bondprice和interestrate的关系是负相关的关系。根据查询相关公开资料信息显示,bondprice和interestrate是利率和债券价格。利率和债券价格是负相关的关系,利率上升,债券价格下降,利率下降,债券价格上升。
楼上说的不对,这里的Interest rate是指市场上所有bond当前情况的coupon rate,如果该rate上升,说明大家对bond的收益预期增高了,而你现在手中持有的bond的coupon rate还是原来的低值(因为已经固定),所以你要想卖出去,只能降低bond value(你无法改变coupon rate),别人才会买。比如原来的par value 1...
分析:题目要求根据上一问real GDP上升,画出在money market中对于nominal interest rate的影响。这道题由于前面分析AD上升,会导致price level的上升,因此人们需要更多的钱了,money demand会上升,从而导致nominal interest rate上升。 第一题e问: ...
If you intend to hold the bond to maturity, interest rate risk may be less of a concern for you as it'd be for someone who might need to sell the bond before it reaches maturity and may be forced to sell at a discount to par value, or below the bond's initial purchase price. ...
票息率,即coupon rate,代表债券每100元面值每年支付的利息金额。例如,若面值为100元,年化5%,则每年支付5元利息。另一方面,interest rate通常指的是收益率,即出借方要求的回报率,比如YTM(yield to maturity)。它表示的是债券到期时,投资者按当前价格买入后,直到到期能够获得的平均年化收益率。
How much interest rate risk a bond has depends on how sensitive its price is to interest rate ...
Bond prices typically rise when interest rates drop. Rates can drop because of market forces or because of policy decisions, such as the Federal Reserve lowering a benchmark interest rate. Investors looking for higher yields will be willing to pay a higher price for existing bonds that have a ...
1993, `Interest rate volatility and bond prices', Financial Analysts Journal, vol. 49, no. 4, pp. 70-4.Loexitngstaff, F. A. and Schwartz, E. S. (1993) `Interest Rate Volatility and Bond Prices', Financial Analysts Journal, July-August, 70-4....
就是一个债券买卖和收益率的对比,买进的希望价格低,卖出的希望价格高,这就相当于高买低卖,也就是做多或者做空前的价格比对。可能你书上前面或者后面还有一些关于后期买入的价格interest rate 收益率的解释和介绍。
While it usually takes at least 12 months for a change in the interest rate to have a widespread economic impact, the stock market's response to a change is often more immediate. Markets will often attempt to price in future expectations of rate hikes by the FOMC. ...