short-term yield 中文意思是什麼
short-term yield
解釋
短期出水量-
The slope of the yield curve ( equivalently, the term structure ) tells us what financial markets expect to happen to short - term interest rates in the future
收益曲線的斜率（等於期間結構） ，這表明：金融市場在短期利率方面將會發生怎麼樣的變化。 -
A downward - slope yield curve implies that the market expects a decrease in short - term rates ; an upward - sloping yield curve implies that the market expects an increase in short - term rates
下滑的收益曲線表明市場預期短期利率的下降；上滑的收益曲線意味著市場預期短期利率的上升。 -
Under this circumstance, our treasury bond market exits lots of shortfalls which impede further development for this market. in this essay, combining with the experience in developing country " s experience, it analyses some challenges which confronted chinese bond market, such as liquidity in the interbank market has yet to be improved, duration in bond products are yet to be rational, a sound yield curve is yet to be take shape, the separation between exchange and interbank yet to be broken. in order to solving above issues, this essay suggests that it should develop market maker system to increase market liquidity ; manage balanced treasury bond ; issue short and long term treasury bond in proportion to improve duration and yield curve ; develop bond derivative products such as future trading, open style repurchasement, so it can provides tools for risk protection
但隨著我國經濟的快速發展，金融市場已今非昔比，中國成為了世貿組織的成員，中國資本市場要走向國際化，利率的市場化是大勢所趨，在此前提下，我國國債市場還存在著很多不足，越來越阻礙著國債市場的進一步發展，本文結合世界發達國家的先進經驗，剖析了我國國債市場存在的一些問題如：流動性有待改善、國債期限結構不合理、無法形成科學合理的益率曲線、交易所市場與銀行間市場割裂等，為解決這些問題，本文建議應發展做市商制度以提高市場流動性；實施國債余額管理，發行短期國債及長期國債，改善國債期限結構，以形成科學合理的收益率曲線；發展債券衍生金融創新工具如國債期貨交易、開放式回購等，為投資者提供避險工具等等。 -
The us yield curve flattened as short - term interest rates rose while long - term rates traded within a narrow band
由於短期利率上升，及長期利率在窄幅上落，美元收益率曲線變得平坦。 -
In chapter3, information is divided into two basic types, the marginal equation of bond price and short - term interest variations is established, thus the security price variations and the price equilibrium of other assets ( risk security non - risk security are included ) are analyzed by the implement of portfolio theory. finally the bond value equation which takes equilibrium return as its yield parameter is established through the theory of comparative return. in chapter 4, the intra - information and the transferable system of price is emphasized and the market - maker model and expected model under non - perfect information market conditions are established, and the disaccord of the influence of extra - information and intra - information on the security price is discussed
第三章將債券的價格均衡劃分為兩大基本類型，建立了債券與短期利率變動的邊際方程，運用組合原理分析債券價格變動與其它資產（包括風險證券和無風險證券）的價格均衡關系，通過比較收益原理建立了債券以市場均衡收益為折現參數的價值方程，並通過實證檢驗了該模型的合理性；第四章，分析了內部信息與價格的傳導原理，建立了非完全信息市場條件下價格傳遞信息的做市商模型和預期模型，並討論外部信息與內部信息對股票價格影響的非一致性。 -
Considering uncertainty of crude oils supplying, uncertainty of the capability and yield of equipments, uncertainty of the price of crude oils. the result is compared with the result found by pros vi. 5, verifying the advantage and realizability of fuzzy linear programming. the model can be used to workout a short - term, middle - term, long - term production plan, also it can be modified to optimize stratagem programming with more uncertainties
建立了蘭州煉油廠的生產計劃模糊模型，該模型綜合考慮了原油供給的不確定性、生產裝置的生產負荷和收率分佈的不確定性、原油價格的不確定性，並進行了求解，求解結果和申迪公司圖形建模優化排產軟體模型結果作了對比，證明模糊優化方法編制煉油廠生產計劃的可實現性和優越性。 -
In addition, super - short term strategies also earn significantly positive returns. nevertheless the contrarian strategies under long formation horizons and holding horizons ( beyond 36 weeks ) may yield significantly positive returns. we also find, considering markert factor ( market return, cross - sectional variance of equity returns ) and characteristic of individual stock ( trading volume, firm size, price, price / earnings, be / me ), there exist clearer and more significant patterns of profitability in momentum or contrarian strategies
具體而言，大體上以中短持有期的慣性策略（持有期4 ? 24周）有較顯著之利潤，超短期形成期的慣性策略在1 ? 12周的獲利性亦很顯著，而較長形成期（ 36周以上）與較長持有期搭配的反向策略則可能獲得顯著的正收益。 -
A cut in short - term interest rates that is not matched by falls in long - term interest rates will produce a steeper yield curve
如果在下調短期利率時，沒有長期利率下跌與之相匹配，就會導致收益率曲線變陡。
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