TITLE OF THE INVENTION Continuous casting nozzle and production method therefor BACKGROUND OF THE INVENTION 1. Field of the Invention The present invention relates to a nozzle for continuous casting of molten metal, and more particularly to a continuous casting nozzle which comprises a tubular refractory structure having an inner bore formed along an axial direction thereof to allow molten metal to pass therethrough, wherein a part or an entirety of the tubular refractory structure includes an inner bore- side layer, an intermediate layer and an outer periphery-side layer. As used herein, the term "tubular" means any configuration of a refractory structure having an inner bore formed along an axial direction thereof, irrespective of a cross-sectional shape thereof in a direction orthogonal to the axial direction. That is, the cross-sectional shape in the direction orthogonal to the axial direction is not limited to a circular shape, but may be any other shape, such as an oval shape, a rectangular shape or a polygonal shape. As used herein, the term "inner bore-side layer" collectively means any refractory layer located on the side of the inner bore relative to a central region (e.g., intermediate layer), in a horizontal cross-section taken at any position of an overall length of a continuous casting nozzle in a molten-metal passing direction (i.e., vertical direction), and covers any layer structure. For example, the inner bore-side layer may be made up of a plurality of layers. In this case, a thermal expansion coefficient of the inner bore-side layer means a maximum one of respective thermal expansion coefficients of the plurality of inner bore-side layers. As used therein, the term "outer periphery-side layer" collectively means any refractory layer located on the side of an outer periphery of a continuous casting nozzle relative to the central region (e.g., intermediate layer), in the above horizontal cross-section, and covers any layer structure. For example, the outer periphery-side layer may be made up of a plurality of layers (e.g., a two-layer structure consisting of an AG (i.e. Aluminum-Graphite)-based layer and a ZG(i.e. Zirconia-Graphite)-based layer located outside the AG-based layer). In this case, a thermal expansion coefficient of the outer periphery-side layer means a maximum one of respective thermal expansion coefficients of the plurality of outer periphery-side layers. 2. Description of the Background Art A continuous casting nozzle, such as a long nozzle for discharging molten steel from a ladle into a tundish, or an immersion nozzle for pouring molten steel from a tundish into a continuous casting mold, comprises a tubular refractory structure having an inner bore formed approximately along an axial center thereof to allow molten metal, such as molten steel, to pass therethrough, wherein the molten steel passing through the inner bore causes a temperature gradient between inner bore-side and outer periphery-side layers of the continuous casting nozzle. Particularly, in an initial stage of discharging/passing of the molten steel, the above phenomenon , becomes prominent due to rapid temperature rise in the inner bore-side layer. Irrespective of whether a refractory body constituting the refractory structure is made up of a single layer or a multi-layer, the temperature gradient gives rise to a strain due to an internal stress of the refractory body, and becomes one factor causing breaking, such as cracking, particularly in the outer periphery-side layer. Further, as the temperature gradient becomes larger, and a thermal expansion coefficient of the inner bore-side layer is greater than that of the outer periphery-side layer to a larger degree, a thermal stress will be increased to cause a higher risk of breaking in the outer periphery-side layer. In the continuous casting nozzle, a molten steel flow passes therethrough while violently colliding against an inner bore surface thereof. Thus, in particular, a region of the continuous casting nozzle adjacent to the inner bore surface is severely damaged due to abrasion caused by the molten steel, non-metal inclusions in the molten steel, etc., embrittlement of a- matrix and washing (corrosion) due to oxidizing components of the molten steel, etc., and wear caused by a reaction with FeO and other component of the molten steel. Moreover, in connection with a recent trend of upgrading of steel which involves an increase in amount of non-metal inclusions in molten steel, such as alumina, deposition of inclusions (mainly, alumina) onto the inner bore surface of the continuous casting nozzle, or clogging of the inner bore of the continuous casting nozzle due to the inclusions, become one key factor determining a lifetime of the continuous casting nozzle. In the above circumstances, there has been an increasing need for improving corrosion resistance and abrasion/wear resistance of an inner bore surface of a continuous casting nozzle, and reducing deposition of non-metal inclusions and others onto the inner bore surface or clogging of an inner bore of the continuous casting nozzle due to the non-metal inclusions and others, to achieve higher durability and safety (stable casting capability) of the continuous casting nozzle. With a view to meeting the above needs, it has been attempted to extend a lifetime of a continuous casting nozzle, for example, by applying a refractory composition excellent in thermal shock resistance to