摘要
介绍了西方主要汇率决定理论 ,利用美、日、德三国 2 0世纪 90年代相关经济统计数据 ,应用回归分析方法对这些理论进行了实证检验 ,只有利率平价理论的各项验证指标都符合相应标准 。
The writer of this thesis introduces the theories of exchange rate determination first, and then take the statistics in 1990's of America, Japan and Germany as the sample of mathematical analysis. Based on the analysis and appraisement, the writer points out that the theory of interest rate parity is the most satisfactory among all the theories under the freely floating exchange rate system. Also the writer thinks according to the verification that people can use the theory of interest rate parity to anticipate the future change of exchange rate and the government can also take it as one factor of making economy policies.
出处
《中南民族学院学报(自然科学版)》
2001年第4期89-92,共4页
Journal of South-Central University for Nationalities(Natural Sciences)