货币需求是一个描述经济体中在每个利率水平下的货币需求量的函数。
The money demand is a function that describes the amount of money that is demanded in the economy at every interest rate level.
文章从企业和家庭层面的货币需求异质性,对传统货币需求函数进行修正,分析货币需求收入弹性和利率弹性的决定因素。
According to the heterogeneity of money demand in the firm and family level, this paper modifies the money demand function in order to analyze the determinations of money demand elasticity.
选取上海证券交易所国债,基于样条函数模型推导出无违约利率期限结构,进行有效性检验;
First, the fault-free term structure of interest rates (TSIR) is induced by the spline function model for the samples of treasury bonds from Shanghai Stock Exchange(SSE), and its validity is verified.
结果显示,短期利率扩散过程的漂移函数和扩散函数都是非线性的,短期利率的概率分布不服从参数模型所假设的分布。
The testing result discloses that the drift and diffusion function are nonlinear, and the distribution of interest rate does not follow the specification in the parametric models.
利率久期和利差久期都是贴现利差的递减函数。
Both the index duration and the spread duration are the decreasing functions of the discount margin.
运用脉冲响应函数等实证分析方法,检验汇率、股票指数变动对上海银行间同业拆放利率稳定性的影响。
Test the stability of exchange rate, stock indices to Shibor by the use of impulse response function methods and other empirical analysis.
并通过无风险利率与到期期限之间的函数关系来确定无风险利率的期限结构。
The term structure of riskless interest rates was established by the relationship between riskless interest rates and the terms of mature.
由极大似然估计可以得到单因子利率模型的边际密度函数。
The marginal densities of single-factor interest rate models can be obtained by maximum likelihood estimation.
由极大似然估计可以得到单因子利率模型的边际密度函数。
The marginal densities of single-factor interest rate models can be obtained by maximum likelihood estimation.
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