沪深市场债券指数编制模型研究

我国债券市场的发展潜力非常巨大。随着债券市场的发展,编制中国债券指数的工作也必然提上日程。而西方发达国家的债券市场历史比较悠久,制度比较完善,在债券指数模型上也有很多值得我们借鉴的地方。本文借鉴西方发达国家编制债券指数的成熟经验,对中国大陆债券指数的编制进行了初步的探讨,建立了简单的企业债券指数模型,并分别与沪市企债指数、深市企债指数进行了比较。

Research on Modeling of Shanghai and Shenzhen Bond Indexes

China's bond market has a great potential for development. With the development of the bond market,the compilation of bond indexes is bound to be put on the agenda.In some developed countries in the West,the bond market has a long history,with relatively sound system and regulations.The way they compile their bond indexes models is worthy of learning and drawing lessons from.By drawing mature experience from the West,the article makes a preliminary study on how to compile bond indexes in China,and sets up a simple enterprise bond indexes model,and finally makes a comparison with those of Shenzhen and Shanghai.