The stress tests assumed some further loss only on the value of those bonds in the trading books. 压力测试假定,仅有记入交易账簿的债券价值会进一步遭受损失。
The paper makes an empirical analysis, with the method of test for sequential autocorrelation, of whether the convertible bond market in our country has assumed the weak form of efficient market, using as samples all the 31 convertible bonds in Shanghai and Shenzhen Stock Exchanges. 本文以目前沪深两市挂牌交易的31只可转换债券和可转换债券指数为研究样本,采用时间序列自相关检验法对我国可转债市场的弱式有效性问题进行了实证分析;