Contents
이자율 기간구조를 이용한 정책금리 변경의 효과 분석
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 송준혁 | - |
| dc.date.accessioned | 2016-07-27T06:43:29Z | - |
| dc.date.available | 2010-01-26 | - |
| dc.date.available | 2016-07-27T06:43:29Z | - |
| dc.date.issued | 2009-12-31 | - |
| dc.identifier.other | 1862 | - |
| dc.identifier.uri | https://archives.kdischool.ac.kr/handle/11125/19237 | - |
| dc.description.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 | - |
| dc.description.tableOfContents | Ⅰ. 서 론 Ⅱ. 모형 설정 Ⅲ. 자료 및 추정 1. 분석자료 2. 모형 추정과 결과 Ⅳ. 정책금리 변경의 효과 분석 V. 결 론 참고문헌 | - |
| dc.language | ko | - |
| dc.publisher | 한국개발연구원 | - |
| dc.publisher | Korea Development Institute | - |
| dc.relation.isPartOf | 11322 | - |
| dc.rights | CC BY-NC-ND 2.0 KR | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.0/kr/ | - |
| dc.title | 이자율 기간구조를 이용한 정책금리 변경의 효과 분석 | - |
| dc.title.alternative | Analyzing the Effect of Changes in the Benchmark Policy Interest Rate Using a Term Structure Model | - |
| dc.type | Article | - |
| dc.relation.startpage | 15 | - |
| dc.relation.lastpage | 45 | - |
| dc.relation.volume | 31 | - |
| dc.relation.no | 2 | - |
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