Abstract
The pricing of Internet financial product returns is closely related to the benchmark interest rate of money market. Return of Yuebao as the representative of theInternet financial rate and Shanghai interbank market interbank lending rates from July 1, 2015 to June 30, 2016, and using the VAR model to analyze the relationship between the two, the results show that The impact on the volatility of yuebao rate of return from shibor interest is positive，The fluctuation of yuebao rate of the current period is mainly affected by the pre-period, Shibor interest rate as the benchmark money market interest rate, lacks of sufficient impact to the rate of return on the Internet financial products.
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