离岸人民币企业债春走价的影响因素分析-金融专业论文.docxVIP

万方数据 万方数据 目 录 1 导论 ··································································································1 1.1 研究的背景和意义 ···········································································1 1.1.1 研究的背景 ·············································································1 1.1.2 研究的意义 ·············································································2 1.2 文献综述 ·······················································································3 1.2.1 国内研究现状 ··········································································3 1.2.2 国外研究现状 ··········································································5 1.2.3 文献评述·················································································7 1.3 研究内容与基本框架 ········································································8 1.3.1 研究内容·················································································8 1.3.2 基本框架·················································································8 1.4 研究方法和创新点 ···········································································9 1.4.1 主要研究方法 ··········································································9 1.4.2 本文创新和不足 ·······································································9 2 相关理论基础 ···················································································· 10 2.1 债券相关理论 ··············································································· 10 2.1.1 利率期限结构理论··································································· 10 2.1.2 利率久期和凸性 ····································································· 12 2.2 信用风险度量模型 ········································································· 13 2.2.1 初级模型:Z-score 和 ZETA 模型 13 2.2.2 KMV 模型的基本原理 14 3 离岸人民币债券市场的现状 ·································································· 16 3.1 离岸人民币债券市场发展历程和现状 ················································· 16 3.1.1 离岸人民币债券市场的发展历程 ············