The Study on Interest Rate Liberalization and Development of Interest Rate Futures in China;
我国利率市场化与利率期货推出问题研究
Introduction of interest rate futures results in some extent dynamic shock and information trans- fering in emerging markets.
新兴市场利率期货的引进,对现货市场的动态波动和信息传递一定的冲击效应。
This paper discussed the basic principle of arbitrage pricing and basis of short term interest rate futures,compared the futures prices and FRAs (forward rate agreemeets) and analysed spread positions.
讨论了短期利率期货的套利定价与基差的基本原理,比较分析了期货价格与FRA(远期利率协议)的行为,探讨了价差头寸问
To some extend, treasury bond futures is the interest rate futures.
利率期货的最主要承载体是国债期货。
The narrower term interest-rate futures refer to specific contracts for interest-sensitive financial instrument.
利率期货的狭义定义指对于利率敏感的金融工具的期货合约。
The Study on Interest Rate Liberalization and Development of Interest Rate Futures in China;
我国利率市场化与利率期货推出问题研究
Process of Interest Rate Liberalization and Development of Interest Rate Futures in China;
论中国利率市场化进程与利率期货的推出
To Enhance the Efficiency of China s Monetary Policy Transmission Mechanism by Launching Interest Rate Futures;
开展利率期货提高我国货币政策传导机制的效率
The Study of Price Return and Spillover Effects between Interest Rate Futures Market and Spot Market in Taiwan of China
台湾利率期货和现货价格收益率与溢出效应研究
In interest rate futures markets, it refers to the differential between the yield on a cash instrument.
在利率期货市场中是现金工具的收益差价。
An Application Study of Interest Rate Futures in Commercial Bank Operation and Management;
利率期货在商业银行经营管理中的应用研究
About Developing Interest Rate Futures at Present China;
关于在我国现阶段发展利率期货的思考
The Shock Effect of Introducting Interest Rate Futures to Spot Market:Empirical Evidence from Hong Kong Market;
利率期货推出对现货市场的冲击效应——基于香港市场的经验证据
The Effect of Interest Rate Futures on Price Discovery in Cash Market;
利率期货交易对债券现货市场价格发现的影响分析
Estimates of Currency Futures Options under Stochastic Interest Rates;
随机利率条件下的货币期货期权的估值
Research on Connection of Monetary Policy and Interest Rate Term Structure
货币政策与利率期限结构的关联研究
currency futures
货币期货,外汇期货,汇率期货
forward exchange rate
期货汇率,远期汇率
Nomlnal(or money) interest rate
名义(或货币)利率
Changes in the money supply affect the short-term nominal interest rate.
货币供应量的变化会影响短期名义利率的变化。
Study on the Interest Rate Transmission Mechanism of Monetary Policy in Economic Transformation of China;
转型期中国货币政策利率传导机制研究