银行间债券市场收益率曲线税收效应实证研究
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(责任编辑毕开凤), 百拇医药(刘晓曙 郑振龙)
[7]DermodyJC,RockafellarRT.CashStreamValuationintheFaceofTransactionCostsandTaxes[J].MathematicalFinance,1991,1(1):31-54.
[8]JordanJV.TaxEffectsinTermStructureEstimation[J].TheJournalofFinance,1984,39(2):393-406.
[9]LiTzenbergerRH,RolfoJ.AnInternationalStudyofTaxEffectsonGovernmentBonds[J].TheJournalofFinance,1984,39(1):1-22.
[10]KamaraA.Liquidity,Taxes,andShort-termTreasuryYields[J].TheJournalofFinancialandQuantitativeAnalysis,1994,29(3):403-417.
[11]SvenssonLeo.EstimatingForwardInterestRates:WiththeExtendedNelsonandSiegelMethod[J].SverigesRiskbankQuarterlyReview,1995(3):13-26.
[12]BolderD.AffineTerm-structureModels:TheoryandImplementation[R/OL].(2001:BankofCanada)(2008-01-14)[2008-02-18].http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1082826.
[13]VasicekOA,FongHG.TermStructureModelingUsingExponentialSplines[J].TheJournalofFinance,1982,37(2):339-348.
[14]GreenRC,OdegaardBA.AreThereTaxEffectsintheRelativePricing of US Government Bonds?[J].TheJournalofFinance,1997,52(2):609-633.
[15]WargaA.BondReturns,Liquidity,andMissingData[J].TheJournalofFinancialandQuantitativeAnalysis,1992，27(4):605-617.
(责任编辑毕开凤), 百拇医药(刘晓曙 郑振龙)
