| 我国商业银行流动性与外汇储备的协整性分析 |
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| 引用本文： | 刘莹.我国商业银行流动性与外汇储备的协整性分析[J].山东财政学院学报,2011(6):81-84,96. |
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| 作者姓名： | 刘莹 |
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| 作者单位： | 建设银行山东省分行国际业务部,山东济南,250002 |
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| 摘 要： | 以商业银行流动性和外汇储备之间的关系为研究对象，运用相关计量方法，证明了外汇储备是商业银行流动性的格兰杰原因。国有商业银行流动性过剩在很大程度上源于外汇储备的增长，并且商业银行流动性与外汇储备之间存在着比较稳定的长期均衡关系。
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| 关 键 词： | 商业银行流动性 外汇储备 协整检验 |
A Cointegration Analysis on and Foreign the Liquidity of Commercial Banks Exchange Reserves |
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| LIU Ying.A Cointegration Analysis on and Foreign the Liquidity of Commercial Banks Exchange Reserves[J].Journal of Shandong Finance Institute,2011(6):81-84,96. |
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| Authors: | LIU Ying |
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| Institution: | LIU Ying(International Business Department,Shandong Branch of China Construction Bank,Jinan 250002,China) |
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| Abstract: | This article studies the relationship between the liquidity of commercial banks and foreign exchange reserves with related measurement methods and testifies that foreign exchange reserve is the Granger cause for the liquidity of commercial banks. Excess liquidity is largely due to the growth of foreign exchange reserves. And, there is a relatively stable long - run equilibrium relationship between the liquidity of commercial banks and foreign exchange reserves. |
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| Keywords: | liquidity of commercial banks foreign exchange reserves cointegration test |
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