摘要
运用我国金融市场的实际数据,从金融市场基准利率的基本属性的角度出发对Shibor和银行间债券回购利率进行了系统地比较分析,认为Shibor虽然运行时间不长,但却具备了基准利率的主要特征.Shibor作为基准利率更具有科学性.
Based on data of our country's financial market, I analyzed systematically on Shibor and rate of inter-bank bond repurchase from the aspect of basic interest rate's attributes. I considered that Shibor has the main attributes of basic interest rate, though it runs no long. Shibor is more scientific as the basic rate.
出处
《数学的实践与认识》
CSCD
北大核心
2008年第11期44-47,共4页
Mathematics in Practice and Theory
基金
北京市属市管高等学校人才强教计划资助项目
北京市教育委员会科技发憎爱分明计划面上项目(km200810009004)