| 基于基准利率选择的利率期限结构形成研究 |
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| 引用本文： | 闵晓平. 基于基准利率选择的利率期限结构形成研究[J]. 河南金融管理干部学院学报, 2008, 26(4): 43-46 |
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| 作者姓名： | 闵晓平 |
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| 作者单位： | 江西财经大学金融学院,江西,南昌,330013 |
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| 摘 要： | 基准利率和利率期限结构是经济运行和金融投融资活动中的重要指标变量。基准利率是短期低风险的市场化利率，是中央银行货币政策的中介目标。利率期限结构是基准利率、基准利率预期和期限溢价的综合，它反映了不同期限最低风险资金交易的资金价格。根据基准利率选择的原则和我国的实际情况，银行同业拆借利率、国债回购利率和短期国债利率适合成为我国基准利率的载体。同时，这些基准利率与中长期国债市场利率共同形成我国的利率期限结构。
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| 关 键 词： | 基准利率 利率期限结构 国债利率 |
A Study on Formation of Interest Rate Maturity Structure Based on Choices for Benchmark Interest Rate |
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| MIN Xiao-ping. A Study on Formation of Interest Rate Maturity Structure Based on Choices for Benchmark Interest Rate[J]. Journal of Henan College of Financial Management Cadres, 2008, 26(4): 43-46 |
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| Authors: | MIN Xiao-ping |
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| Affiliation: | MIN Xiao-ping(Finance College,Jiangxi University of Finance , Economics,Nanchang,Jiangxi 330013,China) |
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| Abstract: | Benchmark interest rate and interest rate maturity structure are important indicator variables in economic operation,financial investment and financing activities.Benchmark interest rate is market-oriented with low risk in the short run,and is the medium target for central bank's monetary policy.Interest rate maturity structure is the synchronization of benchmark interest rate,benchmark interest rate expectation and maturity premium,and it reflects the fund prices of the fund transaction with different matu... |
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| Keywords: | benchmark interest rate interest rate maturity structure treasury bond rate |
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