摘要
国债期货产生于70年代后期的美国,在经济生活中具有重要作用。我国国债期货市场的发展经历了曲折的过程。本文以基础数据为支撑,主要以美国、德国、英国等国家和地区的国债期货市场为对象,针对海外国债期货市场的发展历史、运行现状和特点进行综述;并在此基础上,探讨相关经验给我国国债期货市场的发展带来的启示。
National debt futures in the late 70's in the United States, in the economic life has an important role. The development of our national debt futures market has experienced a tortuous process. Based on the basic data as support, mainly to the United States, Germany, Britain and other countries and regions of the national debt futures market as the object, for the development of overseas bond futures market development history, operation status and characteristics of the review, and on this basis, to explore the relevant experience to the development of China's bond futures market.
出处
《吉林金融研究》
2015年第8期23-32,36,共11页
Journal of Jilin Financial Research
关键词
国债期货
国债现货
国债期货市场
国债现货市场
收益率曲线
对冲
Treasury Bond Futures
Treasury Bond Futures Market
Bond Futures Market
Spot Market
Yield Curve
Hedge