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Working paper

Срочная структура процентных ставок на китайском рынке облигаций

Ван Ц.

The paper is devoted to the issue of construction of the term structure of interest rates for China’s bond market. It provides an overview of the related studies for the period from 1997 to 2010. The paper also gives a brief description and history of the approach applied by China Central Depositary & Clearing (CCDC) in order to construct the yield curve out of the China’s bond market data.