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汇率与股价:基于世界模型的分析框架 被引量:1

Exchange Rate and Stock Price:Theoretic Analysis of The World Model
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摘要 本文从世界模型的角度,阐述世界均衡的特点,初步建立有关汇率和本国股票市场、外国股票市场的函数形式,从而为研究汇率与股价之间的价格互动机制的奠定理论基石。 The paper expatiates on the characteristic of world equilibrium, and builds the function of exchange rate, home stock market and foreign stock market to establish theoretic stone in the world model.
作者 宋琴 宋荣
出处 《中央财经大学学报》 CSSCI 北大核心 2008年第10期33-37,共5页 Journal of Central University of Finance & Economics
关键词 汇率 股价 世界模型 Exchange rate Stock price The world model
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参考文献7

  • 1Adusei Jumah, Robert M. Kunt, 2001, "The Effects of Exchange-Rate Exposure on Equity Asset Markets", Working Paper.
  • 2Anna Pavlova, Roberto Rigobon, 2006, "Asset Prices and Exchange Rates", Working Paper.
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  • 4Chin Wen Cheong, Abu Hassan Shaari Mold Nor, Zaidi Isa, 2007, Asymmetry and Long-memory Volatility: Some Empirical Evidence Using GARCH, Science Direct , Phsica A373:651 -664.
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