摘要
文章利用欧元汇率及英镑汇率的日数据对两者之间的关系进行了实证研究,在研究的过程中以ECM为模型,其结果显示欧元汇率对英镑汇率短期内变动的影响较大。
In this paper, author tries to use an approach to test the relationship between Euro-USD( exchange) rate and U.K.-USD exchange rate. In this paper, author establishes an ECM model to study the (relationship) between Euro-USD exchange rate and U.K.-USD exchange rate. In the end, we point out that Euro-USD exchange influence U.K-USD exchange at high level in a short time.
出处
《统计与信息论坛》
2005年第2期103-105,共3页
Journal of Statistics and Information