This paper employs the conditional variance of the real effective exchange rate index from generalized autoregressive conditional heteroscedasticity(GARCH) models to proxy the exchange rate variability and represents attempt to use changes in real effective exchange rate index in studying the Impact of RMB exchange rate volatility on trade.
以GARCH模型(generalized autoregressive conditional heteroscedasticity model)导出的实际有效汇率指数的条件方差代表汇率变动,尝试用实际有效汇率指数的变化研究汇率波动对我国贸易流量的动态影响,并应用协整理论和向量误差修正模型(VEC),就汇率波动对进出口贸易流量的影响进行实证分析。
This paper employs the conditional variance of the real effective exchange rate index from gener.
关于汇率波动的测试方法已被用于经验研究中,本文用GARCH模型(generalized autoregressive conditional heteroscedasticity model),即自回归条件异方差模型导出的实际有效汇率指数的条件方差代表汇率变动。
trade-weighted effective exchange rate index
贸易加权有效汇率指数
effective exchange rate index (trade weighted)
贸易加权港币汇率指数
trade-weighted effective exchange rate index of Hong Kong dollar
贸易加权港元汇率指数
The overall exchange value of the Hong Kong, as measured by the trade-weighted Effective Exchange Rate Index (EERI), was predominantly affected by the exchange rate of the US dollar vis-à-vis other major currencies.
按贸易加权港汇指数计算，港元的整体汇率主要受美元兑其他主要货币汇率波动影响。
The overall exchange value of the Hong Kong dollar, as measured by the trade-weighted Effective Exchange Rate Index (EERI), was predominantly affected by the exchange rate of the US dollar vis-à-vis other major currencies.
以贸易加权港汇指数计算的港元整体汇价主要受美元兑其他货币的汇率影响。
China s Trade Balance, Trade Structure and Real Effective Exchange Rate(REER) of RMB;
中国贸易收支、贸易结构与人民币实际有效汇率
The Research on the Effect of the Real Effective Exchange Rate of RMB on China s Processing Trade;
人民币实际有效汇率对我国加工贸易的影响研究
Empirical Analysis of Relationship between Real Effective Exchange Rate of RMB and Processing Trade in Jiangxi Province
人民币实际有效汇率变动对江西省加工贸易影响的实证分析
On a trade-weighted basis, the euro is at a two-year high.
以贸易加权汇率衡量，欧元汇率目前处于两年高位。
An Analysis on the Relationship between RMB s Real Effective Exchange Rate and China s Export;
人民币实际有效汇率与中国出口贸易关系分析
The effect of RMB real effective exchange on export trade;
人民币实际有效汇率对中国出口贸易的影响
An Empirical Study on the Sino-Russian Trade Balance and Real Effective Exchange Rates of RMB
人民币实际有效汇率与中俄贸易收支实证研究
To Build RMB effective Exchange Rate Index and Weight at the Stage of Economic Model Change in China;
转型期人民币有效汇率指数的构造及权重的确定
Noise Trading, H Exponent and the Efficiency of Exchange Market of China;
噪声交易、H指数与中国外汇市场效率研究
weighted averages of actual exchange rates
实际汇率的加权平均数
the US currency fell by about 15 per cent on a trade-weighted basis last year and by about 20 per cent against the euro.
经贸易加权后的美元去年下跌了约15%，兑欧元汇率则下跌约20%。
The dollar has since flipped, falling by 12% in trade-weighted terms.
之后美元果然开始跳水，按照贸易加权（汇率）口径下跌了12％。
On a trade-weighted basis the Japanese currency is at its weakest point since 1989.
日元的贸易加权汇率已经跌至1989年以来的最低水平。