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題名:臺灣票券市場報酬率特性之研究
書刊名:中國財務學刊
作者:李賢源 引用關係林玫吟
作者(外文):Lee, Shyan YuanLin, Mei Yin
出版日期:1996
卷期:4:1
頁次:頁23-48
主題關鍵詞:利率期限結構理性預期假說持有報酬率期限貼水違約貼水經濟景氣循環Term structure of interest ratesExpectations hypothesisHolding period return term premiumDefault premiumBusiness cycle
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:1
  • 點閱點閱:73
期刊論文
1.Fama, E. F.(1976)。Forward rates as predictors of future spot rates。Journal of Financial Economics,3,361-377。  new window
2.Fama, E. F.(1984)。Term Premiums in Bond Returns。Journal of Financial Economics,13,529-546。  new window
3.莊武仁、張福興(1993)。台灣地區貨幣市場利率期限結構與物價上漲關係之實證研究。台灣銀行季刊,44(3)。new window  延伸查詢new window
4.McCulloch, J. Huston(1987)。The Monotonicity of the Term Premium。Journal of Financial Economics,18,185-192。  new window
5.Cornell, B.(1990)。Measuring the Term Premium: An Empirical Note。Journal of Economics and Business,42(1),89-92。  new window
6.Cox, R.、Vetter, D.(1993)。The Performance of The Money Market: A Historical Perspective (1938-1989)。Journal of Cash Management,13(3),60-63。  new window
7.Fama, E.(1976)。Inflation Uncertainty and Expected Returns on Treasury Bills。Journal of Political Economy,84,427-448。  new window
8.Fama, E.(1984)。The Information in the Term Structure。Journal of Financial Economics,13,509-528。  new window
9.Fama, E.(1986)。Term Premiums and Default Premiums in Money Market。Journal of Financial Economics,17,175-196。  new window
10.Mishkin, F.(1990)。What Does the Term Structure Tell us about Future Inflation?。Journal of Monetary Economics,25,77-95。  new window
11.Startz, R.(1982)。Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?。Journal of Financial Economics,10,323-329。  new window
12.Cox, J.、Ingersoll, J.、Ross, S.(1985)。An Intertemporal General Equilibrium Model of Asset Prices。Econometrica,53,363-384。  new window
13.Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。  new window
14.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
15.Cox, John C.、Ingersoll, Jonathan E. Jr.、Ross, Stephen A.(1985)。A Theory of the Term Structure of Interest Rates。Econometrica,53(2),385-407。  new window
會議論文
1.沈中華(1993)。The Term Structure of Taiwan Money Market Rates and Rational Expectations。中國財務學會82年年會。  延伸查詢new window
學位論文
1.黃蔚文(1991)。貨幣市場利率期限結構--預期理論之實證研究(碩士論文)。淡江大學。  延伸查詢new window
2.伏和靖(1989)。台灣地區貨幣市場利率期限結構之實證研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.顏月珠(1992)。無母數統計方法。臺北:三民書局。  延伸查詢new window
2.Roll, R.(1970)。The Behavior of Interest Rate。New York:Basic Books。  new window
 
 
 
 
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