That means, in the simplest-- it's called the expectations theory of the term structure.
这意味着,在最简单的利率期限结构理论,即利率期限结构的预期理论中
Now, I want to talk about the term structure of interest rates and that's my next plot here.
接下来我要讲利率期限结构,下一张图是
This is January of this year, before the Fed cut interest rates, and this is the term structure.
这是今年一月,联储局降息前的期限结构图
This paper analyzes principal components constructing the term structure of interest rates in China.
本文采用主成分分析的方法对我国的利率期限结构进行了研究。
The theory of the term structure is the theory of how interest rates differ according to maturity or term.
利率期限结构理论就是，怎样由不同的期限，产生不同的利率？
The interest rate term structure theory and model is one of the most challenging topics in the financial research.
利率期限结构的理论和模型是金融研究中最具挑战性的课题之一。
So, I've got here a term structure; well, the term structure is the plot of yield-to-maturity against time-to-maturity.
我这有一张期限结构图，期限结构其实是，到期收益率与到期期限之间的关系图。
The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.
利率期限结构研究不同期限国债即期利率与到期期限之间的关系。
Convertible bond is the contingent claim not only of the firm value, but also of interest rate and its term structure.
企业可转换债券既是企业市场价值的或有债权，又是利率及其期限结构的或有债权。
Based on CKLS, we develop a new one-factor term structure of interest rates, which allows for jumps in interest rates.
在CKLS模型的基础上，我们提出了一个加入跳跃过程的单因子利率期限结构模型。
Then the — so the term structure was downward-sloping until about two and a half years and then it was upward sloping.
期限结构线先向下倾斜，在到期期限过了两年半的时点后，才缓慢回升。
The term structure is one of the most interesting things in economics because it shows the price of time at various maturities.
经济学中，期限结构是个有趣的话题，因为它揭示了不同到期期限的时间价值。
That's because on the date that I got this term structure everybody knew the Fed was cutting rates and they got it exactly right.
在我拿到这幅期限结构图的当天,市场获悉了联储局降息的消息,正如预测的一样
The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity.
利率期限结构描述了不同期限零息债券的收益率及其与到期期限之间关系。
Firstly, the author analyzes the traditional term structure models of interest rate and reviews the latest development in this field.
首先，本文讨论了传统的利率期限结构理论和国内外利率期限结构理论的最新研究进展情况。
The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature.
并通过无风险利率与到期期限之间的函数关系来确定无风险利率的期限结构。
Interest rate term structure is a core concept, not only in the economics and finance theories, but also in the pricing of fixed-income products.
无论对于经济和金融理论，还是对于固定收益产品的定价，利率期限结构都是一个核心概念。
So-called the interest rate term structure in the paper, is the different term structural analysis and estimation in government debt bond market.
所谓利率期限下，就是指对不同时点的整个国债市场利率期限结构的分析和估计。
Considering of the latest researches in the world, this thesis focuses on the term structure of interest rates behavior in the Chinese bond market.
鉴于此，本文将密切联系中国债券市场的实际，在借鉴国外研究成果的基础上，对中国国债的利率期限结构进行研究。
This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates.
本文简要地阐述了利率期限结构理论，并对国内外的有关利率期限结构的模型进行了评述。
We're talking about discount bonds, and then coupon-carrying bonds, and then talk about the term structure of interest rates and why we have interest rates.
我们先讲贴现债券，然后是附息债券，再讲讲利率的期限结构，以及为什么要有利率？
ABSTRACT The interest rate term structure is the curve formed by interest rates of the same risk and liquidity, but the different maturities at any point.
利率期限结构是指在某个时点上具有相同的风险和流动性，不同期限的利率所组成的一条利率曲线。
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.
利率期限结构，又称为收益率曲线，是指在某个时点上不同期限的零息债券到期收益率所组成的一条曲线。
So, according to the expectations theory augmented with liquidity preference — This strongly upward-sloping term structure in 2003 would reflect two things.
所以，根据结合了流动性偏好的，预期理论，2003年期限结构中表现出的，强烈上扬趋势反映了两方面的因素。
Analysis of the term structure of interest rate is the basis of asset pricing, financial product design, hedging and risk management, arbitraging and so on.
利率期限结构分析是资产定价、金融产品设计、保值和风险管理、套利等的基础。
What he says is those forward rates are what people think interest rates will be in the future and that's called the expectations theory of the term structure.
这里所指的远期利率就是人们预期的，未来利率，我们将这种理论称作，利率期限结构的预期理论。
Forward rates I wrote a survey article years ago about the term structure of interest rates and I wanted to find out who was the originator of the term "forward rate."
远期利率，很多年前我写过一篇，研究利率期限结构的文章，我想知道谁是“远期利率”这个词的创始人。
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外，结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外，结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
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