摘要 | 第1-7页 |
Abstract | 第7-9页 |
General review about precedent relative research on the topic | 第9-13页 |
1 The general introduction about the topic | 第13-14页 |
2 The justification about choosing subjects in the discussion | 第14-16页 |
·The criteria of judging economy situation and the definition of recession: | 第14页 |
·The justification of choosing yield spread as main reflection of term structure: | 第14-16页 |
3 The introduction about the relative theories and definitions | 第16-24页 |
·The general definition about the bond and the hot topics on bonds | 第16-17页 |
·The theory part | 第17-24页 |
·Term structure | 第17页 |
·Pure expectation theory | 第17-19页 |
·Liquidity premium theory | 第19-20页 |
·Segmented markets theory | 第20-21页 |
·Summarize the three theories on term structure | 第21-22页 |
·The Expectation Hypothesis (EH) and the relation between expectation and the term structure | 第22-24页 |
4 The quantitative statistic analysis of realistic numbers | 第24-40页 |
·The specification about the whole logic and rational behind the analysis procedure | 第24-26页 |
·The data and variables used: | 第26-27页 |
·The results of modeling: | 第27-32页 |
·The interpretation about the analysis results for the Logit regression method: | 第32-37页 |
·The results about the Model fit statistics: | 第32-34页 |
·The results about the parameters estimations statistics: | 第34-36页 |
·The results about the association statistics of predicted probability and observed responses: | 第36-37页 |
·The interpretation about the analysis results for the Probit regression method: | 第37-38页 |
·The interpretation about the analysis results for the specific data in our cases: | 第38-40页 |
5 The supporting researches on this topic | 第40-45页 |
6 Conclusions | 第45-47页 |
Appendix | 第47-71页 |
References | 第71-72页 |
Acknowledgement | 第72-73页 |