摘要
随着我国金融开放程度的加深,人民币汇率与利率的联动关系将进一步加强,这种联动关系既是开放经济条件下的自我平衡机制,也可能成为金融风险传递和积累的通道。本文通过SUR方法,分析利率、汇率变动对上市银行的影响,进而探讨利率、汇率联动与金融风险的关系。
With the deepening of financial market opening-up, RMB＇ s Interest Rate and Exchange Rate show more significant linkage relation, such relation is a equilibrium mechanism of economy in open condition, also a channel of financial risks accumulation. Using SUR method, this paper analyzes the effect of fluctuation of RMB＇ s interest rate and exchange rate, and discusses the relation between the dynamic linkage of RMB＇ s interest rate and exchange rate and financial risks.
出处
《区域金融研究》
2009年第8期11-16,共6页
Journal of Regional Financial Research
基金
云南大学笹川优秀青年教育基金资助项目(08KT235)
关键词
利率
汇率
联动关系
风险防范
Interest rate
Exchange Rate
Linkage Relation
Risk Prevention