a body (i.e., an outer periphery-side layer) of the nozzle, to form a skeleton of the nozzle, and applying a refractory composition excellent in abrasion/wear resistance and corrosion resistance, or a refractory composition resistant to deposition of inclusions such as alumina, to a region of the nozzle on the side of an inner bore surface thereof adapted to come into contact with a molten steel flow (i.e., inner bore-side layer) in such a manner as to define a part or an entirety of the inner bore surface. Particularly, with regard to the inner bore-side layer, various functional enhancement techniques have been recently developed. For example, with a view to providing higher corrosion resistance, there has been developed a technique of incorporating a corrosion resistant component, such as Al2O3, ZrO2 or MgO, into a material having a reduced amount of graphite and silica which are wear-nonresistant aggregates, or a material devoid of graphite and silica. Further, with a view to reducing or preventing deposition of inclusions, such as Al2O3, in molten steel, onto the inner bore surface, or clogging of the inner bore due to the inclusions, there has been promoted a practical use of a continuous casting nozzle, such as an immersion nozzle, having a refractory layer made of a basic material containing a CaO component highly reactive with an Al2O3 component, and inserted thereinto. A refractory aggregate including the above components for obtaining such a highly-functional refractory composition has high thermal expansibility, and the highly-functional refractory composition contains the refractory aggregate in a relatively large amount. Thus, a thermal expansion amount of the inner bore-side layer is apt to be increased. Furthermore, due to an additional factor, such as an increase in thermal gradient caused by lowering in thermal conductivity of the inner bore-side layer relative to the outer periphery-side layer, in connection with a reduction in carbon content, a difference between respective thermal expansion amounts of the inner bore-side layer and the outer periphery-side layer, and a resulting thermal stress, are apt to be more increased, which leads to increasing risk of breaking of the continuous casting nozzle, particularly cracking in the outer periphery-side layer caused by thermal expansion of the inner bore-side layer (hereinafter referred to as "expansion cracking"). A typical countermeasure against breaking of a continuous casting nozzle due to a temperature gradient (thermal stress) therein includes a technique of reducing a thermal stress based on an increase in thermal conductivity, a reduction in thermal expansion amount, and/or a lowering in elastic modulus, for example, by incorporating graphite into a refractory composition of the continuous casting nozzle in a relatively large amount, or by adding or quantitatively increasing fused silica having a relatively small thermal expansion coefficient. On the other hand, the increased content of graphite or fused silica has a negative effect causing deterioration in durability, such as abrasion/wear resistance and corrosion resistance, due to deterioration in oxidation resistance, enhancement in reactivity with other refractory components and components in molten steel, etc. Thus, the above technique is not effective as a realistic solution due to restrictions in application to the inner bore-side layer. In the above situation, with a view to avoiding the risk of breaking of a continuous casting nozzle, there has been employed a technique of, for example, in a structure where a shaped member serving as an inner bore-side layer is installed on the side of an inner bore of an outer periphery-side layer, forming a mortar layer therebetween using mud-like mortar which comprises a fine powder mainly consisting of a refractory material such as a conventional oxide, and a nonorganic binder such as silicate containing a relatively large amount of solvent, in such a manner that the mortar layer has a relatively large porosity to reduce a strength thereof so as to allow a stress caused by thermal expansion of the inner bore-side layer to be relieved based on breakage of the mortar layer itself, i.e., a technique employing mortar capable of exhibiting a relatively high porosity although it has a relatively low bonding force, to avoid cracking of the nozzle. However, this anti-cracking technique based on mortar has the following problems. (1) The mortar layer containing an excess amount of solvent has a property that the solvent in the mortar layer is absorbed in materials of the remaining layers through contact with the materials of the remaining layers. Thus, the porosity of the mortar layer is apt to become gradually lower or denser toward a boundary surface with each of the remaining layers, so that, particularly, when the mortar layer is used in a continuous casting nozzle and formed to have a small thickness of several mm, the stress relief function of the mortar layer itself after installation will deteriorate or disappear. (2) It is substantially impossible to control an apparent porosity. Specifically, a pore distribution allowing for buckling at a given stress or less cannot be controlled, and thereby it is essential to contain an excessive amount of solvent to preclude achievement of a good balance with bondability (i.e., bonding capability). (3) The stress relief function of the mortar layer is based on a mechanism where