两个市场的风险溢酬相关性和股票指数价格相关性十分接近，且存在明显的溢出效应。
S. market is closed to that of stock markets and where significant price spillover effect exists.
在发达的金融市场上，回购利率的期限结构服从纯预期假设，无论从经济意义上还是从统计意义上来说风险溢酬都不显著。
In the developed financial markets, the term structure of repo rate follows pure expectation hypothesis, and risk premium is not significant both economically and statistically.
分析表明，这两种股票的流动性风险溢酬由投资者的风险厌恶程度、预期消费流量的方差以及股票变现的概率等因素决定。
It shows that the liquidity risk premium depends on the investor's risk aversion, the variance of his future consumption flow and the liquidation probability of each share type.
分析表明，这两种股票的流动性风险溢酬由投资者的风险厌恶程度、预期消费流量的方差以及股票变现的概率等因素决定。
It shows that the liquidity risk premium depends on the investor's risk aversion, the variance of his future consumption flow and the liquidation probability of each share type.
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