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远期汇率是市场基于当前的信息,对未来一定时间的即期汇率进行的客观预测,是反映汇率预期的较为合理的替代变量.本文对人民币即期汇率所对应的四大远期市场及其各自形成的远期汇率进行分析比较,选择最能够合理反应人民币汇率预期的远期汇率,结论表明实务中普遍用作预测未来汇率的NDF汇率能够相对合理地反映汇率预期.
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金融理论与实践
ISSN: 1003-4625
CN: 41-1078/F
Year: 2009
Issue: 1
Page: 30-34
Cited Count:
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: -1
Chinese Cited Count:
30 Days PV: 1
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