an allowance for thermal deformation of the inner bore-side layer is created to absorb a stress by an irreversible breaking of a matrix of the mortar layer defining pores, to relieve a stress in the inner bore-side layer. Thus, when the matrix is broken once, the bondability is lost to increase a risk of drop-off. Moreover, a gap resulting from breaking of the mortar layer due to changes in temperature allows molten metal, such as molten steel and slag, to easily intrude thereinto, and the intruding molten steel and slag are highly likely to cause cracking and corrosion, which leads to damage of the remaining layers or the continuous casting nozzle. For example, as another approach to preventing breaking due to a thermal stress while seeking higher durability such as corrosion resistance, the following Patent Document 1 discloses a casting nozzle comprising: a carbon-free refractory layer formed to have high thermal expansibility and high corrosion resistance and installed only on the side of an inner bore of the nozzle; a carbon-containing refractory layer formed to have excellent spalling resistance and installed on the side of the remaining part, i.e., outer periphery, of the nozzle; and a separating layer allowing at least 80% or more of a contact surface between the two refractory layers to be separated from each other, wherein the separating layer is formed by setting a burnable material, such as polypropylene or nylon, and then the burnable material is vanished. However, in the casting nozzle disclosed in the Patent Document 1, less than 20% of the contact surface between the two refractory layers is bonded together. Even if a bonded region is fairly small, it will be an origin of an expansion cracking phenomenon, because a stress causing expansion cracking is transmitted from the carbon-free refractory layer (i.e., inner bore-side layer) to the carbon-containing refractory layer (i.e., outer periphery-side layer) through the bonded region. If the bonded region is set at zero %, it causes a basic problem that the inner bore-side layer cannot be structurally supported. Moreover, molten steel easily intrudes into the separating layer to cause problems, such as fissures in the refractory layers due to solidification shrinkage of the molten steel occurring when it undergoes changes in temperature, and expansion of the solidified steel occurring when it is heated, and peel-off due to no bonding between the inner bore-side layer and the outer periphery-side layer. The following Patent Document 2 discloses a technique intended to suppress deposition of inclusions, wherein a CaO nozzle member containing 70 wt% or more of CaO and having an apparent porosity of 50% or less is inserted into a nozzle body of an immersion nozzle, in such a manner that a gap depending on a thermal expansion amount of the CaO nozzle member is provided between the CaO nozzle member and the nozzle body. The Patent Document 2 also discloses a technique of packing thin ceramic fibers or a small amount of mortar between an end of the CaO nozzle member and the nozzle body to fix the CaO nozzle member to the nozzle body, according to need. In the above structure where a gap equivalent to a thermal expansion amount of the CaO nozzle member on the side of an inner bore of the immersion nozzle (i.e., inner bore-side layer) is provided between the nozzle body on the side of an outer periphery of the immersion nozzle (i.e., outer periphery-side layer) and the CaO nozzle member, the expansion cracking phenomenon of the outer periphery-side nozzle body caused by the highly-expandable CaO nozzle member can be suppressed. However, in view of the description "the gap is preferably set to be 3% or more of an outer diameter of the CaO nozzle member, during preheating" in the paragraph [0022] of the Patent Document 2, it is assumed that the inner bore-side CaO nozzle member is not in close contact with the outer periphery-side nozzle body in a high-temperature state (a thermal expansion coefficient of a CaO-based material is about 2% or less at about 1500°C, even in a material consisting substantially only of CaO and having a maximum level of thermal expansion coefficient). If the CaO nozzle member is not in close contact with the nozzle body in the high-temperature state, i.e., during use of the immersion nozzle, the CaO nozzle member is likely to have displacement or drop off due to a compression stress receiving during use. Moreover, molten steel easily intrudes into the gap between the CaO nozzle member and the nozzle body. This involves a risk of damage of the CaO nozzle member and the outer periphery-side nozzle body due to solidification shrinkage of the molten steel and thermal expansion of the solidified steel. Furthermore, a material, such as CaO, capable of reacting with deoxidation products in molten steel to produce a low-melting point compound is fundamentally premised on wearing out. Thus, the CaO nozzle member involves a risk of drop-off or breaking due to reduction in thickness caused by wear, and the structure having no support base therebehind. As above, if a joint portion between the inner bore-side layer and the outer periphery-side layer, such as the separating layer in the Patent Document 1 or the gap in the Patent Document 2, is set to be excessively broad, a resulting intrusion of molten steel is likely to cause peel-off and damage of the inner bore-side layer, and damage of the outer periphery-side