anxing Wang
Number of Pages: 148 pages
Published Date: 28 Jan 2003
Publisher: Peter Lang AG
Publication Country: Frankfurt, Switzerland
Language: English
ISBN: 9783631507605
File size: 43 Mb
Download Link: Studies of Chinese Bond Markets An Empirical Approach
---------------------------------------------------------------
A new approach is proposed in this book for estimating a term structure of interest and it is applied to estimate a Chinese interest model. A case study of bond market of the USA, Japan and India is given as well. The findings concerning Chinese bond markets are that the market price of interest-rate risk is zero, term structure is downward sloping and shift downward as well; the performances of yields to maturities are influenced by saving rates of interest. The market prices of interest-rate risk for the USA, Japan and India are significantly different from zero, and in fact they are statistically the same. This is an evidence of integration of international financial markets.
Read online Studies of Chinese Bond Markets : An Empirical Approach Buy Studies of Chinese Bond Markets : An Empirical Approach Download and read Studies of Chinese Bond Markets : An Empirical Approach ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent Download to iPad/iPhone/iOS, B&N nook Studies of Chinese Bond Markets : An Empirical Approach
Download ebook Ready to Use Cuts for Antique Sales and Auctions : 512 Copyright-Free Designs Printed One Side
Download Robert Robot