貨幣政策對(duì)國(guó)債收益率曲線影響的實(shí)證研究.pdf

1、對(duì)外經(jīng)濟(jì)貿(mào)易大學(xué)碩士學(xué)位論文y86292S論文題目：簋至遮筮壁國(guó)籃些重疊塑堡受墮煎塞塹盟窒主題詞：貨至墮筮；國(guó)遺蝗蕉空塑垡；望固盍壅差盆塹專業(yè)：研究方向：研究生姓名：導(dǎo)師姓名：寫作時(shí)間：壘塾堂塹鲞壹塑鹽鍪鍪壺室堡趲AnAnalysisabouttheImpactofMonetaryPolicyOiltheYieldCurveofBondAbstractThispaperfocusedontheimpactofmonetarypolicy

2、ontheyieldcurveofTreasurybondDepictedinachartaboutthefluctuationofthebond’Syieldduring2003—2006alongwiththemonetarypolicythecentralbankadoptedduringthisperiod，thepaperfirstpointedoutthatmonetarypolicyhasaffectedtheyieldt

3、omaturityofTreasurybondasawholeThenbyusingthedataofyieldtomaturityoftreasurybondslistedinShanghaiStockExchange，thepaperfitsthedailyyieldcurvewithinthreespecifiedtimeperiodbeforethedepositandloan’Sratehike，duringthemoneta

4、rypolicyandaftertheinteresthikeThenthepaperteststhesignificanceofthedifferenceonyieldcurve’SyieldtomaturitybetweenthesethreetimeperiodsbythemeansofonewayAVONAandgivestheresultthatthehikeofdepositandloan’Sratesincurasigni

5、ficantchangeonthebon’Syieldcurve，andtheimpactisdifferentfordifferenttermsofyieldGenerallythelong—termyieldtomaturityismuchmoresensitivetothechangeofinterestratesthanthatoftheshort—termKeywords：YieldCurveofTreasuryBond；On