layer. Further, if the joint portion is set to be excessively narrow, a tensile stress acting on the outer periphery-side layer in a circumferential direction thereof due to thermal expansion of the inner bore-side layer is likely to cause occurrence of longitudinal crack along an axial direction of the tubular refractory structure, or, transverse crack (crack along a direction having an angle relative to the axial direction; so-called "fracture", etc.) Thus, in a continuous casting nozzle having a highly-expandable inner bore-side layer installed therein, it would be critical to form a matrix structure capable of preventing intrusion or passing of molten metal, and have a function of allowing the inner bore-side layer to be bonded to an outer periphery-side layer, in addition to a function of reducing an influence of a stress from the inner bore-side layer. However, heretofore, a solution for giving the above three functions or structures has seldom been discussed. Further, as disclosed in the Patent Documents 1 and 2, a conventional installation process essentially includes a step of preparing the outer periphery-side layer as a nozzle body of the continuous casting nozzle, and the inner bore-side layer, separately from each other, and a step of assembling the two layers together in a final stage by use of mortar or the like. This causes deterioration in productivity and an increase in production cost. Moreover, in the assembling of the refractory layers prepared as separate components, the layers are brought into contact with each other through respective flat and smooth surfaces thereof. Thus, it is difficult to obtain a bonding strength and a fixing force therebetween sufficient to solve the above problems, which leads to a need for additional means to enhance the bonding strength, based on an adhesive or the like. [Patent Document 1] JP 60-152362A [Patent Document 2] JP 07-232249A SUMMARY OF THE INVENTION It is an object of the present invention to provide a continuous casting nozzle comprising a refractory layer formed to have high functions, such as high corrosion resistance and high anti- deposition capability, and disposed on the side of an inner bore thereof to serve as an inner bore-side layer, so as to enhance durability, wherein the continuous casting nozzle is capable of preventing expansion cracking of an outer periphery-side layer serving as a nozzle body thereof, due to a difference in thermal expansion between respective compositions of the inner bore-side layer and the outer periphery-side layer, while preventing displacement and peel-off of the inner bore-side layer during casting. It is another object of the present invention to provide a method of producing the continuous casting nozzle in a stable and easy manner. More specifically, in a continuous casting nozzle comprising a tubular refractory structure which has an inner bore formed along an axial direction thereof to allow molten metal to pass therethrough, and at least partly includes an inner bore-side layer disposed on the side of the inner bore, and an outer periphery-side layer disposed on a radially outward side relative to the inner bore-side layer, wherein the inner bore-side layer has the thermal expansion greater than that of the outer periphery-side layer, it is an object of the present invention to (1) prevent breaking of the outer periphery-side layer, and (2) enhance stability of the inner bore-side layer during casting, while (3) preventing intrusion of molten steel and others between respective ones of a plurality of layers including an intermediate layer. In other words, it is an object of the present invention to provide a continuous casting nozzle having a structure capable of satisfying these functions. It is another object of the present invention to provide a production method capable of stably obtaining the continuous casting nozzle in an optimized and laborsaving manner. In order to achieve the above objects, according to one aspect of the present invention, there is provided: (1) a continuous casting nozzle comprising a tubular refractory structure which has an inner bore formed along an axial direction thereof to allow molten metal to pass therethrough, and at least partly includes an inner bore-side layer disposed on the side of the inner bore, and an outer periphery-side layer disposed on a radially outward side relative to the inner bore-side layer, wherein the inner bore-side layer has the thermal expansion greater than that of the outer periphery-side layer. The continuous casting nozzle is characterized in that the tubular refractory structure includes an intermediate layer having compressability and lying between the inner bore-side layer and the outer periphery-side layer, wherein: the inner bore-side layer, the intermediate layer and the outer periphery-side layer are simultaneously integrated together during a forming process to form a multi-layer structure; a bonding strength between the intermediate layer and each of the inner bore-side layer and the outer periphery-side layer adjacent to the intermediate layer is in the range of 0.01 to 1.5 MPa, as measured in a non-oxidation atmosphere at 1000°C; and the intermediate layer has a compressive rate K (%) satisfies the following Formula 1 as measured in a non-oxidation atmosphere at 1000°C under a pressure of 2.5 MPa, K = [(Di x ai - Do x ao) / (2 x Tm)] — Formula 1 wherein: Di is an outer diameter (mm) of the inner bore-side