摘要
根据跨国经营企业价值 /汇率弹性模型 ,得出了企业价值与汇率的函数关系 ;进一步 ,利用某些企业的实际数据 ,确定了这些企业价值与汇率函数关系式的系数 ,并预测了某企业未来价值的变化趋势。实证分析结果表明 ,跨国经营企业价值与汇率的相关性显著 ,其回归所得的函数具有较好的短期 (一个季度内 )预测效果 。
Function relations between exchange rates and multinational enterprises' value is deduced on the basis of exchange rates/multinational enterprises' value model. The coefficients of function relationship are calculated by means of real data of some enterprises in China. Finally, a multinational enterprise's value's trend is forecast. Analysis shows the significant relation between multinational enterprise's value and exchange rate and that its regressive function has a powerful forecasting ability for the short term (whthin a quarter) enterprises' value change which might facilitate the anticipation of the future value of a multinational enterprise.
出处
《中国农业大学学报》
CAS
CSCD
北大核心
2001年第6期13-17,共5页
Journal of China Agricultural University
基金
国家自然科学基金资助项目
