...与利率期限结构 - docin.com豆丁网 热度: 浏览: 10 评论: 0 顶 : 0 收藏: 0 举报文档介绍 风险溢酬(Risk Premium, RP):有风险债券付出的利率超过无风险利率的部份倒帐风险对利率的影响:当外界有..
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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.
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.
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.
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