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改革开放以来我国对美证券投资策略评析 被引量:3

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摘要 本文认为,我国对美证券投资贯穿始终的基本策略就是资产安全第一,在此基础上追求收益率。纵观过去的投资情况,本文认为我国对美国的多元化投资不足,对美国经济走势把握不够准,在现行的汇率制度下面临巨大的外汇风险。
出处 《经济学动态》 CSSCI 北大核心 2009年第5期71-74,共4页 Economic Perspectives
基金 国家自然科学基金项目"下滑风险度量下组合策略的选择理论及其应用"(批准文号70871058)资助
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  • 1http://www.federalreserve.gov/releases,

同被引文献14

  • 1吕旺实.国债、货币发行与汇率的关系研究(上)[J].财政研究,2007,23(3):27-35. 被引量:7
  • 2Engel,Charles & Jeffrey Frankel (1984), "Why interest rates react to money announcements, An explanation from the foreign exchange market", Journal of Monetary Economics 13(1) :31 -39.
  • 3Hardouvelis , Gikas A. (1985), "Exchange rates, interest rates, and money--stock announcements: a theoretical exposition", Journal of International Money and Finance 4 (4) :443-454.
  • 4Cornell Bradford ( 1982), "Money supply announcements, interest rates, and foreign exchange", Journal of International Money and Finance, Volume 1.
  • 5Daniel Thornton ( 1989 ), "The effect of unanticipated money on the money and foreign exchange markets", Journal of International Money and Finance, Volume 8, Issue 4, December, 573-587.
  • 6Marquez, Jaime, and Garry J. Sehinasi (1988), "Measures of money and the monetary model of the Canadian--US dollar exchange rate", Economics Letters, Volume 26, Issue 2, Pages 183-188.
  • 7Wasserfallen, Walter, & Guido Kursteiner(1994),"Interest rates and exchange rates under money supply targets: the Swiss evidence", Journal of Monetary Economics, Volume 33, Issue 1, February, Pages 201-230.
  • 8Kohn,Donald, & Sack Brian (2003): "Central bank talk: Does it matter and why?" http://www. federalreserve. gov/monetary policy.
  • 9Andersen, Torben G. , Bollerslev, Tim, Diebold, Francis X. & Clara Vega (2007), "Real - time price discovery in global stock, bond and foreign exchange markets", Journal of International Economics 73, 251 - 277.
  • 10Mishkin, .Frederic S. (2003), The Economics of Money, Banking, and Financial Markets, Chapter 7, 6th Edition, Boston: Addison Wesley.

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