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超低金利環境における日本国債のゼロクーポン金利推定
超低金利環境における日本国債のゼロクーポン金利推定
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文書・図像類
菊池, 健太郎
Center for Risk Research (CRR), Shiga University
2019-05
CRR Discussion Paper, Series J
No. J-71
p.1-29
Other Libraries in Japan
Subject Heading
「ゼロクーポン金利」「利付国債」「スプライン関数」「マイナス金利」「平滑化スプライン」「JEL 分類番号: C14、E43、G12」
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