| 我国银行资产选择与人民币汇率关系实证研究 |
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| 引用本文： | 岳意定,余从柏.我国银行资产选择与人民币汇率关系实证研究[J].河南金融管理干部学院学报,2006,24(6):75-79. |
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| 作者姓名： | 岳意定 余从柏 |
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| 作者单位： | 中南大学,商学院,湖南,长沙,410083 |
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| 摘 要： | 我国商业银行是外汇市场的重要参与者，其自身的资产负债选择行为影响着汇率的变动。进行计量分析发现：其一，我国银行资产结构与汇率时间序列具有计量意义上的协整关系；其二，商业银行的资产结构变化与人民币汇率的变动有一定的相关性，但相关性不很强。
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| 关 键 词： | 汇率形成机制 商业银行 实证分析 外汇市场 |
| 文章编号： | 1008-7796（2006）06-0075-05 |
| 收稿时间： | 2006-09-28 |
| 修稿时间： | 2006年9月28日 |
A Empirical Study on the Relationship between China's Bank Assets Choosing and RMB Exchange Rate |
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| YUE Yi-ding,YU Cong-bai.A Empirical Study on the Relationship between China''''s Bank Assets Choosing and RMB Exchange Rate[J].Journal of Henan College of Financial Management Cadres,2006,24(6):75-79. |
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| Authors: | YUE Yi-ding YU Cong-bai |
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| Institution: | YUE Yi - ding, YU Cong - bai (Bussiness School, Central South University, Changsha, Hunan 410083, China) |
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| Abstract: | China＇s commercial banks are important participants of the foreign exchange market. Their choosing assets and liabilities practice will influence the fluctuation of the exchange rate. According to quantitative analysis co - integration relationship is found between China＇s bank assets structure and exchange rate time serial; a certain relativity between the assets structure variety of the commercial bank and the fluctuation of the Renminbi exchange rate, through it may not be very strong. |
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| Keywords: | exchange rate generating mechanism commercial bank Empirical analysis |
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