1.
Predicting model of the national bond repo rate in currency market of China;
我国货币市场国债回购利率预测模型研究
2.
Repurchase Rates of Government Bonds: Basic Features and Statistical Test;
我国国债回购利率基本特征与统计检验
3.
Some Evidence of the Stochastic Behavior of Interbank Bond Redemption Interest Rates;
中国银行间债券市场国债回购利率随机行为的实证研究
4.
Performance of Discrete-Time Spot Rate Models in China: An Empirical Test on Chinese Repo Rates;
中国市场利率动态研究——基于短期国债回购利率的实证分析
5.
Description and Analysis on Behavior of the Interest Rates of the R091 in the Shanghai Security Exchange;
上海证券交易所R091国债回购利率行为的描述与分析
6.
Estimation for One-Factor Term Structure of Interest Rates With Jumps:Evidence from Government Bond Market;
含跳跃过程单因子利率模型的估计——基于中国国债回购利率的实证分析
7.
Term structure analysis of the bond repurchasing interest rates market of China
我国国债回购市场利率期限结构分析
8.
Expectation Hypothesis on Interest Rate of Chinese TB Repo;
基于我国国债回购市场的利率预期理论检验
9.
An Empirical Test of Co-integration between the Treasurer-bond Index and the Repo-interest Rate;
上证国债指数与回购市场利率的协整分析
10.
Retesting Predictive Power of Repo Bond Interest Rate Price Spread;
国债回购市场利率价差预测能力的再检验
11.
Research of Predictive Power of Interest Rate Term Structure of Chinese Government Bond Repo Market;
国债回购市场利率期限结构的预测能力研究
12.
A VaR-based Empirical Study on Interest Rate Risk of China's Inter-bank Bond Repurchase Market
我国银行间债券回购市场利率风险的实证研究
13.
An Empirical Analysis on the Arbitrage between the Treasury Bonds Repurchase and Immediate Transactions in China;
中国国债回购与现券套利的实证研究
14.
An Empirical Analysis of the Difference between the Inter-Bank Bond Repo Rate and Shibor;
银行间债券回购利率与Shibor之差的实证分析
15.
Analysis on the Volatility of Rate in Chinese Inter-Bank Bond Market;
银行间债券市场回购利率的波动性分析
16.
An Empirical Analysis on the Dynamics of Repurchase Rate in China Inter-Bank Bond Market by Using Diffusion Models;
基于扩散模型的银行间债券市场回购利率动态的实证分析
17.
ARCH/GARCH Models for Rate in China Inter-Bank Bond Market and Analysis on Its Volatility;
银行间债券市场回购利率的ARCH/GARCH模型及其波动性分析
18.
Creditor Benefit Protection Issue in Company Share Repurchase;
公司股份回购中债权人利益保护问题