Matches in SemOpenAlex for { <https://semopenalex.org/work/W2164126239> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W2164126239 abstract "The introduction of Shanghai interbank offered rate (Shibor) will turn back the situation that our country has not really unified benchmark interest rate. The traditional method of unit root test and the method of unit root test under non-linear adjustment, exponential smooth transition autoregressive, have been discussed. Based on Shibor, empirical tests are made: Nonlinearities of Shibor such as overnight rate, one year rate and the spread have been examined, and unit root tests are paid to the level, the first difference and the spread of overnight rate and one year rate based on the traditional method and the method of exponential smooth transition autoregressive respectively. The result shows: There are remarkable non-linear adjustment characteristics in the spread of Shanghai Interbank Offered Rate (Shibor). After considering non-linear adjustment, overnight rate and one year rate are cointegrated with the vector (-1,1)¿, and the long-run equilibrium relationship between them is stable." @default.
- W2164126239 created "2016-06-24" @default.
- W2164126239 creator A5056341607 @default.
- W2164126239 date "2008-12-01" @default.
- W2164126239 modified "2023-09-27" @default.
- W2164126239 title "Empirical Research on the Nonlinear Relationship between the Short and the Long Shanghai Interbank Offered Rates" @default.
- W2164126239 cites W1975994995 @default.
- W2164126239 cites W2011190385 @default.
- W2164126239 cites W2021675656 @default.
- W2164126239 cites W2095364399 @default.
- W2164126239 cites W2097580026 @default.
- W2164126239 cites W2110942855 @default.
- W2164126239 cites W2131305140 @default.
- W2164126239 cites W2142044645 @default.
- W2164126239 cites W2142308890 @default.
- W2164126239 cites W2387476054 @default.
- W2164126239 doi "https://doi.org/10.1109/csse.2008.271" @default.
- W2164126239 hasPublicationYear "2008" @default.
- W2164126239 type Work @default.
- W2164126239 sameAs 2164126239 @default.
- W2164126239 citedByCount "0" @default.
- W2164126239 crossrefType "proceedings-article" @default.
- W2164126239 hasAuthorship W2164126239A5056341607 @default.
- W2164126239 hasConcept C121332964 @default.
- W2164126239 hasConcept C127313418 @default.
- W2164126239 hasConcept C13280743 @default.
- W2164126239 hasConcept C134306372 @default.
- W2164126239 hasConcept C144341231 @default.
- W2164126239 hasConcept C145162277 @default.
- W2164126239 hasConcept C149782125 @default.
- W2164126239 hasConcept C151376022 @default.
- W2164126239 hasConcept C158622935 @default.
- W2164126239 hasConcept C159877910 @default.
- W2164126239 hasConcept C162324750 @default.
- W2164126239 hasConcept C174106034 @default.
- W2164126239 hasConcept C175025494 @default.
- W2164126239 hasConcept C185798385 @default.
- W2164126239 hasConcept C195561663 @default.
- W2164126239 hasConcept C33923547 @default.
- W2164126239 hasConcept C556758197 @default.
- W2164126239 hasConcept C62520636 @default.
- W2164126239 hasConceptScore W2164126239C121332964 @default.
- W2164126239 hasConceptScore W2164126239C127313418 @default.
- W2164126239 hasConceptScore W2164126239C13280743 @default.
- W2164126239 hasConceptScore W2164126239C134306372 @default.
- W2164126239 hasConceptScore W2164126239C144341231 @default.
- W2164126239 hasConceptScore W2164126239C145162277 @default.
- W2164126239 hasConceptScore W2164126239C149782125 @default.
- W2164126239 hasConceptScore W2164126239C151376022 @default.
- W2164126239 hasConceptScore W2164126239C158622935 @default.
- W2164126239 hasConceptScore W2164126239C159877910 @default.
- W2164126239 hasConceptScore W2164126239C162324750 @default.
- W2164126239 hasConceptScore W2164126239C174106034 @default.
- W2164126239 hasConceptScore W2164126239C175025494 @default.
- W2164126239 hasConceptScore W2164126239C185798385 @default.
- W2164126239 hasConceptScore W2164126239C195561663 @default.
- W2164126239 hasConceptScore W2164126239C33923547 @default.
- W2164126239 hasConceptScore W2164126239C556758197 @default.
- W2164126239 hasConceptScore W2164126239C62520636 @default.
- W2164126239 hasLocation W21641262391 @default.
- W2164126239 hasOpenAccess W2164126239 @default.
- W2164126239 hasPrimaryLocation W21641262391 @default.
- W2164126239 hasRelatedWork W1500910324 @default.
- W2164126239 hasRelatedWork W1531768933 @default.
- W2164126239 hasRelatedWork W1918744927 @default.
- W2164126239 hasRelatedWork W1999626295 @default.
- W2164126239 hasRelatedWork W2053250774 @default.
- W2164126239 hasRelatedWork W2072527222 @default.
- W2164126239 hasRelatedWork W2123582956 @default.
- W2164126239 hasRelatedWork W2141501001 @default.
- W2164126239 hasRelatedWork W2146463231 @default.
- W2164126239 hasRelatedWork W2164414247 @default.
- W2164126239 isParatext "false" @default.
- W2164126239 isRetracted "false" @default.
- W2164126239 magId "2164126239" @default.
- W2164126239 workType "article" @default.