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风险溢价

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This paper presents a regression approach to test interest rate term structure as the predicting variable of risk premium in medium-term government bonds.

本文以利率期限结构信息为解释变量,对中期国债的风险溢价建立预测模型。

The result shows that the "slope" factors and "curvature" factors, describing the movement of yield curve, have significant forecasting power for future risk premium of government bonds.

回归结果显示,利率期限结构的斜率因子和曲度因子对中期国债的月度风险溢价具有显著的预测能力。

Adds Paul Lesutis, a portfolio manager at Brandywine Asset Management in Wilmington, Del.: I'm not sure there should be a risk premium on equities over bonds, because over my career equities have done so much better than bonds.

"添加保罗lesutis ,投资组合经理brandywine资产管理在威尔明顿,特拉华:"我不知道应该有一个风险溢价对股票超过债券,因为我的职业生涯股票已经这样做远优於债券。

Regression results of EGARCH (1,1)-M indicate that market exists the positive risk premium, but expected returns has low compensation to expected risk.

EGARCH(1,1)-M模型回归结果表明,市场存在正的风险溢价,但是预期条件波动对预期收益仅有微弱补偿。

The market risk premium is 15%.

市场风险溢价为 15%。

This would point to a risk premium of about 7 percent.

这就指出了约为7%的风险溢价

Mainly discusses Seigniorage、risk premium、the lost of monetary policy independence and lender of last resort、the effect to the real economy, from the point of theoretical and practical.

着重选取了铸币税、风险溢价、丧失货币政策自主权和最后贷款人以及完全美元化对经济增长的作用进行展开,从理论和实证的两个角度进行了评述。

For example, the standard error of our estimate of the average risk premium on common stocks is 2.3 percent.

例如,我们的普通股平均风险溢价估算的标准差为2.3%。

Meanwhile, it shows that the information is not symmetrical and the trading volumes have the similar character with the premium in our stock market.

同时说明了我国股票市场的信息非对称性以及成交量具有和风险溢价现象相类似的性质。

They can offer an early warning of dangerous misalignments bet- ween prices and risk premiums.

它们可以在价格与风险溢价出现危险的偏离时及早提供预警。

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推荐网络例句

They weren't aggressive, but I yelled and threw a rock in their direction to get them off the trail and away from me, just in case.

他们没有侵略性,但我大喊,并在他们的方向扔石头让他们过的线索,远离我,以防万一。

In slot 2 in your bag put wrapping paper, quantity does not matter in this case.

在你的书包里槽2把包装纸、数量无关紧要。

Store this product in a sealed, lightproof, dry and cool place.

密封,遮光,置阴凉干燥处。