章节

人民币作为国际避险资产的发展现状

关键词

作者

张礼卿 :中央财经大学金融学院教授
尹力博 :中央财经大学。
吴优 :北京工商大学。

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人民币作为国际避险资产的发展现状

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章节目录

  • 一 引言
  • 二 理论背景
    1. UIP回归
    2. 汇率收益定价模型的理论背景
    3. 汇率收益定价模型的最新实证进展
  • 三 数据
  • 四 实证结果和分析
    1. UIP回归分析
    2. 扩展的UIP回归
    3. 汇率变化与全球风险因子之间的时变关系
  • 五 结论和政策启示

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