[{"NUM":8,"bookMap":{"种次F":"","标准编码":"978-7-03-035945-2","可外借数":6,"上月外借册数":0,"去年外借册数":0,"封面":"","采编审核":0,"分类字符数据":"","全文服务器ID":0,"操作员":112,"索书号2":"","种次数据":"","内容介绍1":"","语种":"chi","本月外借册数":0,"排架号":"","库键码":1,"ILAS记录号":0,"出版日期":"2012.11","已外借数":0,"COVERPATH":"http://img3.doubanio.com/view/subject/s/public/s24575029.jpg","题名2":"利率期限结构与货币政策效果:基于中国银行业的产业组织分析","采编审核员":"","分类号":"","出版地":"北京","索书号":"F832/W29.4","价格":51,"索书号5":"","索书号6":"","种次字母":"","索书号3":"","责任者一":"","索书号4":"","索书号9":"","翻阅次数":0,"主键码":1080103,"索书号7":"","索书号8":"","SUMMARYS":"王志强、熊海芳、康书隆编著的《利率期限结构与货币政策效果--基于中国银行业的产业组织分析》从银行产业组织的视角，运用产业组织理论中SCP分析范式和规制(监管)理论，深人具体地探讨利率期限结构与货币政策方面的问题，综合地分析银行利率传导与风险管理，以及商业银行体系中市场结构、异质行为、经营绩效与银行监管对货币政策传导效果的影响。 基于利率期限结构与货币政策之间的联系，本书专门分析银行间利率体系、货币市场利率与债券市场利率的动态关联和货币市场利率的政策地位，以及利率动态关联与宏观经济因素的关系，进而考察了货币政策利率传导效果。基于中国银行业具有垄断竞争的产业结构、银行个体经营具有较大异质性和次贷危机背景下银行资本监管改革的现实考察，本书系统而全面地分析中国银行业组织与货币政策传导及其效果的联系，从多角度分析银行业市场结构、异质行为、绩效和银行监管及其顺周期性对货币政策传导效果的影响与作用。 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基于这些背景，本书以利率期限结构为主要研究对象，从理论研究到实证研究，再到应用研究和政策研究等多方面，对利率期限结构进行了系统的分析。本书的主要工作和结论如下： 本书在现有的利率期限结构理论的基础上，利用随机过程原理和非参数的核函数估计方法，建立了一种基于扩散跳跃过程的非参数利率期限结构模型。这种非参数模型克服了传统的参数化模型事先对利率的概率分布和参数形式进行某种假设的缺点，依靠数据来说话，同时考虑了市场上一些突发因素对利率随机过程的跳跃影响。 本书以上海证券交易所的国债回购利率数据为样本，对建立的非参数利率期限结构模型进行了实证检验，并与参数化利率期限结构模型的典型代表Vasicek模型和CIR模型进行了比较，实证研究结果发现，参数化模型存在设定错误。作者认为本书建立的非参数模型与传统的参数化模型相比，能更准确地描述我国国债利率期限结构状况。 作为所建立的非参数利率期限结构模型的应用，本书分别对石油债券、可转换债券和反向浮动利率债券等三种混合债券进行了定价研究。这三种混合债券都是现实中具有代表性而其定价尚需完善的金融产品。 本书设计了期货关联的石油债券和期权关联的石油债券，与传统的固定利率和浮动利率债券不同，这两种石油混合债券的利息支付与石油期货价格挂钩，分别表现出期货和看涨期权的收益特点。对利率与油价的相关性进行了检验，检验结果发现相关系数较小，利率与油价的波动经常出现不一致的情况，这为石油混合债券的设计提供了现实依据。分别对这两种石油债券设置了石油期货价格的上限、下限和双限，利用建立的非参数利率期限结构模型对其进行了定价研究，并与常数利率下的定价结果进行了比较。研究结果认为，石油公司发行这两种混合债券能够实现石油价格波动风险的分散与转移，克服了传统的固定利率和浮动利率债券不能规避石油价格波动风险的缺点；非参数模型的定价结果与常数利率下的定价结果不同，显示这两种混合债券具有一定的利率风险；设置石油期货价格的上限、下限和双限，能够对发行人或投资者进行一定程度的保护；期权关联石油债券的风险低于期货关联石油债券的风险。 本书对随机利率下的可转换债券进行了定价研究。以上海证券交易所交易的机场转债为例，分别利用所建立的非参数模型和传统研究中所采用的Black-Scholes模型对机场转债的转换权、赎回权和回售权进行了定价和比较；研究结果认为，非参数利率期限结构模型的可转债定价方法优于Black-Scholes模型的定价方法。本书还对机场转债的一些设计条款进行了改进，设计了一种浮动利率的可转换债券，并利用非参数模型对其进行了定价；研究结果显示，在利率较低的情况下，发行浮动利率的可转换债券有利于保护投资者的利益。 本书对反向浮动利率债券进行了定价研究。通过对反向浮动利率债券的分解和组合，设计了附加利率上限、利率下限和利率双限的反向浮动利率债券，并利用非参数模型对其进行了定价研究，同时指出了我国发行反向浮动利率债券的重要性。 本书还对我国建立金融市场的基准国债利率期限结构进行了政策研究，提出了一些具体的政策建议。 此外，本书还就债券市场金融创新、信用风险变化过程建模、债券评级等专业领域的基本理论、制度、国内外比较以及实务操作框架等进行了研究探讨。 本书的主要创新有： 1.建立了一种基于扩散跳跃过程的非参数利率期限结构模型。这种非参数模型不必对利率的概率分布进行事先假设，也不必假设模型的参数形式，克服了传统的参数化模型对利率的概率分布和参数形式进行假设的缺陷；同时考虑短期利率的随机过程为扩散跳跃过程，克服了传统模型假设短期利率仅服从扩散过程而忽视了市场上出现的跳跃过程的缺点。 2.利用国债回购利率数据对建立的非参数利率期限结构模型进行了实证检验，检验结果表明非参数模型优于传统的参数化模型。 3.设计了期货关联的石油债券和期权关联的石油债券，其支付的利息与石油期货价格相联系，能够有效地分散和转移石油价格的波动风险；并利用所建立的非参数模型对其进行了定价研究。 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