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谈人民币汇率制度改革对周边国家汇率的影响

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摘要 本文采用时间序列分析方法对人民币汇改前后美元兑日元、美元兑港币两种货币汇率收益率序列进行建模,研究它们的风险变化规律。研究结果表明,美元兑日元,美元兑港币汇率变化的风险评估中,所建模型很好的体现了人民币汇改这一事件的影响,通过对比分析其条件方差序列,进行两种汇率的风险评估。风险评估结果显示人民币升值这一事件对美元/日元、美元/港币汇率的影响较小,风险水平变化不大。 Finance Economy
作者 史志琳
机构地区 滨州职业学院
出处 《商业时代》 北大核心 2011年第14期53-54,共2页 Commercial
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参考文献4

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