期刊文献+

汇率决定理论的发展与前沿述评 被引量:8

A Study on the Theoretical Development and Frontier upon Exchange Rates Determination
下载PDF
导出
摘要 汇率决定问题是国际金融领域的一个重要命题,其间得到不断地丰富和发展。本文对汇率决定理论的发展脉络、内容、前沿作系统性地概述,并作出精要地评判。文章指出汇率行为的复杂性将是汇率决定理论研究的一个方向,非线性分析工具将成为汇率行为研究的主要手段。 The determination of exchange rates is a really important field of international finance. Theories on exchange rates determination have been richly developed. In this paper, the theoretical evolution, basic content and the current frontier about this theory have been systematically introduced and precisely evaluated. It has also pointed out that the complexity of exchange rates' behavior will be an important factor in the research of exchange rates determination; and the non-linear analytical tool will be used as the main research tool in the future.
作者 靳玉英
出处 《上海财经大学学报》 CSSCI 2006年第3期91-96,共6页 Journal of Shanghai University of Finance and Economics
基金 国家自然科学基金项目(70471082) 国家社会科学基金项目(05CJL023) 教育部2005年"新世纪优秀人才支持计划"项目(NCET-05-043)
关键词 汇率 汇率决定理论 非线性 exchange rate theory on exchange rates determination non-linear
  • 相关文献

参考文献21

  • 1[1]Alexander,S.S.Effects of a Devaluation on a Trade Balance[J].International Monetary Fund Staff Papers,1952,(2).
  • 2[2]Baillee,R.T.and Bollorslev,T.Common Stochastic Trends in a System of Exchange Rates[J].Journal of Finance,1981,44(1):167~81.
  • 3[3]Bajo-Rubio,O.,Fernández-Rodriguez,F.and Sosvilla-Rivera.Chaotic Behavior in Exchange-rate Series:First Result for the Peseta-U.S.Dollar Case[J].Economics Letters,1992,39 (2):207~211.
  • 4[4]Bilson,J.The Monetary Approach to the Exchange Rates:Some Empirical Evidence[J].International Monetary Fund Staff Papers 1978a,25:48~75.
  • 5[5]Cassel,G.Abnormal Deviation in International Exchange[J].Economic Journal,1918,28:413~15.
  • 6[6]DE Grauwe,P.,Dewachter,H.and Embrechts,M.Exchange Rate Theories:Chaotic Models of the Foreign Exchange Markets[M].Blackwell,1993.
  • 7[7]DE Grauwe,P.and Grimaldi,M.Complexity in the Foreign Exchange Market.In J.Barkley and Rosser,Jr.,(eds),Complexity in Economics II[M].Northampton,MA:Edward Elgar Pub,2004.
  • 8[8]DE Grauwe,P.and Vansanten,K.Speculative Dynamics and Chaos in the FX Markets.In R.O'Brien and S.Hewin (eds),Finance and International Economy,4th edn[M].Oxford:Oxford University Press,1991.
  • 9[9]Dornbusch,R.Expectations and Exchange Rate Dynamics[J].Journal of Political Economy,1976a,84:1161~76.
  • 10[10]Dornbusch,R.Exchange Rate Expectations and Monetary Policy[J].Journal of International Economics,1976b,6:231~44.

同被引文献45

引证文献8

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部