| 关于美国场外衍生品市场的实证分析 |
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| 引用本文： | 斯文.关于美国场外衍生品市场的实证分析[J].山东财政学院学报,2013(1):27-36. |
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| 作者姓名： | 斯文 |
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| 作者单位： | 上海社会科学院世界经济研究所,上海,200020 |
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| 摘 要： | 随着市场的迅猛发展，场外衍生品已经成为金融研究领域一个新的课题而逐渐受到关注。在总结国内外研究文献的基础上，利用美国1998年至2011年的季度数据，通过建立多元回归模型来分析基础资产、场内衍生品、经济增长、货币政策、政府监管等因素对场外衍生品市场的影响，并提出我国发展场外衍生品市场的相关政策建议。
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| 关 键 词： | 场外衍生品 基础资产 场内衍生品 货币政策 政府监管 |
A Positive Study on the OTC Derivatives Market in the United States |
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| SI Wen.A Positive Study on the OTC Derivatives Market in the United States[J].Journal of Shandong Finance Institute,2013(1):27-36. |
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| Authors: | SI Wen |
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| Institution: | SI Wen(Institute of World Economics,Shanghai Academy of Social Science,Shanghai 200020,China) |
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| Abstract: | Along with the rapid development of markets, OTC derivatives have become a new topic in the financial research based on the field. Firstly, this paper summarizes the current research literature concerning topic. Secondly, quarterly data from 1998 to 2011 in the United States and the multi-regression model, it analyzes the impact of underlying assets, exchange-traded derivatives, economic growth, monetary policy and government regulation on the OTC derivatives market. Finally, it gives related suggestions for the development of derivatives markets in China. |
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| Keywords: | OTC derivatives underlying assets exchange-traded derivatives monetary policy government regulations |
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