1.
Analyzing repo rates in the inter-bank market with essential affine models;
银行间市场回购利率变化的利率模型解释
2.
On correlation between Shibor and repo rate;
Shibor与回购利率的相关性分析
3.
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
4.
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
5.
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
6.
Risk Premium of the Term Structure of Repo Rates in the Shanghai Stock Exchange;
上海证券交易所回购利率期限结构的风险溢酬
7.
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
8.
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
9.
An Empirical Research on the Interest Rates of Inter-bank Repo Based on ARMA Model;
基于ARMA模型的银行间质押式回购利率的实证研究
10.
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
11.
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
12.
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
13.
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
14.
Risk Measurement of Pledged Repo Interest Rate:Empirical Study Based on ARMA-GARCH Model
质押式回购利率的风险度量研究——基于ARMA-GARCH模型的实证检验
15.
The Benchmark Role of Repo Rate in China Interbank Bond Market:The Lead-Lag Effect of Short-Term Interest Rate;
银行间回购利率的基准效应研究——我国短期利率“领先—滞后”效应的实证检验
16.
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
17.
Analysis of Factors Affecting Banks Counterpurchase Rate;
影响银行间市场回购利率的因素分析——兼论我国货币政策的传导机制
18.
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