| 交易成本与国债市场流动性:基于上海债市的实证研究 |
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| 引用本文： | 金雪军,徐利君,徐冯璐.交易成本与国债市场流动性:基于上海债市的实证研究[J].软科学,2006,20(1):53-56. |
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| 作者姓名： | 金雪军 徐利君 徐冯璐 |
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| 作者单位： | 1. 浙江大学,经济学院,杭州,310027
2. 浙江金融职业学院,杭州,310018 |
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| 摘 要： | 通过定性分析和回归模型分析,揭示了国债市场的交易成本和流动性之间的联系,分析了我国国债市场交易成本的构成及其影响因素,探讨国债市场交易成本调整对国债市场的影响,探究降低交易成本,提高国债市场流动性的措施。
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| 关 键 词： | 交易成本 国债市场 买卖价差 流动性 |
| 文章编号： | 1001-8409（2006）01-0053-04 |
| 收稿时间： | 2005-06-27 |
| 修稿时间： | 2005-06-27 |
Transaction Cost and Debt Market Liquidity:An Empirical Study Based on Shanghai Bond Market |
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| JIN Xue-jun,XU Li-jun,XU Feng-lu.Transaction Cost and Debt Market Liquidity:An Empirical Study Based on Shanghai Bond Market[J].Soft Science,2006,20(1):53-56. |
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| Authors: | JIN Xue-jun XU Li-jun XU Feng-lu |
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| Institution: | 1School of Economics, Zhejiang University, Hangzhou 310027 ; 2Zhejiang Vocational Education College, Hangzhou 310018 |
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| Abstract: | Liquidity is important to security market. The authors make a qualitative analysis and regressive model analysis, disclosing the relation between transaction costs and liquidity in debt market, analyzing the forming and influencing factors, then explore the measures of decreasing transaction cost in order to improve liquidity. |
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| Keywords: | transaction cost debt market bid - ask spread liquidity |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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