1) erm structure of forward exchange rates
远期汇率期限结构
1.
At first,using interest rate parity theory,we develop a static model of the term structure of forward exchange rates.
本文提出利率调整前后远期汇率期限结构曲线存在相对稳定点的观点,并考察远期汇率期限结构曲线上相对稳定点的性质。
2) DF exchange rate
远期结售汇汇率
1.
When the CNY exchange rate problem was discussed inChina, the NDF exchange rates were often qu.
在2005年7月汇改之前，人民币NDF汇率和国内远期结售汇汇率的差距较大，为进行跨市场套利提供。
3) Forward rate
远期汇率
1.
Study on the method of counting forward rate by forward margin;
按远期差价计算远期汇率方法研究
2.
An analysis is made on the impact mechanism and effect of NDF transaction on domestic Renminbi exchange rate,and Grange causality test is made on the NDF exchange rate,domestic spot and forward rates.
分析离岸NDF交易对于境内人民币汇率的影响机制和效应,对NDF汇率和境内即期、远期汇率之间进行格兰杰因果检验,结果表明:境内即期汇率与NDF汇率之间有较强的引导作用,境内即期汇率占主导地位;1年期的NDF汇率与境内远期汇率之间相互引导,而在其他期限品种上,只存在境内远期汇率对NDF汇率的引导作用。
4) forward exchange rate
远期汇率
1.
When the target interest rate rises, the spot rate will rise, but at the same time, according to the interest rate parity theory, the long term forward exchange rate will decline.
然而在浮动汇率制度下,各种货币的即期汇率和远期汇率都频繁波动,迫切需要研究和发展汇率波动的基本理论。
2.
With the help of the unit root test, cointegration test and Granger Causality test of the exchange rate between reform in exchange rate in 2005 to April, 2007, the authors find out that, in the long run, there is a cointegrate relation between the spot and forward exchange rate of RMB, which demonstrates that the forward exchange rate market is the basis for the spot exchange rate market.
汇率改革以来,人民币汇率波动日益频繁,本文对2005年汇率改革后至2007年4月的汇率数据进行了单位根、协整检验以及格兰杰因果检验,认为人民币即期汇率与远期汇率存在长期协整关系,说明即期汇率市场是远期汇率市场的基础;同时还认为我国远期汇率对即期汇率的预期作用很弱,外汇市场的市场化程度不高。
5) NDF with different maturities
不同期限的汇率远期
6) forward rate
远期汇率;期汇率
补充资料：远期汇率
见即期汇率与远期汇率
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条