关于——上证国债指数的简单计量分析

Metrological analysis on the SSE bond index

本文通过线性回归分析了上海证券交易所较活跃国债的全价及净价走势与上交所国债指数走势的关系,指出该指数对于不同类型投资者有不同的参考意义。该结论对于如何有效应用银行间债券指数也有借鉴意义。

This article tries to analyze the relationship between full and net prices of actively-traded treasury bonds and the bond index of Shanghai Stock Exchange (SSE) by using linear regression. It concludes that the SSE bond index has different reference meaning for different investors. This conclusion also applies to the interbank bond index.