1) seven day repo-rate
七天回购利率
2) 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。
3) 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。
4) 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。
5) 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。
6) interest rate of seven days pledged repo
质押式7天回购利率
补充资料：慧静（宋山阴天柱山）《高僧传》卷七
【慧静（宋山阴天柱山）《高僧传》卷七】
释慧静。姓邵。吴兴余杭人。居贫履操厉行精苦。风姿秀整容止可观。始游学庐山。晚还上都进业。解兼内外偏善涅槃。初止治城寺。颜延之何尚之并钦慕风德。颜延之每叹曰。荆山之玉唯静是焉。及子竣出镇东州。携与同行。因栖于天柱山寺。及大明之中。又迁居剡之法华台。后憩东仰山。处处般游。并以弘法为务。年过知命志节弥坚。宋太始中卒。春秋五十有八。所著文翰集为十卷。
释慧静。姓邵。吴兴余杭人。居贫履操厉行精苦。风姿秀整容止可观。始游学庐山。晚还上都进业。解兼内外偏善涅槃。初止治城寺。颜延之何尚之并钦慕风德。颜延之每叹曰。荆山之玉唯静是焉。及子竣出镇东州。携与同行。因栖于天柱山寺。及大明之中。又迁居剡之法华台。后憩东仰山。处处般游。并以弘法为务。年过知命志节弥坚。宋太始中卒。春秋五十有八。所著文翰集为十卷。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条