| 梧州市票据贴现利率定价机制实证分析 |
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| 引用本文： | 吴壮明,冼美玲. 梧州市票据贴现利率定价机制实证分析[J]. 广西金融研究, 2009, 0(4): 22-24 |
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| 作者姓名： | 吴壮明 冼美玲 |
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| 作者单位： | 中国人民银行梧州市中心支行,广西,梧州,543002 |
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| 摘 要： | 本文运用计量分析方法对梧州市银行机构现有的两种票据贴现利率定价机制进行了比较分析.实证表明:央行再贴现利率对票据贴现利率定价的基准性作用已逐步淡化,而3个月shibor对票据贴现利率定价的基准性作用则明显增强,梧州市基于3个月shibor的票据贴现利率定价机制改革已初显成效.
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| 关 键 词： | 票据 再贴现 利率 定价机制 |
Empirical Analysis on Pricing Mechanisms of Discount Interest Rate in Wuzhou |
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| Wu Zhuangming,Xian Meiling. Empirical Analysis on Pricing Mechanisms of Discount Interest Rate in Wuzhou[J]. JOurnal of Guangxi Financial Research, 2009, 0(4): 22-24 |
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| Authors: | Wu Zhuangming Xian Meiling |
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| Affiliation: | PBC Wuzhou Sub-branch;Wuzhou Guangxi 543002 |
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| Abstract: | The pricing mechanism based on 3M Shibor has had a significant change both in discount interest rate marketization and in the reform of interest rate marketization. This paper analyzes comparatively the two pricing mechanisms of discount interest rate in Wuzhou by using statistical approaches. The results show that, as the benchmark, rediscount rate has weakened,while 3M Shibor gathered ahead. The reform of the pricing mechanism based on 3M Shibor has achieved initial success in Wuzhou. |
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| Keywords: | Discount Rediscount Interest Rate Pricing Mechanism |
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