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이자율 기간구조를 이용한 정책금리 변경의 효과 분석
Analyzing the Effect of Changes in the Benchmark Policy Interest Rate Using a Term Structure Model
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- Abstract
This paper estimates the term structure of interest rates with the setup of 3-factor no arbitrage model and investigates the trend of term premia and the effectiveness of changes in policy interest rates. The term premia are found to be high in a three-ye
- Issue Date
- 2009-12-31
- Publisher
- 한국개발연구원
Korea Development Institute
- Language
- ko
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