回购利率,repo rate英语短句,例句大全

回购利率,repo rate
1)repo rate回购利率
1.Analyzing repo rates in the inter-bank market with essential affine models;银行间市场回购利率变化的利率模型解释
2.Empirical study of the repo rate and relevant variables;对回购利率与相关变量的实证分析
3.Using a Granger causality test and error correction model,the lead-lag effect of 1-day and 7-day repo rates in China interhank bond market and Shanghai Stock Exchange is investigated.本文以银行间和交易所1日、7日回购利率为研究对象,使用Granger因果检验和误差修正模型,检验了4种利率间的"领先—滞后"关系,发现交易所回购利率的变动显著领先于银行间相应期限的回购品种,银行间回购利率没有起到应有的基准作用。

英文短句/例句

1.Analyzing repo rates in the inter-bank market with essential affine models;银行间市场回购利率变化的利率模型解释
2.On correlation between Shibor and repo rate;Shibor与回购利率的相关性分析
3.Performance of Discrete-Time Spot Rate Models in China: An Empirical Test on Chinese Repo Rates;中国市场利率动态研究——基于短期国债回购利率的实证分析
4.An Empirical Analysis of the Difference between the Inter-Bank Bond Repo Rate and Shibor;银行间债券回购利率与Shibor之差的实证分析
5.Predicting model of the national bond repo rate in currency market of China;我国货币市场国债回购利率预测模型研究
6.Risk Premium of the Term Structure of Repo Rates in the Shanghai Stock Exchange;上海证券交易所回购利率期限结构的风险溢酬
7.Repurchase Rates of Government Bonds: Basic Features and Statistical Test;我国国债回购利率基本特征与统计检验
8.Analysis on the Volatility of Rate in Chinese Inter-Bank Bond Market;银行间债券市场回购利率的波动性分析
9.An Empirical Research on the Interest Rates of Inter-bank Repo Based on ARMA Model;基于ARMA模型的银行间质押式回购利率的实证研究
10.Some Evidence of the Stochastic Behavior of Interbank Bond Redemption Interest Rates;中国银行间债券市场国债回购利率随机行为的实证研究
11.Description and Analysis on Behavior of the Interest Rates of the R091 in the Shanghai Security Exchange;上海证券交易所R091国债回购利率行为的描述与分析
12.An Empirical Analysis on the Dynamics of Repurchase Rate in China Inter-Bank Bond Market by Using Diffusion Models;基于扩散模型的银行间债券市场回购利率动态的实证分析
13.ARCH/GARCH Models for Rate in China Inter-Bank Bond Market and Analysis on Its Volatility;银行间债券市场回购利率的ARCH/GARCH模型及其波动性分析
14.Risk Measurement of Pledged Repo Interest Rate:Empirical Study Based on ARMA-GARCH Model质押式回购利率的风险度量研究——基于ARMA-GARCH模型的实证检验
15.The Benchmark Role of Repo Rate in China Interbank Bond Market:The Lead-Lag Effect of Short-Term Interest Rate;银行间回购利率的基准效应研究——我国短期利率“领先—滞后”效应的实证检验
16.Estimation for One-Factor Term Structure of Interest Rates With Jumps:Evidence from Government Bond Market;含跳跃过程单因子利率模型的估计——基于中国国债回购利率的实证分析
17.Analysis of Factors Affecting Banks Counterpurchase Rate;影响银行间市场回购利率的因素分析——兼论我国货币政策的传导机制
18.Term structure analysis of the bond repurchasing interest rates market of China我国国债回购市场利率期限结构分析

相关短句/例句

Repo Rates回购利率
1.By an Empirical analysis of the Repo rates of the treasury bonds in our country, we find that the model can better fit data and partly unveil the reason of mean-reverting effect and level effect.通过对我国国债回购利率的实证检验,发现加入跳跃过程后,模型不但能更好地拟合实际数据,而且揭示了利率均值回复和水平效应的部分原因,从而增强了模型的解释能力。
2.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.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。
3)repurchasing rate回购利率
1.Both methods were evaluated over sets of data simulated by Monte-Carlo method and empirically tested over 4 set of daily data of the repurchasing rate in Shanghai Stock Exchange.在分析广义矩估计法和极大似然法原理和方法的基础上,采用上海证券交易所国债回购利率数据对这两种估计方法在动态利率模型估计上的实证效果进行检验。
2.The classified information mixture distribution ECARCH model of repurchasing rate of interbank bond market is put forword in this article.文提出了银行间债券回购利率的分类信息混合分布EGARCH模型,将对数交易量分解为进入市场的“正冲击”和“负冲击”两部分,作为分类信息流的代理,加入EGARCH模型的方差方程中,考察“正冲击”和“负冲击”对银行间债券回购利率的影响。
4)repurchase rate回购利率
1.With the analysis of repurchase rates of Chinese government bonds in the market,this paper arrives at the statistical features of the rates,which has laid down the foundation for further studies.通过对我国国债回购市场利率的基本特征进行分析,指出了我国国债回购利率的统计特征,为人们对利率模型进行进一步的分析,给出一些基础性结论。
5)7-day repurchase rate7日回购利率
1.At present, there are two benchmark rates of floating rate debt, one year fixed deposit rate and 7 - day repurchase rate, in China.中国目前浮息债券基准利率有一年期定期存款利率和7日回购利率两种。
6)repo rate of the national bond国债回购利率
1.The repo rate of the national bond is analyzed and ARIMA and GARCH models related to the rate are established in this paper.以国债回购利率为研究对象,分别建立ARIMA及GARCH模型,并比较这两种模型的预测能力。