發(fā)布時(shí)間：2018-03-07 00:21

  本文選題：債市　切入點(diǎn)：人民幣匯率　出處：《中國(guó)金融》2017年18期 　論文類(lèi)型：期刊論文

【摘要】：正2016年以來(lái),在國(guó)內(nèi)金融監(jiān)管趨嚴(yán)、海外黑天鵝事件頻發(fā)、美聯(lián)儲(chǔ)加息帶動(dòng)全球貨幣收緊的多重背景下,中國(guó)債券市場(chǎng)走勢(shì)跌宕起伏。從中美利差走勢(shì)來(lái)看,在人民幣匯率、中美國(guó)債利差趨穩(wěn)下,我國(guó)債市利率受美債影響越來(lái)越大,呈現(xiàn)"短期分分合合,長(zhǎng)期走勢(shì)一致"的態(tài)勢(shì)。我國(guó)債市利率走勢(shì)
[Abstract]:Since 2016, under the background of tighter domestic financial supervision, frequent overseas black swan incidents, and the rise in the interest rate of the Federal Reserve and the global monetary tightening, China's bond market has experienced ups and downs. Judging from the trend of interest rate differentials between China and the United States, the RMB exchange rate, The interest rate of China's bond market is more and more affected by American bonds, which shows the trend of "short-term integration and long-term trend consistent" under the condition of stable interest rate difference between China and the United States of America's bond market, and the trend of interest rate in China's bond market is becoming more and more serious.
【作者單位】： 中國(guó)農(nóng)業(yè)銀行資產(chǎn)管理部;
【分類(lèi)號(hào)】：F832.51
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本文編號(hào)：1577144