4、A simulation method of resonance reaction yield curve is reported.
8、And rising inflation uncertainty means that the yield curve still seems likely to steepen bearishly.
12、A downward-slope yield curve implies that the market expects a decrease in short-term rates; an upward-sloping yield curve implies that the market expects an increase in short-term rates.
16、The fitting methods directly affect the accuracy of the yield curve, thus affect the implementation of the FTP system.
20、But the Federal Reserve had already started raising short-term interest rates, flattening the yield curve, the difference between short and long rates.
24、After the positive study, this paper supposes the models to the yield equation of government bonds according to the form characteristic lately of the yield curve of government bonds in our country.
28、It is of great significance to play the pricing benchmark role of the government bond yield curve and promote the sustained, stable and healthy development of government bond market.
2、Banks (+ 0.5%) - widening yield curve.
7、The yield curve is shaped by very specific securities, whose yield is taken as a benchmark for that period.
13、There are two kinds of methods for deduction of zero coupon bond yield curve: direct method and indirect method.
18、It is true that one big recessionary signal has not appeared-the inversion of the yield curve (meaning that long-term yields fall below short-term rates).
23、The slope of the yield curve(equivalently, the term structure) tells us what financial markets expect to happen to short-term interest rates in the future.
29、The maturity of various credit rating bond is more abundance will help to build up a rational corporate bond yield curve, and provide pricing benchmark for secondary market circulation.
5、A nonparallel shift in the yield curve involving the height of the curve.
11、Term structure of interest rate, which is also called the yield curve, plots a set of yield to maturity of the zero-coupon bonds with different maturities.
19、When market participants mention that the yield curve has moved up or down, or the long end or short end of the curved has moved, it simply points to the changes in yield of the various benchmarks.
26、从历史上看，关注收益曲线(yield curve)(长期利率与短期利率的关系)可以非常有效预示经济走向。
3、The resulting flatter yield curve hurts bank earnings.
14、In particular, as the yield curve steepens, the commodity bubble can burst. The stock market will probably come down last.
22、Treasury notes term structure of interest rate, that is the yield of Treasury notes with expire the relation of the term, also be called the yield curve of Treasury notes.
1、benchmark yield curve
15、It chiefly includes swaps strategy, interest-rate anticipation strategy, riding the yield curve strategy and so on.
27、But the fact that the BoJ is pinning rates is helping to maintain a flat yield curve and wide spread with US rates, which in turn weakens the yen against the dollar.
10、A steeper yield curve should allow Banks to earn a spread and encourage them to lend.
30、So, this paper focuses on the interest rate pricing system of corporate bond, and bring forward that the interest rate of corporate bond should base on T-bill′ s yield curve, referring to the bank′ s interest rate and Road Show as well.
21、According to its different sources, interest rate risk may be classified into repricing risk, yield curve risk, basis risk and optionality.
17、There are many outstanding 3 months bills as well as 30 year bonds, but only one specific one will be picked to be reflected on the yield curve.
25、This has been dubbed "sterilised" QE or "Operation twist", after a 1960s programme in which the Treasury and the Fed tried to "twist" the yield curve by altering the pattern of Treasury-bond issuance.
9、A brief study on the meanings and relationship of benchmark interest rate and benchmark yield curve;
6、Shibor curve movement and its correlation with the CMB yield curve;
