| 关于上海同业拆借利率定价影响因素及其基准性建设 |
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| 引用本文： | 付英军.关于上海同业拆借利率定价影响因素及其基准性建设[J].中国货币市场,2013(1):40-45. |
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| 作者姓名： | 付英军 |
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| 作者单位： | 中国农业银行金融市场部 |
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| 摘 要： | Shibor作为推进利率市场化的重要基础条件和机制建设内容，将在深化改革过程中发挥重要作用。文章概括了Shibor的总体市场表现，用计量分析的方法筛选确定对3个月Shibor定价有显著影响的相关利率，从市场运行的角度探讨这些金融产品利率对3个月Shibor定价的影响和传导途径，并就进一步加强Shibor基准性建设提出相关政策建议。
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| 关 键 词： | Shibor 利率市场化 定价分析 |
Shibor pricing factors and its benchmark setting |
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| Abstract: | As an important foundation of interest rate marketization and mechanism establishment, Shibor will play an integral role in strengthening the reform process. The article reviews the overall performance of Shibor, and finds out the interest rates with significant impacts on 3-month Shibor pricing by means of quantitative analysis. The implications and transmission channels of the interest rates on the 3-month Shibor pricing are examined from market operation perspective with policy suggestions on how to further strengthen Shibor benchmark role. |
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| Keywords: | Shibor interest rate market zat on pr c ng ana ys s |
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