利率波动
- 网络Interest rate fluctuations;Interest Rate Changes
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同时,应用DNA序列分析法研究了我国银行间同业拆借利率波动的幂律特征。
Using DNA series analysis method , this dissertation analyzes the power law in the interbank rates .
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双因子SV利率波动模型的Bayes估计
The Application of Bayes Estimation on Two-factor Interest Rate Volatility Model
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利用ARCH模型族来分析我国债券市场的利率波动,实证研究表明我国债券市场的利率呈现出显著的非对称现象等特性。
Based on ARCH family models , this paper analyzes the volatility of bond market 's interest rate and risk factors , it is found that volatility behavior of interest rate in bond market is asymmetry .
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同时,在利率波动较小时其存在均值回复现象,而当利率波动较大时带有制度转换的GARCH(1,1)模型则显示不存在均值回复现象。
We also found that when the volatility was low , the interest rates showed mean reversion to the long-run mean , while the volatility was high , the GARCH ( 1,1 ) model with regime-switching showed no sign of mean reversion .
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利率波动对股票价格影响的实证研究
Empirical Study on the Effect of Interest Rate on Stock Price
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市场利率波动对期权价值的影响
The effect of fluctuation of market interest rate on option price
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本文选取中美两国利率波动周期为研究对象进行探讨。
This dissertation discusses the interest rate cycles between China and America .
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第二是利率波动引起的财务风险。
The second is risk aroused by interest rate volatility .
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美国联邦基金利率波动率的历史分析
Historical analysis of the US federal funds rate volatility
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利率波动率;
Fluctuating rate of interest rate ;
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中国货币市场短期利率波动的动态加权估计
Dynamic Integration Estimator for the Volatility of the Short-term Interest Rate of China 's Money Market
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基于市场利率波动测度的货币政策操作风险研究
Research on Operational Risk of Monetary Policy by Measuring Volatility of Interest Rate in Money Market
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基于本港货币体制的特质,利率波动可以相当大。
The nature of our monetary system is that there can be considerable interest rate volatility .
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如上文提到,利率波动可能会影响银行体系的稳定。
As I mentioned earlier , interest rate volatility can undermine the stability of the banking system .
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企业通常会利用场外衍生品来管理常规的商业风险,比如汇率与利率波动风险。
Companies use OTC derivatives to manage routine business risks such as exposure to currency movements and interest rates .
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利率波动对寿险公司的资产市值、负债的真实价值及偿付能力都有重大的影响。
Interest volatility has great influence in both assets and liabilities of life insurance companies , as well as solvency .
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我们讨论了债券和股票市场的信息效率,同时考察了利率波动的原因。
We discuss the informational efficiency of the bond and stock markets and examine the sources of interest rate volatility .
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此模型的漂移项为非线性形式,具有显著的均值回复效应,且利率波动对利率水平极为敏感。
This model has nonlinear drift , has significant mean-reverting effect , and the volatility is highly sensitive to interest level .
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其次,本文研究的核心是:利率波动对保险集团影响的路径分析。
Second , the core of this study is : path analysis of how interest rate fluctuation impacts on the insurance conglomerates .
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同业拆借利率波动中存在吸引子,该吸引子是具有分数维和敏感依赖性的奇异吸引子。
There are attractors in the fluctuation of interbank rates . And the attractors are strange attractors with fractal dimension and susceptible dependence .
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前者包括人口增长模式变动、利率波动、物价水平以及资本市场的变动等;
The former includes the changes of population growth mode , fluctuation at interest rates , price-levels and the changes of capital market , etc.
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总体看来,代理成本、信息不对称、利率波动性、资产期限等因素是公司债务期限选择的主要决定因素;
Generally speaking , agency costs , liquidity risk , interest rate volatility , and asset maturity are the main determinants of corporate debt maturity .
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由于利率波动所带来的严重后果,利率风险管理和免疫策略是学术研究和实践关注的重要课题。
Because of the serious consequences of interest rate volatility , interest rate risk management and immunization are important topics of academic research and practitioner concern .
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委员会审议了一份讨论文件,其内容是探讨以储备比率规定作为减少香港利率波动的工具的利弊。
The sub-committee considered a paper setting out the arguments for and against using reserve requirements as a tool for reducing interest rate volatility in Hong kong .
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本文设置了五种利率波动情景和四种资产结构,通过实证来分析这二十种情况的期望盈余和损失概率。
Set five scenes of fluctuation of interest rate and four strategies of adjustment of assets ' structure , and demonstrate their expecting surplus and losing probability .
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鉴于国际资金流向迅速变化及其他因素会令利率波动,银行应采取适当措施,尽量减少盈利受到的影响。
Banks should take proper measures to minimise the impact on their earnings of interest rate volatility arising from sharp movements in international fund flows and other factors .
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因为利率波动率与到期期限有关,所以我们有必要研究利率的波动率与到期期限之间的关系,也即利率波动率的期限结构。
Because the volatility has something to do with the maturity , it is very necessary to study the relationship between volatilities and the maturities which is called term structure of volatilities .
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这两大类模型中的单因素模型容易分析以及使用方便,但其缺陷是很难拟合观测到的收益曲线以及利率波动。
These two types of single-factor model of the model analysis , and easy to use , but its defect is very difficult to fit the observed yield curve , as well as fluctuations in interest rates .
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20世纪70年代,西方各国受石油危机的影响,经济发展十分不稳定,利率波动剧烈导致股票市场价格大幅波动,股票投资者迫切需要一种能够有效规避风险、实现资产保值的金融工具。
In the 1970s , Western countries affected by the oil crisis , economic development is very unstable . Interest rate fluctuations lead to fluctuations in stock prices , stock investors urgently need a way to mitigate risk .
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频繁利率波动必将影响到商业银行整体的经营绩效、改变商业银行原有资产负债结构和利息收入、增加商业银行的经营风险。
Frequent fluctuations in interest rates not only impact operating performance of all commercial banks , but also alter customary assets-liabilities structure and interest income of commercial banks , which may increase the operating risk of commercial banks .