| 人民币汇率波动对NFDI波动的影响及其检验 |
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| 引用本文： | 严跃进. 人民币汇率波动对NFDI波动的影响及其检验[J]. 北京市经济管理干部学院学报, 2010, 25(4): 45-48 |
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| 作者姓名： | 严跃进 |
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| 作者单位： | 上海理工大学管理学院; |
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| 摘 要： | 本文通过对我国NFDI资本流动性及其波动性的计算,检验了人民币/美元汇率波动对NFDI波动性的关系。通过实证分析表明,人民币汇率的波动将导致NFDI资本流动的明显不稳定。在理论研究的基础上,引申出其政策含义：在国际资本流动不断加大的今天,我们必须维护人民币/美元汇率的稳定,这样对于有效引导NFDI的资本流动和维护金融稳定都具有重要的意义。
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| 关 键 词： | 汇率波动 NFDI波动 格兰杰检验 协整检验 |
he influence and test of RMB exchange rate volatility for NFDI capital flows volatility |
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| YAN Yue-jin. he influence and test of RMB exchange rate volatility for NFDI capital flows volatility[J]. Journal of Beijing Institute of Economic Management, 2010, 25(4): 45-48 |
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| Authors: | YAN Yue-jin |
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| Affiliation: | YAN Yue-jin(Management School,Shanghai University of Science and Technology,Shanghai 200090,China) |
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| Abstract: | The paper tested the relationship between RMB via dollar and NFDI volatility through the calculation of NFDI liquidity and volatility.The empirical test shows that RMB exchange rate volatility will lead to the greatly instability of NFDI capital flows through the chart analysis and measurement.On the basis of theoretical analysis,the policy indicates that we must maintain the stability of RMB/dollar exchange rate which will be significant in guiding of NFDI capital flows and maintaining financial system sta... |
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| Keywords: | exchange rate volatility NFDI capital flows volatility granger test Co-integration test |
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