长三角地区涉外企业汇率风险的实证分析
Empirical analysis of exchange rate risks of foreign-related enterprises in the Yangtze Delta region
2005年7月21日汇率制度改革以来,人民币汇率不再盯住单一美元,形成了更高弹性的人民币汇率机制。汇率变动的不确定性涉外企业推到了汇率风险的风头浪尖。长三角地区作为中国的对外贸易发展最具活力的地区之一,该地区企业涉外业务在中国的对外贸易中占有相当比重。本文基于2005年7月至2008年3月的月度数据,利用Eviews软件通过OLS回归试图能够尽可能准确地度量本地区涉外企业汇率风险,结果表明该地区涉外企业受汇率变动的影响比较显著,平均而言汇率每变动1%,企业的市场价值就变动3.71%,最后笔者对此给出了相关的政策建议。
fter the reformation in exchange rate system in July 21, 2005, the RMB exchange rate is no longer singly pegged to the US dollar, a more flexible mechanism was formed. The uncertainty of exchange rate to the business of foreign exchange was bigger than before. Yangtze Delta region was one of the most dynamic regions in Chinese foreign trade, and the foreign-related business of this area has been in a considerable proportion in China\\\\\\\
韩蕾
贸易经济财政、金融
长三角地区涉外企业汇率风险
Yangtze Delta regionforeign-related enterprisesexchange rate risks
韩蕾.长三角地区涉外企业汇率风险的实证分析[EB/OL].(2008-10-07)[2025-08-11].http://www.paper.edu.cn/releasepaper/content/200810-58.点此复制
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