期刊文献+

对人民币汇率进一步研究 被引量:5

A Further Study of the Exchange Rate of Renminbi
下载PDF
导出
摘要 本文首先分析了人民币汇率和总需求之间的关系 ,然后建立了一个人民币汇率理论模型 ,由此分析得出人民币升值是由人民币自身价值所决定的。最后 ,我们指出人民币贬值不利于我国西部大开发。 The article first expounds the relationship between exchang rate of RMB and general demand. Then we set up a forecasting model of exchange rate of RMB, and it shows that appreciation is determined by the value of RMB. In the last, we also indicate that devaluing the exchang rate of RMB is disadvantagous to the developing western region.
作者 吴骏
出处 《预测》 CSSCI 2001年第2期17-19,共3页 Forecasting
关键词 人民币汇率 总需求 西部大开发 人民币价值规律 the exchange rate of RMB general demand extensively developing the western region
  • 相关文献

参考文献2

二级参考文献4

共引文献13

同被引文献50

  • 1唐衍伟,陈刚,张晨宏.我国期货市场的波动性与有效性——基于三大交易市场的实证分析[J].财贸研究,2004,15(5):16-22. 被引量:48
  • 2宋国青.利率、通货膨胀预期与储蓄倾向——从两次高通胀期间的储蓄倾向看预期的作用[J].经济研究,1995,30(7):3-10. 被引量:24
  • 3Oksendal B. Stochastic differential equations[M]. Berlin : Springer-Verlag, 1998.
  • 4Achdou Y, Pironneau O. Computational methods for option pricing[M]. Cambridge University Press, 2005.
  • 5Yu J, Yang Z L. Zhang X B. A class of nonlinear stochastic volatility models and its implications for pricing currency options[J]. Computational Statistics & Data Analysis, 2006,51 : 2218-2231.
  • 6Barndorff-Nielsen E O, Neil S. Power and bipower variation with stochastic volatility and jumps [J]. Journal of Financial Eeonometries, 2004,2 (1) : 1- 37.
  • 7Meyer R, Yu J. BUGS for a Bayesian analysis of stochastic volatility models[J]. Econometrics Journal,2000,3:198-215.
  • 8Hsieh D A. Statistical properties of daily exchange rates: 1974-1983[J]. Journal of International Economics, 1988,24 : 129-145.
  • 9Chen S W. GARCH, jumps and permanent and transitory components of volatility: the case of Taiwan exchange rate [J]. Mathematics and Computers in Simulation, 2004,67 (3) : 201-216.
  • 10Johnston K, Scott E. The statistical distribution of daily exchange rate price changes: dependent vs independent models [J]. Journal of Financial and Strategic Decisions, 1999,12 (2) : 39-49.

引证文献5

二级引证文献14

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