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英国金融与投资论文:人民币汇率变动对银行股价格影响的实证研究 [4]

论文作者:英语论文网论文属性:硕士毕业论文 thesis登出时间:2016-02-06编辑:anne点击率:10840

论文字数:20597论文编号:org201602051405252709语种:英语 English地区:英国价格:$ 132

关键词:汇率银行股传动机构VECM

摘要:随着科学技术的发展,全球经济一体化趋势逐渐明朗化。对外汇率与股票价格之间的动态联系一直是由许多专业人士所关注的。

/> 2.2 Exchange Rate Determination Theory 20
2.2.1 International Balance of Payments Theory 20
Chapter 3 The Mechanism for the fluctuation of exchange rate for stock price 30
3.1 Relative Concepts 30
3.2 International capital flow 31
3.2.1 Interest Rate 33
3.3 Mundell-Flemming Model 35
Chapter 4 Empirical Study 36
4.1 Data selection and data analysis 36
4.2 Empirical study results and analysis 39
4.2.1 ADF Test 39
4.2.2 Co-integration test 40
4.2.3 Vector Error Correction Model 46
4.3 Empirical Study Results 49
Chapter 5 Conclusion 50
Reference List 54

Reference List文献


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