上海银行间同业拆放利率
- 网络shibor;Shanghai Interbank Offered Rate
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中国人民银行似乎已经汲取了2013年上海银行间同业拆放利率恐慌的教训,但尚不清楚在公司债券方面针对潜在违约的货币紧缩政策将如何展开。
The PBoC seems to have learned from the June 2013 Shibor scare , but it is still unclear how monetary tightening against a backdrop of potential defaults in corporate bonds this year will unfold .
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上海银行间同业拆放利率市场波动性实证研究
An Empirical Study on Volatility of Shanghai Interbank Offered Rate Market
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而这一切发生的同时,短期流动性以上海银行间同业拆放利率(Shibor)衡量继续收紧。
And all this while short-term liquidity , in the form of Shibor , the main Shanghai interbank rate , continues to tighten .
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然后借助五种GARCH类模型对上海银行间同业拆放短期利率各个方面的波动特征进行实证研究,得出模拟SHIBOR隔夜利率序列及一周利率序列波动最佳的模型。
And then various aspects in short-term interest rate characteristics have empirically researched with five GARCH type models , obtained the best model on simulation SHIBOR overnight rate sequences and sequences of the week fluctuations in interest rates .