收益率差
- 网络Yield Spread
-
也就是说,他们把借款人的贷款利率较高,他们可能会比其他的资格,因为作出更大的经纪人佣金,所谓的“收益率差的保费,”这样做。
That is , they put borrowers in loans with higher interest rates than they could otherwise qualify for , because the brokers make greater commissions , called " yield spread premiums ," by doing so .
-
自市场出现抛售以来,债券市场表现最好的一直是土耳其,其基准债券收益率差缩小了86个基点。
The best performance in the bond markets since that time has been Turkey , which has seen its benchmark bond spreads fall 86 basis points .
-
分析师表示,美元下跌的原因在于,随着市场对全球复苏日益乐观,美国与世界其它国家的收益率差扩大。
Analysts said the dollar suffered as yield differentials between the US and the rest of the world widened on growing optimism over the global recovery .
-
总括起来有以下几个方面:一是企业总资产数量多,资产收益率差,资产保值增值难度大。
There are several aspects as follows : First , the total asset of enterprises is too large and it is hard to maintain and increase the value of assets .
-
对19个国家25年(1975&2000)月度数据的拟合效果表明在经汇率调整后的对美国股市收益率差有着较好的拟合结果。
Our empirical results from historical data of 19 countries in 25 years ( 1975-2000 ) show that the return differential of equity market has good prediction power for currency crises .
-
尽管无论是从市盈率还是从与美国10年期国债的收益率差来看,市场的估值是合理的,但收益下降的风险正在积聚。
While valuation of the market is reasonable both in terms of the price to earnings ratio and the yield gap relative to the US10-year Treasury , the risks to earnings are on the downside .
-
但随着成员国债券收益率之差扩大,市场已经分割开来。
With member-country bond yields now diverging , ' it 's a fragmented set of markets .
-
在经典的Markowitz证券投资模型的基础上,加入目前在投资领域中广泛应用的风险价值VaR,建立一个以投资回报收益率标准差为目标,以VaR和收益为约束条件的投资组合模型。
On the basis of Markowitz portfolio investment model , widely used risk tool VaR in investment field is applied to establish a model with one objective function of profit covariance and multi-constraint of VaR and profit rate .
-
信用价差因素,信用价差为市场上的国债和企业债的收益率之差。
Credit spreads spread to the yield of Treasury bonds and corporate bonds on the market .
-
在此次危机期间,传统债券和通胀保值债券之间的收益率之差显示,通胀预期大幅下降。
During the crisis , the inflation expectations implied by the gap in yields between conventional and inflation-protected securities collapsed .
-
上周,30年期与10年期美国国债的收益率之差升至创纪录的1.45个百分点。
Last week , the yield on 30-year bonds rose to a record 1.45 percentage points over the 10-year note yield .
-
正是由于欧元区内部的这种恐惧蔓延,法国相对于德国的收益率息差大幅飙升。
This spreading fear within the eurozone explains the sharp leap in the additional borrowing costs France has to pay over Germany .
-
过去一个月,希腊、意大利、西班牙、葡萄牙和爱尔兰等国与德国10年期债券的收益率之差也急剧扩大。
Greek , Italian , Spanish , Portuguese and Irish 10-year bond yields have also widened sharply against Germany in the past month .
-
在今年的4、5月份以及随后的8月份,希腊国债与德国国债的收益率之差不断飙升,与欧元的暴跌可谓亦步亦趋。
In April-May , and again in August , soaring Greek bond yields relative to German Bund yields closely matched the plunging euro .
-
她巧妙地利用统计学方法,离析出全球风险偏好对美国短期与长期国债收益率息差的影响。
She used clever statistical techniques to isolate the effect of global risk appetite on the gap between short - and long-dated US Treasury yields .
-
不过,对于一些人而言,最大的担心是危机蔓延至法国。目前,法国与德国国债收益率息差已升至欧元时代的新高。
However , the biggest worry for some is contagion spreading to France , which saw its premium over Germany to borrow in the markets jump to fresh euro-era highs .
-
两种重要美国国债收益率之差超过1个百分点,如此陡峭的关系突出表明,在政府债券市场内部,存在一定程度上对估值的担忧,而不是担忧债券泡沫。
Such a steep relationship of more than one percentage point between these pivotal Treasury maturities highlights that there is a degree of concern , contrary to the bond bubble headlines , about valuations within the government bond market .
-
美国股市平均估值显示的实际回报率为6.5%至7%,这意味着大约4个百分点的“股票风险溢价”回报率与无风险政府债券收益率之差。
The average valuation of the US stock market corresponds to a real return of 6 ? - 7 per cent , which implies an " equity risk premium " a margin of return over risk-free government bonds of about 4 percentage points .
-
无论是收益率还是息差的水平,都已接近迫使希腊、爱尔兰和葡萄牙接受纾困时的水平。
Both the yields and premiums are close to levels that pushed Greece , Ireland and Portugal into bail-outs .
-
同期10年期债券收益率的息差已上升约125个基点。
Over the same period , the spread on the 10-year bond yield has risen by roughly 125 basis points .
-
如今,随着经济前景已经企稳,相对收益率和息差对外汇市场的影响应该会得到恢复。
Now , as the economic outlook has stabilised , the relative yield and interest rate differentials should regain their impact on currency markets .
-
如果法国国债收益率和息差开始像意大利一样上升,那么这场危机将真的达到临界点,很可能欧元也会终结。
If French spreads and yields start rising in a similar way to Italy , then that really would be the tipping point for this crisis and potentially the end of the euro .
-
近年来,由于中国低利率与美国国债收益率之间的息差,冲销对中国央行一直是一种有利可图的做法。
Sterilisation has been profitable in recent years for the PBoC because of the spread between low Chinese rates and the returns offered by US Treasuries .
-
股票收益率与无风险债券收益率之间的差被称为股权风险溢价(Rm&Rf)。
The difference between the return rate on stock and the return rate on the risk-free securities is equity risk premium Rm-Rf .
-
盈亏平衡通胀率反映的是美国国债现货收益率与通胀保值债券(tips)收益率之差。
Breakeven rates reflect the difference between yields on cash treasury bonds and those of Treasury inflation protected securities , or tips .
-
西班牙的债券收益率已经下降,跟德国债券收益率的率差也已缩小,已跟葡萄牙拉出了距离。
Spain , whose bond yields have fallen and whose spreads with Germany have tightened , has distanced itself from Portugal .
-
源自于固定收益国债与10年期通胀挂钩债券的收益率之差的盈亏平衡通胀率(break-eveninflationrate)表明,未来10年,英国通胀率的平均水平约为2.6%。
The break-even inflation rate , derived from comparing the yields on fixed and index-linked 10-year gilts , suggests that UK inflation will average about 2.6 per cent over the next decade .
-
这个摇摇欲坠的供需等式解释了为什么尽管4%的30年期美国国债收益率处于历史低位,但它与10年期美国国债2.94%的收益率之差却接近创纪录的水平。
This faltering supply-demand equation explains why , despite the 30-year bond yield of 4 per cent being historically on the low side , its relationship to the 10-year note yield of 2.94 per cent is close to a record wide level .
-
本文也从理论上证明了过去的实际收益率中包含预期收益率信息,从而从理论上解决了用过去实际的收益率差来预测货币危机的可行性问题。
Our theory development for the first time proves that the realised real return for international capital contains information for expected yield , which enables us to use yield differential of financial assets in different countries to predict currency crises .