layer; Do is an inner diameter (mm) of the outer periphery-side layer; Tm is an initial thickness (mm) of the intermediate layer at room temperature; ai is a maximum thermal expansion coefficient (%) of the refractory composition of the inner bore-side layer in a temperature range of room temperature to 1500°C; and ao is a thermal expansion coefficient (%) of the refractory composition of the outer periphery-side layer at a temperature at start of discharge or pouring of molten metal through the continuous casting nozzle (i.e., passing of molten steel) (claim 1). (2) Preferably, in the continuous casting nozzle set forth in the appended claim 1, the intermediate layer in a state after being subjected to a heat treatment in a non-oxidation atmosphere at 600°C or more contains expanded expansive graphite particles (hereinafter referred to as "expanded graphite particles") (claim 2). (3) Preferably, in the continuous casting nozzle set forth in the appended claim 1 or 2, the intermediate layer in a state after being subjected to a heat treatment in a non-oxidation atmosphere at 1000°C contains a carbon component (except any carbon compound with the remaining components) in a total amount of 16 mass% or more (including 100 mass%) (claim 3). (4) Preferably, in the continuous casting nozzle set forth in the appended claim 1 or 2, the intermediate layer in a state after being subjected to a heat treatment in a non-oxidation atmosphere at 1000°C contains a carbon component (except any carbon compound with the remaining components) in a total amount of 16 mass% or more, with the remainder other than the carbon component being a refractory material comprising one or more selected from the group consisting of oxide, carbide, nitride and metal. According to another aspect of the present invention, there is provided: (5) a method of producing a continuous casting nozzle comprising a tubular refractory structure which has an inner bore formed along an axial direction thereof to allow molten metal to pass therethrough, and at least partly includes an inner bore-side layer, an intermediate layer and an outer periphery-side layer which are arranged in this order in a radially outward direction with respect to the inner bore. The method comprises the steps of: preparing a mixture (ingredients) for the intermediate layer, which contains un-expanded expansive graphite particles in an amount ranging from 5 to 45 mass%, and burnable particles in an amount ranging from 55 to 95 mass%, and further contains an organic binder in a given mass% with respect to a total mass% of the un-expanded expansive graphite particles and the burnable particles, and in addition to the total-mass%, wherein the given mass% of the organic binder is set to allow a ratio of a carbon component only of the organic binder (except any carbon compound with the remaining components) to an entire refractory composition of the intermediate layer, in a state after the refractory composition of the intermediate layer is subjected to a heat treatment in a non-oxidation atmosphere at 1000°C, to fall within the range of 2.5 to 15 mass%; subjecting the mixture (ingredients) for the intermediate layer to a pressure forming using a cold isostatic press (CIP) machine, simultaneously and integrally together with a mixture (ingredients) for the inner bore-side layer and a mixture (ingredients) for outer periphery-side layer, to obtain a single shaped body; and subjecting the shaped body to a heat treatment at a temperature of 600 to 1300°C to allow the burnable particles contained in the mixture (ingredients, i.e., green body after pressing) for the intermediate layer in the shaped body to be vanished so as to form voids, and then expand the un-expanded expansive graphite particles contained in the mixture (ingredients, i.e., green body after pressing) for the intermediate layer in the shaped body so as to allow the voids to be filled with the expanded graphite particles (claim 5). According to another aspect of the present invention, there is provided: (6) a method of producing a continuous casting nozzle comprising a tubular refractory structure which has an inner bore formed along an axial direction thereof to allow molten metal to pass therethrough, and at least partly includes an inner bore-side layer, an intermediate layer and an outer periphery-side layer which are arranged in this order in a radially outward direction with respect to the inner bore. The method comprises the steps of: preparing a mixture (ingredient) for the intermediate layer, which contains un-expanded expansive graphite particles in an amount ranging from 5 to 45' mass%, and burnable particles in an amount ranging from 55 to 95 mass%, a refractory material which is one or more selected from the group consisting of oxide, carbide, nitride and metal, in a total amount of 40 mass% or less, and further contains an organic binder in a given mass% with respect to a total mass% of the un-expanded expansive graphite particles, the burnable particles and the refractory material which is one or more selected from the group consisting of oxide, carbide, nitride and metal, and in addition to the total mass%, wherein the given mass% of the organic binder is set to allow a ratio of a carbon component only of the organic binder (except any carbon compound with the remaining components) to an entire refractory composition of the intermediate layer, in a state after the refractory composition