如何用biased expectations theory解释humped的利率曲线形状？书上说 The market expects a decrease followed or not by an increase in interest rate;the risk premium rises with maturity in a decreasing proportion. 没看太懂
The market expects a decrease followed or not by an increase in interest rate;the risk premium rises with maturity in a decreasing proportion.
这话的意思是市场预期利率会出现下降，之后可能会回升，也可能不会。这样风险溢价就会随着到期产品占比降低而上升
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