交易所债券市场
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实证结果表明所有的单因子短期利率模型都不能很好地描述中国上海证券交易所债券市场上的短期利率变化,CKLS模型是它们中表现最好的单因子利率模型。
The results show that all the single-factor models cannot match dynamic change of the short interest rate , and the CKLS model does the best among them .
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中国交易所债券市场分形特征的实证研究
Empirical Study on the Fractal Feature of Chinese Exchange Bond Market
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交易所债券市场的交易价格也相对连续。
Exchange trading price of the bond market is relatively continuous .
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交易所债券市场与银行间债券市场波动性比较研究
Comparison of Volatility between Exchange and Interbank Bond Market s
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就各市场有效性而言,样本期交易所债券市场仍未达到弱式有效。
The exchange bond market is not an efficient market .
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中国交易所债券市场有效性研究
Study on the Efficiency of China 's Exchange Bond Market
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交易所债券市场中公司债券的流动性从深度、即时性及价格冲击三方面都要优于企业债券。
The exchange bond market liquidity of corporate bonds is better than enterprise bonds in the dimensions of depth , instant and price shocks .
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文章从机构投资者和个人投资者两个层面的市场建设对未来交易所债券市场发展提出了建议。
Finally , this paper gives some suggestions about the future development of stock exchange bond market from angles of institutional investor and individual investor .
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经过几年的准备,目前上市商业银行重返交易所债券市场的制度方面的问题已基本理顺。
After several years of preparation , the current regulations on the return of listed commercial banks to exchange bond market have been basically straightened out .
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我们还发现交易所债券市场的即期利率初步具备了合理的期限结构图形,而银行间债券市场还没有。
We also find that the term structure of interest rate in bond market in Shanghai Stock Exchange is more effective than in the inter-bank market .
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中国债券市场包括银行间债券市场、交易所债券市场和商业银行柜台债券市场三个子市场。
China 's bond market includes the inter-bank bond market , the exchange bond market and the commercial bank bar bond markets as the major three sub-markets .
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由此,到目前为止,还没有学者对我国股票市场、交易所债券市场以及银行间债券市场三者的流动性溢出关系进行探讨。
Therefore , as so far , there are no research to explore the stock market , the stock exchange bond market and the inter-bank bond market liquidity overflow effect .
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相对于银行间市场,交易所债券市场一直处于边缘化状态,在债券发行、债券成交量、债券品种、投资者结构上都与银行间市场有着差距。
Compared to the inter-bank market , the exchange bond market has been marginalized for the lower-leveled bond issuance , bond trading volume , bond products , and the structure of investors .
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因此市场普遍认为,允许上市银行进入交易所债券市场,将解决交易所债券市场严重缺乏流动性的问题,促进交易所债券市场的大发展。
So it 's been generally believed that allowing listed banks to enter the exchange bond market , will solve the serious lack of exchange liquidity and promote the development of bond market transactions .
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论文选取近几年我国银行间债券市场与交易所债券市场发行上市的企业债券,参照国外学者定义抑价方法,结合我国企业债券市场,对抑价模型进行分析研究。
Our paper firstly selects corporate bonds that are publicly issued from the inter-bank bond market and bond exchange market in recent years , then discussing the underpricing model referring to the underpricing methods of scholars abroad with combining with the curent situation of corporate bond market in our country .
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由于交易机制、参与主体上的差异,交易所与银行间债券市场形成两个分割的主体。
Due to the differences on trading mechanism and the main body of investment , exchange bond market and inter-bank bond market formed two separate subjects .