Contents

이자율 기간구조를 이용한 정책금리 변경의 효과 분석

송준혁

DC Field Value Language
dc.contributor.author송준혁-
dc.date.accessioned2016-07-27T06:43:29Z-
dc.date.available2010-01-26-
dc.date.available2016-07-27T06:43:29Z-
dc.date.issued2009-12-31-
dc.identifier.other1862-
dc.identifier.urihttps://archives.kdischool.ac.kr/handle/11125/19237-
dc.description.abstractThis 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.tableOfContentsⅠ. 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.languageko-
dc.publisher한국개발연구원-
dc.publisherKorea Development Institute-
dc.relation.isPartOf11322-
dc.rightsCC BY-NC-ND 2.0 KR-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.0/kr/-
dc.title이자율 기간구조를 이용한 정책금리 변경의 효과 분석-
dc.title.alternativeAnalyzing the Effect of Changes in the Benchmark Policy Interest Rate Using a Term Structure Model-
dc.typeArticle-
dc.relation.startpage15-
dc.relation.lastpage45-
dc.relation.volume31-
dc.relation.no2-
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