of the intermediate layer is subjected to a heat treatment in a non-oxidation atmosphere at 1000°C, to fall within the range of 2.5 to 15 mass%; subjecting the mixture (ingredients) for the intermediate layer to a pressure forming using a cold isostatic press (CIP) machine, simultaneously and integrally together with a mixture (ingredients) for the inner bore-side layer and a mixture (ingredients) for outer periphery-side layer, to obtain a single shaped body; and subjecting the shaped body to a heat treatment at a temperature of 600 to 1300°C to allow the burnable particles contained in the mixture (ingredients, i.e., green body after pressing) for the intermediate layer in the shaped body to be vanished so as to form voids, and then expand the un-expanded expansive graphite particles contained in the mixture (ingredients, i.e., green body after pressing) for the intermediate layer in the shaped body so as to allow the voids to be filled with the expanded graphite particles (claim 6). Specifically, in order to achieve the above objects, a continuous casting nozzle of the present invention is intended to meet the following fundamental requirements: (1) to install an intermediate layer having a stress relief function, between the inner bore-side layer and the outer periphery-side layer; (2) to maintain a layer configuration of the intermediate layer so as to prevent breaking and other adverse effect due to layer destruction, i.e., to enhance layer stability; and (3) to simultaneously integrate the intermediate layer, the inner bore-side layer and the outer periphery-side layer together during a forming process to form a multi-layer structure so as to fixedly bond between the intermediate layer and each of the inner bore-side layer and the outer periphery-side layer. (The above requirements (1), (2) and (3) will hereinafter be referred to as respectively as "compressability requirement", "stability requirement" and "bondability requirement".) Each of the above requirements will be specifically described below. (1) COMPRESSABILITY REQUIREMENT As mentioned above, with a view to enhancement in corrosion resistance and abrasion/wear resistance, suppression of elution of a carbon component from a refractory composition into molten steel, and prevention of deposition of inclusions, mainly nonmetal inclusions such as alumina, onto an inner bore surface or nozzle clogging due to the inclusions, the inner bore-side layer tends to be made of a refractory composition having an increased amount of Al2O3, MgO, ZrO2 and/or CaO and exhibiting excellent corrosion resistance and abrasion/wear resistance. In many cases, the outer periphery-side layer (including an outer periphery-side layer as a part of a nozzle body) to be designed while placing great important on thermal shock resistance has a smaller content of Al2O3, MgO, ZrO2 and/or CaO as compared with the inner bore-side layer. Thus, a thermal expansion coefficient of the inner bore-side layer inevitably becomes greater than that of the outer periphery-side layer. When a refractory composition having a larger thermal expansion coefficient than that of the outer periphery-side layer is used for the inner bore-side layer, breaking of a continuous casting nozzle due to fissures and expansion cracking in the outer periphery-side layer caused by the inner bore-side layer will more frequently occur. Even if the inner bore-side layer and the outer periphery-side layer are made of the same refractory composition or, made of respectively, of refractory compositions having the same level of thermal expansion characteristic, the breaking occurs when the inner bore-side layer is heated up to a temperature greater than that of the outer periphery-side layer due to preheating or rapid heating from the side of the inner bore, passing of molten steel or the like, to create a large temperature gradient between the inner bore-side layer and the outer periphery-side layer. That is, in the present invention, the requirement that "the inner bore-side layer has the thermal expansion greater than that of the outer periphery-side layer" means not only a condition that a maximum thermal expansion coefficient of the refractory composition of the inner bore-side layer at 1500°C (substantially close to a casting temperature region) or less is greater than that of the refractory composition of the outer periphery-side layer at 1500°C or less, but also a condition that a level of thermal expansion of the inner bore-side layer becomes greater than that of the outer periphery-side layer, due to a temperature difference between the inner bore-side layer and the outer periphery-side layer occurring during heating, such as receiving of molten steel or preheating from the side of the inner bore, even though each of the inner bore-side layer and the outer periphery-side layer has the same maximum thermal expansion coefficient or exhibits the same thermal expansion behavior (e.g., a material having the same composition and structure). In cases where there is no stress relief function or only an extremely low stress relief function, between an inner bore-side layer and an outer periphery-side layer, a stress of the inner bore-side layer is applied to the outer periphery-side layer as a compression stress oriented in a radial direction on a horizontal section of the nozzle. Further, if the outer periphery-side layer is designed to extend to cover opposite longitudinally or axially outward