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卷帘门门主耳东大哥 · 2020年09月09日

问一道题：NO.PZ2018123101000034

  1. CFA II
  2. Fixed Income

问题如下：

Madison is identifying the economic factors that affect short-term and long-term rate volatility.

She thinks: Short-term rate volatility is mostly linked to uncertainty regarding monetary policy, whereas long-term rate volatility is mostly linked to uncertainty regarding the real economy and inflation.

Is Madison’s response regarding the factors that affect short-term and long-term rate volatility correct?

选项：

A.

Yes

B.

No, she is incorrect regarding factors linked to long-term rate volatility

C.

No, she is incorrect regarding factors linked to short-term rate volatility

解释：

A is correct.

考点：影响短期利率 、 长期利率的因素

解析：短期利率波动主要与货币政策的不确定性有关，而长期利率波动主要与实体经济和通货膨胀的不确定性有关。

您好，

我想问一下，在local expectation theory中提到，影响短期利率的并不是monetary policy呀

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已采纳答案

WallE_品职答疑助手 · 2020年09月09日

短期利率就是会受到货币政策的影响。不然这疫情发生，为什么美联储和欧盟都需要降息呢？

Local Expectation Theory，说的是the expected return for every bond over short time periods is the risk-free rate.

risk free rate是以美联储设定的利率为基准的。

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