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国债价格与收益率变化实证研究

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摘要 本文以研究国债价格与市场收益率的现实关系为主题,实证检验市场收益率变化对国债价格的影响,得出利率变动时国债价格实际变动方向与理论描述并不一致,认为当前国债价格由多种因素综合决定,加息国债价格反而上涨这一与传统理论背离的现象,符合当前宏观经济现状。
作者 鲁磊
出处 《现代商业》 2008年第33期28-29,共2页 Modern Business
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