| 出口贸易及其名义汇率与实际汇率风险——基于中国对主要贸易伙伴国面板数据的实证研究 |
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| 引用本文： | 马丹,华圆. 出口贸易及其名义汇率与实际汇率风险——基于中国对主要贸易伙伴国面板数据的实证研究[J]. 财经科学, 2011, 0(4) |
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| 作者姓名： | 马丹 华圆 |
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| 作者单位： | 浙江工商大学金融学院,杭州,310018 |
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| 基金项目： | 国家自然科学基金项目(项目批准号:71003085和70973111); 浙江省人文社会科学重点研究基地(金融学)基金的资助 |
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| 摘 要： | 本文采用中国对28个主要贸易伙伴国出口的面板数据,对比分析了2005年汇改前后人民币名义汇率波动风险和实际汇率波动风险对中国出口的影响.通过实证研究后发现:无论是汇改前还是汇改后的人民币实际汇率波动风险对中国的出口均未产生显著影响;而汇改后,人民币名义汇率波动风险却对中国的出口产生了显著的负向影响.由此可见,相对于实际汇率波动风险而言,名义汇率波动风险对中国出口的影响更显重要.
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| 关 键 词： | 名义汇率波动风险 实际汇率波动风险 出口 面板数据 |
Nominal Exchange Rate Volatility,Real Exchange Rate Volatility and Exports:Empirical Analysis Based on Panel Data between China and Its Major Trading Partners |
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| Ma Dan,Hua Yuan. Nominal Exchange Rate Volatility,Real Exchange Rate Volatility and Exports:Empirical Analysis Based on Panel Data between China and Its Major Trading Partners[J]. Finance and Economics, 2011, 0(4) |
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| Authors: | Ma Dan Hua Yuan |
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| Affiliation: | Ma Dan1 Hua Yuan2 |
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| Abstract: | Adopting the export panel data between China and 28 major trading partners,this paper compares and analyzes the impact of exchange rate volatility on China's exports in two time periods respectively: before(Period1) and after(Period2) the reform of RMB exchange rate formation mechanism.This paper first compares and analyzes the different impacts of real exchange rate volatility on China's exports in Period1 and Period2.And then this paper focuses on the different effects of nominal exchange rate volatility ... |
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| Keywords: | Nominal Exchange Rate Volatility Real Exchange Rate Volatility Exports Panel Data |
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