机译:远期汇率期限结构对利率跳跃的响应
Lixin Risk Management Research Institute, Shanghai Lixin University of Commerce, Shanghai 201620, China;
Department of Finance, Antai College of Economics & Management, Shanghai jiao Tong University, Shanghai 200052, China;
Department of Finance, Antai College of Economics & Management, Shanghai jiao Tong University, Shanghai 200052, China;
School of Management, Zhejiang University, Hangzhou 310058, China;
jumps in interest rates; forward exchange rates; kalman filter methodology; markov chain monte carlo (MCMC) algorithm; volatility curve;
机译:具有跳跃风险的简单前瞻利率的期限结构
机译:汇率在外汇现货率和货币前进的信息效率
机译:应用于利率和汇率期限结构的度量的指数变化
机译:远期利率期限结构对利率调整的响应
机译:前期溢价期限结构的信息内容:即期汇率预测和货币政策规则。
机译:Ca(2+)浓度跃变产生的Na-Ca交换器的稳态电流对电压和Ca(2+)的依赖性。
机译:远期汇率的期限结构和即期汇率的可预测性:纠正错误