Structural Break Test and Motivation Analysis for Term Structure of Interest Rate of China's Treasury Bonds: Based on the No-arbitrage Macro-financial Model

Guo Junfang, Wang Xuebiao, Zhou Shengbao

South China Journal of Economics ›› 2017, Vol. 36 ›› Issue (4) : 35-52.

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South China Journal of Economics ›› 2017, Vol. 36 ›› Issue (4) : 35-52.
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Structural Break Test and Motivation Analysis for Term Structure of Interest Rate of China's Treasury Bonds: Based on the No-arbitrage Macro-financial Model

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