人民币汇率波动对我国金融安全的冲击效应研究

发布时间：2018-05-02 14:37

本文选题：金融安全 + 汇率波动　；参考：《中国海洋大学》2012年硕士论文

【摘要】：近年来金融危机频发，金融安全问题已成为当前热点问题。而在人民币国际化大背景下，研究人民币汇率波动对我国金融安全的冲击效应已是当前经济形势迫切需要解决的问题。本文以人民币汇率波动和我国金融安全状况为研究对象，探讨以下问题：1）分析汇率波动对金融安全的影响；2）对我国金融安全进行综合评价；3）分析人民币汇率波动对我国金融安全的冲击效应。针对上述问题，本文的研究工作和主要贡献集中在以下几个方面：首先，针对汇率波动对金融安全的影响问题，从三个方面展开，即汇率波动对货币安全的影响分析；汇率波动对银行安全的影响分析；汇率波动对证券市场安全的影响分析。其次，关于我国金融安全总体运行状况综合评价方面，，本文根据指标体系构建的原则以及我国金融业发展和运行的实际状况构建了我国金融安全指标体系，在此基础上通过参考国际标准和美国金融安全相关标准、惯例，建立了各指标的安全区间。在所构建指标体系的基础上，进行所选取指标数据的搜集和整理。并利用所获取的1995～2010年的数据，通过熵值法、层级分析法进行我国金融安全状况的综合评价，划分安全等级区间。最后，关于人民币汇率波动对我国金融安全的冲击效应分析方面，本文分别选取人民币汇率波动相关指标，金融安全相关指标，构建联立方程计量经济学模型和VAR模型测度人民币汇率波动对我国金融安全四个层面主要指标的影响，从而进行人民币汇率波动对我国金融安全的时空分析和脉冲响应分析。研究发现：1）人民币汇率波动对我国金融安全的国家宏观经济安全、金融机构安全、涉外金融安全和金融业软环境四个层面，在空间上都有直接和间接的影响，在时间上有当期和滞后期的冲击效应。2）人民币汇率波动对我国金融安全指标体系四个层面的GDP增长率、不良贷款比率、经常项目差额/GDP、宏观经济景气指数等10个主要指标有显著的冲击效应，从而对我国的金融安全有明显的冲击效应。
[Abstract]:In recent years, with the frequent occurrence of financial crisis, financial security has become a hot issue. Under the background of RMB internationalization, it is an urgent problem to study the impact of RMB exchange rate fluctuation on financial security in China. This paper focuses on the fluctuation of RMB exchange rate and the financial security of China. Discuss the following question: 1) analyze the impact of exchange rate fluctuation on financial security 3) analyze the impact of RMB exchange rate fluctuation on China's financial security. In view of the above problems, the research work and main contributions of this paper focus on the following aspects: First of all, aiming at the impact of exchange rate fluctuation on financial security, the paper analyzes the effect of exchange rate fluctuation on currency security, the impact of exchange rate fluctuation on bank security, and the impact of exchange rate fluctuation on security of securities market. Secondly, on the aspect of comprehensive evaluation of the overall operating state of financial security in China, this paper constructs the index system of financial security in China according to the principles of the construction of the index system and the actual situation of the development and operation of the financial industry in China. On the basis of this, the safety interval of each index is established by referring to the international standards and the relevant standards and practices of American financial security. On the basis of the index system, the selected index data collection and collation. Based on the data obtained from 1995 to 2010, the comprehensive evaluation of financial security in China is carried out by entropy method and analytic hierarchy process (AHP), and the interval of security grade is divided. Finally, on the impact effect of RMB exchange rate fluctuation on China's financial security, this paper selects the RMB exchange rate volatility related indicators, financial security related indicators, The simultaneous equation econometrics model and VAR model are constructed to measure the influence of RMB exchange rate fluctuation on the four main indexes of financial security in China, and the spatial-temporal analysis and impulse response analysis of RMB exchange rate fluctuation to China's financial security are carried out. The study found that RMB exchange rate fluctuations have direct and indirect effects on the national macroeconomic security, the security of financial institutions, the financial security of foreign countries and the soft environment of the financial industry in China. In time, there are impact effects of current period and lag period. 2) RMB exchange rate fluctuation has four levels of GDP growth rate and non-performing loan ratio to China's financial security index system. Ten main indexes, such as current account difference / GDPand macroeconomic boom index, have significant impact effect on China's financial security.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832;F224

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