辽宁石油化工大学学报

辽宁石油化工大学学报 ›› 2009, Vol. 29 ›› Issue (2): 85-88.

• 数学与管理 • 上一篇    下一篇

我国债券市场流动性实证分析

方 丹   

  1. 辽宁石油化工大学经济管理学院,辽宁抚顺113001
  • 收稿日期:2009-03-10 出版日期:2009-06-25 发布日期:2017-07-05
  • 作者简介:方丹(1979-),女,辽宁抚顺市

Positive Analysis of Liquidity of Chinese Security Market

FANGDan   

  1. SchoolofEconomicsandManagement,LiaoningUniversityofPetroleum&ChemicalTechnology,FushunLiaoning113001,P.R.China
  • Received:2009-03-10 Published:2009-06-25 Online:2017-07-05

摘要: 对债券的流动性指标在上海证券交易所债券市场、银行间市场及固定收益证券交易平台的表现进行
了分析。并根据流动性指标进行了实证分析,结果表明,固定收益证券交易平台使市场在深度及宽度等方面均得到
了改善;通过横截面数据分析,可知银行间市场与交易所市场及固定收益证券交易平台比较,在市场深度方面表现
出较大优势。因此,固定收益证券交易平台的引进,使债券流动性得到较大提高,对促进市场流动性有明显的作用。
虽然固定收益证券交易平台的债券品种较少,但是当债券品种不断增多后,债券流动性将会得到改善。

关键词: 固定收益证券交易平台 , 流动性 , 实证分析

Abstract: The liquidity indexes of security in the Shanghai security exchange, inter-bank market and deal platform of fixed profitability security of exchange with a large number of deal index of security were analyzed. And the conclusion are as follows: the deal platform of fixed profitability security of exchange improved the depth and width of market; through cross section data analysis, The concludes that compared with exchange market and deal platform of fixed profitability security of exchange, inter-bank market shows deeper depth .Therefore deal platform of fixed profitability security of exchange advances security liquidity and improves liquidity of market. Although the types of security in the deal platform of fixed profitability security of exchange is few, but with its increase the liquidity of security will be improved.

Key words: Deal platform of fixed profitability security of exchange , Liquidity , Positive analysis

引用本文

方 丹. 我国债券市场流动性实证分析[J]. 辽宁石油化工大学学报, 2009, 29(2): 85-88.

FANGDan. Positive Analysis of Liquidity of Chinese Security Market[J]. Journal of Liaoning Petrochemical University, 2009, 29(2): 85-88.

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