ends of the inner bore-side layer, the stress of the inner bore-side layer is also applied to the outer periphery-side layer as a compression stress oriented in the axial direction. Then, the radial compression stress is converted to a tensile stress oriented in a circumferential direction, and the axial compression stress is converted to a tensile stress in the axial direction. Subsequently, when these tensile stresses become greater than a tensile strength limit of the refractory composition of the outer periphery-side layer, the circumferential tensile stress causes an axial (vertical) crack, and the axial tensile stress causes a horizontal (transverse) crack to damage the outer periphery-side layer. In the present invention, as means to provide the stress relief function between the inner bore-side layer and the outer periphery-side layer having the above relationship, the intermediate layer having compressability and bondability during a nozzle preheating operation and during hearing up to 1500°C (substantially close to a casting temperature region) is installed. This allows a stress due to thermal expansion of the outer periphery-side layer to be applied to the installed intermediate layer as a compression stress without being directly applied to the outer periphery-side layer. During this process, in response to the compression stress, a thickness of the intermediate layer itself is reduced in the radial direction, and in the axial direction at the axial end. In other words, a stress due to thermal expansion the intermediate layer can be relieved by reducing a volume of the intermediate layer. In the present invention, such a capability to be reduced in thickness and volume is referred to as "compressability". Generally, in a tubular refractory structure comprising an Al2O3-C based material which is a typical material of an outer periphery-side layer of a conventional immersion nozzle, the outer periphery-side layer is broken by a pressure of about 2.5 MPa applied to an inner wall surface thereof. For example, in an Al2O3-graphite based refractory structure comprising an outer periphery-side layer which has practically minimum radial dimensions (inner diameter (j) = 80 mm, outer diameter = 135 mm) and a maximum tensile strength of 6 MPa, when a pressure load is applied from the side of an inner wall surface of the outer periphery-side layer, the outer periphery-side layer reaches breaking when the pressure load is applied to the inner wall surface at about 2.5 MPa, according to calculation using a formula for a thick-walled cylinder. In a continuous casting nozzle where an intermediate layer and an inner bore-side layer are disposed on the side of an inner bore relative to an outer periphery-side layer, the intermediate layer itself is required to exhibit a deformation behavior in order to relieve a stress due to thermal expansion of the inner bore-side layer, which is oriented toward the outer periphery-side layer. That is, the stress oriented toward the outer periphery-side layer has to be reduced to 2.5 MPa or less by deformation (contraction) of the intermediate layer. Thus, during heating of the inner bore-side layer or during passing of molten steel, a tensile stress to be generated in the outer periphery-side layer is preferably reduced to 2.5 MPa or less, more preferably further reduced as low as possible to provide enhanced safety, and the intermediate layer itself is required to exhibit a deformation behavior capable of reducing a compression stress to a value corresponding to such a tensile stress value. Compressability required for the intermediate layer under a pressing force of 2.5 MPa or more can be expressed as a compressive rate K (%) in the following Formula 1: K = [(Di x ai - Do x ao) / (2 x Tm)] — Formula 1 wherein: Di is an outer diameter (mm) of the inner bore-side layer; Do is an inner diameter (mm) of the outer periphery-side layer; Tm is an initial thickness (mm) of the intermediate layer at room temperature; ai is a maximum thermal expansion coefficient (%) of the refractory composition of the inner bore-side layer in a temperature range of room temperature to 1500°C; and ao is a thermal expansion coefficient (%) of the refractory composition of the outer periphery-side layer at a temperature at start of passing of molten metal. Di and Do are, respectively, a diameter measured on an outer periphery-side surface of the inner bore-side layer and a diameter measured on an inner bore-side surface of the outer periphery-side layer, in respective horizontal cross-sections (i.e., cross-sections taken along a direction perpendicular to the axial direction) of the inner bore-side layer and the outer periphery-side layer. When a horizontal cross-sectional shape of each of the inner bore-side layer and the outer periphery-side layer is not circle, Di may be defined as a distance between two positions where a straight line extending radially from a center of the horizontal cross-sectional shape of the inner bore-side layer intersects with the outer periphery-side surface of the inner bore-side layer, and Do may be defined as a distance between two positions where the above straight line intersects with the inner bore-side surface of the outer periphery-side layer in the cross-section. Then, the entire dimensions may be determined to satisfy the Formula 1. With regard to compressability in an axial end of the nozzle, Di may be replaced with an axial distance between