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2013, 02, No.228 35-41+88
我国外汇衍生品市场发展对出口影响的实证分析
基金项目(Foundation): 2012年度国家社会科学基金重点项目“深化汇率形成机制改革研究——基于经济转型和金融开放视角的分析(项目批准号:12AZD049)”;; 2012~2013年上海社会科学院研究生课题“我国外汇衍生品市场发展对出口贸易的影响”的阶段性研究成果
邮箱(Email):
DOI: 10.13516/j.cnki.wes.2013.02.006
摘要:

伴随着我国外汇衍生品市场的快速发展,这一市场对我国的国际贸易尤其是出口贸易的影响正日益显现。在已有研究基础上,对我国2006年10月至2012年9月的出口额、外汇衍生品交易量、人民币汇率水平等月度数据通过建立实证模型,发现外汇衍生品市场对出口贸易产生了显著的正效应,同时运用格兰杰因果检验发现,外汇衍生品交易与出口规模之间存在因果关系。最后,根据实证研究的结论,提出进一步发展我国外汇衍生品市场的建议。

Abstract:

Along with the rapid development of foreign exchange derivatives market in China,the influence of this market on international trade,especially the export trade,has become increasingly apparent.Based on the existing literature and monthly data from Oct.2006 to Sep.2012,the paper finds that foreign exchange derivatives market has the positive effect on export trade significantly.Meanwhile it also finds that there is a causal relationship between the foreign exchange derivatives transactions and export trade by Granger causality test.Finally,it puts forward the recommendations on the further development of foreign exchange derivatives market in China.

KeyWords:
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②数据来源于中国外汇交易中心官方网站http://www.chinamoney.com.cn。

基本信息:

DOI:10.13516/j.cnki.wes.2013.02.006

中图分类号:F832.6;F752.62;F224

引用信息:

[1]斯文.我国外汇衍生品市场发展对出口影响的实证分析[J].世界经济研究,2013,No.228(02):35-41+88.DOI:10.13516/j.cnki.wes.2013.02.006.

基金信息:

2012年度国家社会科学基金重点项目“深化汇率形成机制改革研究——基于经济转型和金融开放视角的分析(项目批准号:12AZD049)”;; 2012~2013年上海社会科学院研究生课题“我国外汇衍生品市场发展对出口贸易的影响”的阶段性研究成果

发布时间:

2013-02-25

出版时间:

2013-02-25

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