| 关于我国股指期货合约设计的探讨 |
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| 引用本文： | 崔百胜,白淑云. 关于我国股指期货合约设计的探讨[J]. 商业研究, 2005, 0(15): 174-177 |
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| 作者姓名： | 崔百胜 白淑云 |
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| 作者单位： | 厦门大学,金融系,福建,厦门,361005 |
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| 摘 要： | 股指期货具有价格发现和套期保值两大功能。选择合适的标的指数是股指期货合约成功与否的关键。合约价值、合约单位、合约报价限制、合约最小报价单位以及保证金水平,均需根据我国证券市场发展的现状,从市场流动性和交易成本两个方面来衡量和确定。
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| 关 键 词： | 股指期货 合约 指数 设计 |
| 文章编号： | 1001-148X（2005）15-0174-03 |
| 收稿时间： | 2004-03-25 |
| 修稿时间： | 2004-03-25 |
A Study of Indenture of Chinese Stock Index |
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| CUI Bai-sheng,BAI Shu-yun. A Study of Indenture of Chinese Stock Index[J]. Commercial Research, 2005, 0(15): 174-177 |
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| Authors: | CUI Bai-sheng BAI Shu-yun |
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| Abstract: | Stock index futures have two functions, including hedging and discovering price. Selecting correct stock index is key to successful stock index futures.At the same time, indenture value, unit, quoting limitation, minimum quoting unit and the level of bail are also the components of stock index futures. Determining these items, we should consider the cost of exchange, liquidation, and the situation developing Chinese security markets. |
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| Keywords: | stock index futures indenture index design |
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