| 国债市场的降息效应分析 |
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| 引用本文： | 陈军泽,杨柳勇.国债市场的降息效应分析[J].浙江大学学报(人文社会科学版),2000,30(3):77. |
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| 作者姓名： | 陈军泽 杨柳勇 |
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| 作者单位： | 浙江大学管理学院!浙江杭州310029(陈军泽)，浙江大学经济学院!浙江杭州310027(杨柳勇) |
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| 基金项目： | 国家社会科学基金!（99JBY053） |
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| 摘 要： | 本文运用事件研究法进行分析，发现降息对国债市场价格有正向显著的影响，国债市场存在信息的不公平性，过度反应现象则不明显，进而指出：我国国债市场还不是一个有效市场。
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| 关 键 词： | 利率 国债市场 事件窗口 |
An Analysis of the Effect of the Declining Interest Rate on the Bond Market |
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| CHEN Jun-ze,YANG Liu-yong.An Analysis of the Effect of the Declining Interest Rate on the Bond Market[J].Journal of Zhejiang University(Humanities and Social Sciences),2000,30(3):77. |
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| Authors: | CHEN Jun-ze YANG Liu-yong |
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| Abstract: | By using event Study, we find that the declining of interest rate will increase the price of bond remarkably, and that the getting of information by different investors is unfair, and that the price of bond will not overreact obviously except reacting in advance, so the bond market in China isn't an efficient one. |
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| Keywords: | interest rate the bond market event window |
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