国债收益率曲线

基于广义息票剥离法的国债收益率曲线的估计

Estimation on Treasury Bond Yield Curve with Generalized Bootstrap Method

我国国债收益率曲线波动性研究

Research into Fluctuation of the Yield Curve of China 's Treasury Bond

Nelson-Siegel模型在国债收益率曲线构造中的应用

Nelson-Siegel Model Is Applied by Constitution of National Debt Yield Curve

固定收益平台报价与国债收益率曲线实证研究

Empirical Research on quote of fixed income platform and Treasury bond yield

国债收益率曲线的实证研究

Empirical Researches on the Yield Curve of Government Bond

货币政策对国债收益率曲线影响的实证研究

An Analysis about the Impact of Monetary Policy on the Yield Curve of Bond

国债收益率曲线构建的国际比较研究&兼论商业银行人民币收益率曲线的构建

International Comparative Research on the Construction of Treasury Bond Yield Curves & To Establish Commercial Bank 's RMB Yield Curves

在此基础上，构造了国债收益率曲线并通过建模获得了收益率曲线的回归方程。

On this basis , the authors construct yield to maturity curve and obtain regression equation of the curve through establishing a model .

与发达国家相比，当前我国国债收益率曲线无论是绝对水平还是形状都比较正常。

Comparing with the yield cure of the western developed countries , the level and shape of the T-bond yield of China is normal .

随着现代金融市场的发展，利率市场化进程的推进，以及国家宏观调控力度的加强，国债收益率曲线研究受到越来越多地重视。

With the development of modern financial market and the strengthening of macro control , the yield curve of bond receives more and more attention .

存贷款利率水平提高对国债收益率曲线变动影响的分析&基于单因素方差分析方法的实证研究

An Analysis about the Impact of Deposit and Loan 's Rates Hike on the Yield Curve of Bond & A Positive Analysis Based on the One-way ANOVA

突显市场紧张情绪的另一个迹象是，意大利国债收益率曲线出现了反转，即短期国债收益率高于长期国债收益率。

In a further sign of market stress , the Italian bond yield curve inverted , with yields on shorter-term debt rising higher than those on longer-term paper .

最后，本文根据前面的实证结果，综合分析了我国国债收益率曲线的总体特征及其存在的问题。

Finally , this paper analyzed synthetically the general characteristic and existing problems of the yield curve of government bonds in our country according to the foregoing demonstrative results .

在定性研究之后，本文便根据我国近期国债收益率曲线的形态特征，对我国国债收益率方程进行了模型假设。

After the positive study , this paper supposes the models to the yield equation of government bonds according to the form characteristic lately of the yield curve of government bonds in our country .

国债收益率曲线是进行投资的重要依据，它可以为投资者在一级市场上确定国债的投标利率、在二级市场上对国债券种的选择及预测开盘价提供依据；

As the foundation of bonds investment , yield curve can be used to calculate the bid rate in the first market , select bonds and predict the open quotation price in the secondary market .

但是三次B-样条构造国债收益率曲线对节点分布和节点数量较敏感易引起震荡，特别是在构造远期收益率曲线时。

But cubic B-spline method structure the yield curve of treasury notes distribute to the node with to compare with sensitive , the node quantity causes a vibration easily , especially while construct the forward rate curve .

并进行实证分析，分别用四种曲线模型拟合国债收益率曲线，实证研究表明B-样条曲线对当前中国国债收益率曲线拟合效果较好。

An Empirical Study on the Yield Curve and the Distribution of the Yield of Chinese Treasury Securities Four models are used to regress treasury notes yield curve , which indicates the B-spline model can best regress the yield curve .

下面是由美国国债生成的收益率曲线。

Following is an example of the US yield curve , shaped by US Treasuries .

基于国债的零息票收益率曲线

Zero - coupon Yield Curve Based on Treasury

国债市场的运行效率必然会反映在国债收益率曲线上。

The efficiency of treasure bond market will act on the yield-curve of treasure bond necessarily .

既然30年期国债的拍卖曾被叫停，稍后又得以恢复，那么自然也可以削减10年期国债的发行量，反正当前发行的大部分国债都位于收益率曲线短端（即短期国债）。

Auctions of the 30-year US Treasury were halted and resumed . Issuance of the 10-year can certainly be cut back . Most current debt issuance is taking place at the short end of the yield curve anyhow .