利率平价理论评析（Analysis of interest rate parity theory）.docVIP

下载本文档

16
0
约2.73万字
约 20页
2018-06-01 发布于江西
举报
版权申诉

利率平价理论评析（Analysis of interest rate parity theory）.doc

1、本文档共20页，可阅读全部内容。
2、有哪些信誉好的足球投注网站（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。
3、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
5、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
6、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
7、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
8、VIP文档为合作方或网友上传，每下载1次，网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档

利率平价理论评析（Analysis of interest rate parity theory）.doc

利率平价理论评析（Analysis of interest rate parity theory） Abstract: interest rate parity theory is the basic theory of the difference between interest rates at home and abroad, which plays a decisive role in the exchange rate of a countrys currency. Many scholars at home and abroad have studied the theory, but different conclusions have been drawn about whether interest rate parity theory has been established in different countries. Combing foreign different stages of development of the theory of interest rate parity, and domestic scholars on the research of the theory into the theory of interest rate parity applicability, interest rate and exchange rate linkage, model modification, it can be found that the introduction of asset price factors on interest rate parity theory development and on the basis of further deepening the reform of the financial system China, can provide theoretical value and application value of the policy guidance for monetary policy makers. Key words: interest rate parity; international capital flows; spread arbitrage; asset price arbitrage CLC number: F832.63, document identification code: A, article number: 1003-3890 (2010) 08-0079-05 Since Keynes put forward the theory of interest rate parity, the western economists have made a great deal of exploration and Research on the theory, making the theory continuously developed and improved, and has become one of the basic theories of international finance. That the interest rate parity theory, the change of exchange rate is determined by the interest rate difference between the two currencies, namely the spot exchange rates and forward exchange rate differences (premium or discount) is approximately equal to the difference between the country and the interest rate refers to the foreign interest rate. If the domestic interest rate is higher than the foreign interest rate, the forward currency will depreciate; if the domestic interest rate is lower than the foreign interest rate, the local currency will a