通过数据显示，短期内市场利率上涨了将近2%，同时上海证券交易所的股票价格却下跌了3%。

Following the data release, short term market interest rates shot up almost 2%, while share prices on the Shanghai stock exchange fell 3%.

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实证结果表明所有的单因子短期利率模型都不能很好地描述中国上海证券交易所债券市场上的短期利率变化，CKLS模型是它们中表现最好的单因子利率模型。

The results show that all the single-factor models cannot match dynamic change of the short interest rate, and the CKLS model does the best among them.

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他们的研究显示，信贷泡沫破灭之前，雷曼兄弟（Lehman Brothers）和贝尔斯登（Bear Stearns）等美国证券交易商的短期借款曾经出现爆发式增长。

Their work shows that the credit bust was preceded by an explosion of short-term borrowing by U. S. securities dealers such as Lehman Brothers and Bear Stearns.

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