respective opposite axially outward end surfaces of the inner bore-side layer, and Do may be replaced with an axial distance between respective opposite axially inward surfaces of the outer periphery-side layer each facing a corresponding one of the axially outward end surfaces of the inner bore-side layer, in respective vertical cross-sections of the inner bore-side layer and the outer periphery-side layer, taken along a longitudinal (vertical) axis of the nozzle. In the Formula 1, ai is a maximum thermal expansion coefficient (%) of the refractory composition of the inner bore-side layer in a temperature range of room temperature to 1500°C, which means that ai is a maximum thermal expansion coefficient of the refractory composition of the inner bore-side layer in a temperature range of room temperature to substantially a molten steel temperature. Further, ao is a thermal expansion coefficient (%) of the refractory composition of the outer periphery-side layer at a temperature at start of passing of molten metal, and the temperature to which the outer periphery-side layer is exposed at start of passing of molten metal, varies depending on operation conditions, such as a preheating condition. Thus, ao is determined for each job site on a case-by-case basis. In cases where the continuous casting nozzle is used without preheating, a temperature of the outer periphery-side layer is equal to room temperature (ambient temperature). In this case, ao may be considered as a thermal expansion -coefficient at room temperature which is a reference point of a measurement of thermal expansion coefficient, i.e., "zero", and therefore the Formula 1 can be expressed as the following Formula 2: K = [(Di x ai) / (2 x Tm)] — Formula 2 The compressive rate K satisfying the Formula 2 is a value in consideration of the most severe condition, i.e., a condition that a difference in thermal expansion between the inner bore-side layer and the outer periphery-side layer is maximized. Thus, if the compressive rate K is determined at a value satisfying the Formula 2, the outer periphery-side layer will never be broken. Preferably, the compressive rate K is set at a value satisfying the Formula 2 in all the operation conditions. The compressive rate K is a value determined under a condition that a target refractory composition (sample) is not oxidized, for example, in a non-oxidation atmosphere, such as a reducing gas atmosphere or an inert gas atmosphere, or in an oxidizing gas atmosphere, such as an air atmosphere, under a condition that an antioxidant is applied on a surface of the target refractory (sample). During an actual use of the continuous casting nozzle, the intermediate layer is placed in a non-oxidation atmosphere. If a target sample is oxidized during a measurement of the compressive rate K, properties of the sample cannot be accurately figured out. Preferably, in the present invention, the compressive rate K of the intermediate layer is fundamentally set in the range of 10 to 80%. A thickness of the intermediate layer can be adjusted depending on the compressive rate K of the intermediate layer to absorb expanded dimensions of the inner bore-side layer. If the compressive rate K is less than 10%, the thickness of the intermediate layer will be increased depending on a difference in thermal expansion coefficient between the inner bore-side layer and the outer periphery-side layer. Thus, due to restrictions on an overall wall thickness of the continuous casting nozzle, a wall thickness of the nozzle body is inevitably reduced to cause a problem about deterioration in structural strength. If the compressive rate K is greater than 80%, an excessively reduced thickness of the intermediate layer is likely to cause a problem about production difficulty in forming such a thin intermediate layer, and a problem about deterioration in bonding strength between the inner bore-side layer and the outer periphery-side layer, although the thickness of the intermediate layer can be sufficiently reduced to prevent occurrence of the above problem about deterioration in structural strength. For example, on an assumption that the inner diameter of the outer periphery-side layer, the thermal expansion coefficient of the inner bore-side layer, and the thermal expansion coefficient of the outer periphery-side layer, are set, respectively, at about 80 mm (j), 2.0% and 0.8%, which are close to the smallest size in conventional continuous casting nozzles, the thickness of the intermediate layer is about 4 mm, and the compressive rate necessary for the refractory composition of the intermediate layer is 10%. Further, on an assumption that the inner diameter of the outer periphery-side layer, the thermal expansion coefficient of the inner bore-side layer, and the thermal expansion coefficient of the outer periphery-side layer, are set, respectively, at about 150 mm 2.0% and 0.8%, which are close to the largest size in conventional continuous casting nozzles, the thickness of the intermediate layer is about 1.2 mm, and the compressive rate necessary for the refractory composition of the intermediate layer is 78%. The above compressive rate may be measured by the following method, and a resulting measured value can be regarded as the compressive rate. A columnar refractory body (20 mm x about 5 mm t). This heat-treated columnar sample is disposed between respective end surfaces of two refractory jigs each having a size of 20 mm