弱复苏严监管下的债市博弈

发布时间：2018-03-07 00:21

  本文选题：债市　切入点：人民币汇率　出处：《中国金融》2017年18期 　论文类型：期刊论文

【摘要】：正2016年以来,在国内金融监管趋严、海外黑天鹅事件频发、美联储加息带动全球货币收紧的多重背景下,中国债券市场走势跌宕起伏。从中美利差走势来看,在人民币汇率、中美国债利差趋稳下,我国债市利率受美债影响越来越大,呈现"短期分分合合,长期走势一致"的态势。我国债市利率走势
[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.
【作者单位】： 中国农业银行资产管理部;
【分类号】：F832.51
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本文编号：1577144