| 利率平价的人民币汇率与利率关系的实证研究 |
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| 引用本文： | 叶莉,郭继鸣.利率平价的人民币汇率与利率关系的实证研究[J].河北工业大学学报,2003,32(2):107-111. |
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| 作者姓名： | 叶莉 郭继鸣 |
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| 作者单位： | 河北工业大学,管理学院,天津,300130 |
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| 摘 要： | 在评述利率平价及汇率超调理论模型的基础上，对我国1994年外汇体制改革后，人民币汇率波动及其与利率的关系进行实证分析．并针对利率平价理论在我国现阶段适用程度的差异，引入交易成本对利率平价模型进行修正，力求使其在我国金融市场进一步开放的条件，更好地解释人民币汇率、利率、资本流动之间的关系．
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| 关 键 词： | 利率平价 汇率超调 人民币汇率 利率 资本流动 |
| 文章编号： | 1007-2373(2003)02-0107-05 |
| 修稿时间： | 2002年11月12 |
The Practical Study on the Relation of RMB Exchange Rate and Interest Rate Based on Interest Rate Parity |
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| YE Li,QUO Ji-ming.The Practical Study on the Relation of RMB Exchange Rate and Interest Rate Based on Interest Rate Parity[J].Journal of Hebei University of Technology,2003,32(2):107-111. |
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| Authors: | YE Li QUO Ji-ming |
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| Abstract: | Based on inquiring into the theory model of interest rate parity and exchange rate overshooting, This paper makes practical analyse for relation of RMB exchange rate and interest rate, and in the light of appling different degree on interest rate parity for our country at present, a deal cost is cited and makes the revising for the model of interest rate parity in order to explain the relation of RMB exchange rate , interest rate and capital motion after financial opening further in our country. |
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| Keywords: | interest rate parity exchange rate overshooting RMB exchange rate interest rate capital movement |
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