汇率风险如何影响中国对日本的出口被引量：18

Influences of Exchange Rate Volatility on China's Export to Japan

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摘要本文研究汇率风险对中国与日本的双边出口是否存在长期和短期的影响。使用多元JO-HANSEN协整检验法来检验汇率波动率与出口之间是否存在长期均衡关系。使用GRANGER非因果检验和脉冲响应函数检验短期影响是否存在。研究结果表明从长期看,汇率风险对出口没有影响,但是短期看,汇率风险确实会影响出口。 This paper investigates the influence of exchange rate volatility on the real exports of China to Japan. The Johansen multivariate cointegration method is applied to study the long-term relationship between real export and exchange rate volatility. Granger non-causality test and impose response function method are applied to study the short-term relationship. This paper suggests that the real exchange rate volatility does not have a significant long-term impact on the real bilateral export for China and Japan. But in the short run, the volatility do have significant effect on the export.

作者潘红宇

机构地区对外经济贸易大学国际经济贸易学院

出处《国际贸易问题》 CSSCI 北大核心 2006年第7期122-125,共4页 Journal of International Trade

基金社会科学基金(项目号:05BJL056) 对外经济贸易大学211工程(项目号E11007)资助

关键词波动率出口汇率 Exchange rate volatility Export Exchange rate

分类号 F832.63 [经济管理—金融学]

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参考文献3

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