利率波动

  • 网络Interest rate fluctuations;Interest Rate Changes
利率波动利率波动
  1. 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 .

  2. 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

  3. 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 .

  4. 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 .

  5. 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

  6. 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

  7. 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 .

  8. 第二是利率波动引起的财务风险。

    The second is risk aroused by interest rate volatility .

  9. 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

  10. 利率波动率;

    Fluctuating rate of interest rate ;

  11. 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

  12. 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

  13. 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 .

  14. 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 .

  15. 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 .

  16. 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 .

  17. 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 .

  18. 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 .

  19. 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 .

  20. 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 .

  21. 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.

  22. 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 .

  23. 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 .

  24. 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 .

  25. 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 .

  26. 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 .

  27. 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 .

  28. 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 .

  29. 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 .

  30. 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 .