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A brief introduction of term structure of interest rates

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发布日期：2010年04月17日上次修订日期：2010年04月17日

Lei Zhang leizhang1@liverpool.ac.uk Xi'an Jiaotong-Liverpool University David Liu david.liu@xjtlu.edu.cn Xi'an Jiaotong-Liverpool University

摘要

The purpose of this thesis is to provide an exposition of the theories underpinning the term structure of interest rates in relation to empirical literatures; also it aims to address the implications for the shape of the yield curve to with regard to its predictive ability of economy’s future direction.

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关键词：

term structure of interest rates yield curve

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