頁籤選單縮合
題名 | 基於SOFR期貨校估利率市場期間結構:COVID-19與非COVID-19時期之比較=Calibration of the Market Term Structure with SOFR Futures: Comparison between COVID-19 and Non-COVID-19 Periods |
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作 者 | 張弘仕; 張安興; 林士貴; 呂桔誠; | 書刊名 | 證券市場發展季刊 |
卷期 | 35:3=139 2023.09[民112.09] |
頁次 | 頁63-102 |
分類號 | 563.534 |
關鍵詞 | 利率期間結構; SOFR期貨; Fed貨幣政策; LIBOR; Interest rate term structure; SOFR; SOFR futures; Fed monetary policy; |
語文 | 中文(Chinese) |