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。
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
trade-weighted effective exchange rate index
贸易加权有效汇率指数
Calculation and Analysis of the RMB s Real Effective Exchange Rate Index;
人民币实际有效汇率指数的测算和分析
On the Property of Currency and Exchange Indices Based on Multi-perspectives
从多本位的视角研究货币汇率指数的属性
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
Insurance Actuary Pricing of Linked Exchange Rate Options under Exponential of a Levy Process;
指数Levy过程下汇率联动期权的保险精算定价
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
Linkages between Exchange Rates and Stock Indexes: Evidence from Chinese Financial Markets
中国金融市场中汇率和股票指数的关联性
Empirical Analysis on Change of RMB Exchange Rate Effecting Real State Index
人民币汇率变动对地产指数影响的实证分析
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。
An Empirical Study on the Relationship between Exchange Rate and Real Estate Industry in China;
汇率制度改革后中国地产业与汇市的关系——人民币名义汇率与股市地产指数的实证研究
An empirical Study on the Relationship between Stock Price and Exchange Rate in China;
汇率制度改革后中国股市与汇市关系——人民币名义汇率与上证综合指数的实证研究
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。
She says it has been surprisingly accurate in tracking exchange rates in the long term.
她说该指数在长期范围内令人惊讶的准确记录了汇率。
After adjusting for this, she finds that the Big Mac index performs better in tracking exchange rates.
在调整了这一项之后，她发现巨无霸指数能够更好的记录汇率。
Designated forex banks could deal with their clients at an agreed rate.
外汇指定银行可按议定汇率，对客户买卖外汇。
weighted averages of actual exchange rates
实际汇率的加权平均数