人民币汇率波动：测算及国际比较

摘要：

The exchange rate volatility of RMB is always attracting people’s attention. Based on the calculation of exchange rate volatility by GARCH model, this paper compared RMB with US dollar, Japanese Yen, HK dollar, Philippine peso, Malaysia Ringgit and Singapore dollar. Accordingly, it is suggested that at present, continuing the governmental intervention, the government should moderately increase exchange rate volatility of RMB.

关键词： exchange rate volatility GARCH model

作者: 朱孟楠 严佳佳

作者单位: 厦门大学金融系

会议类型: 国际会议

会议名称: 2007年中国国际金融年会

会议地点: 成都

会议语种:中文

在线出版日期: 2007-07-09（万方平台首次上网日期，不代表论文的发表时间）