国债期货逼空问题分析被引量：1

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摘要本文从国债期货的交割机制的理论框架出发,通过国际上知名的国债期货逼空案例,并使用情景分析的方法来分析逼空行为及对市场造成的损失,以此提出监管国债期货市场应注意的问题。

作者高岚

机构地区华东师范大学金融系

出处《黑龙江对外经贸》 2005年第7期71-72,96,共3页 Heilongjiang Foreign Economic Relations and Trade

关键词问题分析国债期货市场注意的问题理论框架情景分析交割国际监管

参考文献3

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3Julian D.A.W isem an January2002A new de-sign of bond future. http://www.jdawisem an.com/papers/finm kts/bond-future.htm l .

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黑龙江对外经贸

2005年第7期

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