期刊論文1. | Schaefer, S. M.、Schwartz, E. S.(1987)。Time Dependent Variance and the Pricing of Bond Options。The Journal of Finance,42(5),1113-1128。 |
2. | Adams, K. J.、Deventer, D. R.(1994)。Fitting Yield Curves and Forward Rate Curves with Maximum Smoothness。The Journal of Fixed Income,4(1),52-62。 |
3. | Carleton, W. T.、Cooper, I. A.(1976)。Estimation and the Uses of the Term Structure of Interest Rates。Journal of Finance,31(4),1067-1083。 |
4. | Lin, B. H.(2002)。Fitting the Term Structure of Interest Rates Using B-Spline: the Case of Taiwanese Government Bonds。Applied Financial Economics,12(1),55-75。 |
5. | Pham, T. M.(1998)。Estimation of Term Structure of Interest Rates : An International Perspective。Journal of Multinational Financial Management,8(2),265-283。 |
6. | Steeley, J. M.(1991)。Estimating the Gilt-Edged Term Structure Basis Splines and Confidence。Journal of Business Finance and Accounting,18(4),513-529。 |
7. | Brennan, M. J.、Schwartz, E. S.(1979)。A Continuous Time Approach to the Pricing of Bonds。Journal of Banking and Finance,3(2),133-155。 |
8. | Dothan, L. U.(1978)。On the Term Structure of Interest Rates。Journal of Financial Economics,6(1),59-69。 |
9. | Hartley, H. O.(1961)。The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares。Technometrics,3(2),269-280。 |
10. | McCulloch, J. H.(1971)。Measure the Term Structure of Interest Rates。Journal of Business,44(1),19-31。 |
11. | Shea, G. S.(1985)。Interest Rate Term Structure Estimation with Exponential Splines: A Note。Journal of Finance,40(1),319-325。 |
12. | Schaefer, S. M.(1981)。Measuring a Tax-Specific Term Structure of Interest Rates in the Market of British Government Securities。The Economic Journal,91(362),415-438。 |
13. | Cox, J. C.、Ingersoll, J. E.、Ross, S. A.(1985)。A Theory of the Term Structure of Interest Rate。Econometrica,53(2),385-408。 |
14. | Nelson, C. R.、Siegel, A. F.(1987)。Parsimonious Modeling of Yield Curves。The Journal of Business,60(4),473-489。 |
15. | 李賢源、謝承熹(1998)。以分段三次方指數函數及非線性最適化技巧配適--臺灣公債市場之利率期限結構。管理與系統,5(2),277-290。 延伸查詢 |
16. | 蔣松原(2000)。建構台灣公債市場殖利率曲線。貨幣觀測與信用評等,22,99-119。 延伸查詢 |
17. | 周建新、于鴻福、張千雲(20030800)。利率期限結構估計模型之實證研究。管理學報,20(4),775-804。 延伸查詢 |
18. | Chambers, D. R.、Carleton, W. T.、Waldman, D. R.(1984)。A New Approach to Estimation of the Term Structure of Interest Rate。Journal of Financial and Quantitative Analysis,19(3),233-252。 |
19. | Lin, B. H.(1999)。Fitting the Term Structure of Interest Rates for Taiwanese Government Bonds。Journal of Multinational Financial Management,9(1),331-352。 |
20. | 謝承熹(20000800)。以分段三次方指數函數配適臺灣公債市場之利率期限結構:線性最適化與非線性最適化之比較。中國財務學刊,8(2),25-47。 延伸查詢 |
21. | Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。An Intertemporal General Equilibrium Model of Asset Prices。Econometrica,53(2),363-384。 |
22. | 李桐豪(20010300)。債券市場發展對貨幣政策之影響。中央銀行季刊,23(1),23-45。 延伸查詢 |
23. | Vasicek, O. A.(1977)。An equilibrium characterization of term structure。Journal of Financial Economics,5(2),177-188。 |
24. | Vasicek, Oldrich A.、Fong, H. Gifford(1982)。Term Structure Modeling Using Exponential Splines。Journal of Finance,37(2),339-348。 |