美国国债利率对中国债市宏观基本面冲击及两国利率联动时变效应研究——基于GVAR和TVP-VAR模型的实证分析

美国国债利率对中国债市宏观基本面冲击及两国利率联动时变效应研究——基于GVAR和TVP-VAR模型的实证分析

Studies of International Finance ›› 2019, Vol. 382 ›› Issue (4) : 55-65.

Studies of International Finance ›› 2019, Vol. 382 ›› Issue (4) : 55-65.

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