
1 Kim, Don, Cait Walsh, and Min Wei (2019). "Tips from TIPS: Update and Discussions," FEDS Notes. Washington: Board of Governors of the Federal Reserve System, May 21, 2019, https://doi.org/10.17016/2380-7172.2355. 券 注:因為模型擬合存在誤差,可能導致四因素合計變動與 10 證券 注:將四個因素標準化為 Z-score 值=(數值-近三年均值)/標年期美債利率實際變動略有差異 準 差