银行间债券市场

银行间债券市场流动性及异常交易研究

Research on Liquidity and Artificial Transactions in China Interbank Bond Market

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

银行间债券市场的SCP分析

A Structure - Conduct - Performance Analysis of Inter - bank Bond Market

使用ARCH/GARCH模型对我国银行间债券市场三个月回购利率进行了分析，发现其波动性能够用不对称性GARCH模型得到很好的描述。

This paper analyzed the 3 month repurchasing rate in China inter bank bond market by using the ARCH / GARCH models . We found that the volatility of the interest rate can be described well by the asymmetric GARCH model .

本文以银行间债券市场和上交所债券市场国债回购利率的行为为研究对象，利用广义矩估计方法分别估计两个市场的回购利率的CKLS模型。

Based on the data of 7-day repo rates on both inter-bank bond market and Shanghai Security Exchange bond market in China , CKLS models on the two markets are estimated respectively by GMM .

做市商制度与银行间债券市场的发展

The Development of the Market maker and Bond Market Among Banks

中国银行间债券市场短期利率动态行为研究

The Research about Chinese Inter-bank Bond Market Short-term Interest Dynamic Behavior

银行间债券市场做市商制度研究

Research on market maker mechanism of bond market between banks

中国银行间债券市场国债回购利率随机行为的实证研究

Some Evidence of the Stochastic Behavior of Interbank Bond Redemption Interest Rates

银行间债券市场非金融企业债务融资研究

Research on Debt Finance of Non-financial Enterprises in the Inter-bank Bond Market

买断式回购下的银行间债券市场的套利问题研究

Research of the Arbitrage under Outright Repo in the Inter-bank Bond Market

增强透明度对我国银行间债券市场信息效率的影响&以交易信息对流动性的影响为例

The Effect of Enhancing Transparency on the Information Efficiency of Inter-bank Bond Market

可是银行间债券市场债券存量巨大，交易极不活跃，现券交易还远远不够。

Though there are large bond storage , the bond market are inactive .

银行间债券市场政策性功能日益突出。

The IBBM 's policy function becomes evident .

银行间债券市场流动性研究

Study on Liquidity of the Interbank Bond Market

债券借贷的推出对我国高速发展的银行间债券市场意义重大。

Securities lending is of great significance to china 's rapid-developing inter-bank bond market .

在本文的第三部分对影响我国银行间债券市场流动性的各种因素进行了分析。

The third part analyzes the varied factors of influencing the liquidity of Interbank bond market .

我国银行间债券市场短期利率离散跳跃实证研究

The Research of the Discontinuous Jump of Short-term Interest Rate of Inter-bank Bond Market in China

首批碳中性债券已在中国银行间债券市场发行。

The first batch of carbon-neutral bonds have been issued in China 's interbank bond market .

中间角色的变数&2003年银行间债券市场走势分析

Forecast of Inter-Bank Bond Market

加强市场参与主体的建设，鼓励更多资信优良的机构在银行间债券市场发行债券；

To strengthen the construction of marketer and to encourage more high-rating institutions to issue bonds in the inter-bank bond market ;

2005年以后，符合条件的企业被允许在银行间债券市场上发行短期融资券。

After 2005 , eligible enterprises are allowed by the regulators to issue short-term commercial paper in the inter-bank bond market .

发达的证券市场采用的做市商制度，为探讨我国银行间债券市场交易机制的改革提供了借鉴。

The market maker system adopted by the developed bond market gives us some reference when discussing chinese bond market system .

要进一步扩大银行间债券市场，规范股票抵押贷款业务；

The inter-bank securities market will be further expanded , and the business related to stock mortgage loans will be regularized .

结果表明，首先，增强透明度总体上提高了我国银行间债券市场的流动性。

The result turns out that , first of all , the improvement of transparency enhance our interbank bond market liquidity overall .

无论是从微观角度还是从宏观角度分析，银行间债券市场都在国民经济发展中起着重要的作用。

Analyzing in terms of whether microcosmic or macroscopic , the inter-bank bond market all play an important role in national economic development .

此外，本文还采用市场集中度指标，从市场结构方面论述了影响银行间债券市场流动性的因素，这也是文章的一个创新之处。

In addition , the paper also used the indicator of market concentration to analyze the impacting factors of the inter-bank bond market .

通过实证比较分析，发现我国银行间债券市场收益率曲线存在税收效应。

Due to different investors having different tax rate , whether there is tax effect in the bond market is an important issue .

第四部分分别对银行间债券市场上不同期限、不同发行主体以及不同计息方式下债券收益率的影响因素进行实证分析，得出不同债券收益率对各影响因素的敏感程度。

The forth part analyzes the influencing factors to different period , different subjects and different Interest rates bond yields through the empirical analysis method .

因此，研究做市商制度对完善我国银行间债券市场的制度体系，促进银行间债券市场的稳定健康发展提供了有效的保障。

Therefore , the study of market making rule consummates the interbank bond market system , promotes the interbank bond market stability and healthy development .