NDF与人民币汇率预测研究  

Research on forecasting of NDF and the RMB exchange rate

作　　者：王楠[1] 侯铁珊[1] 

机构地区：[1]大连理工大学管理经济学部,辽宁大连116024

出　　处：《沈阳工程学院学报（社会科学版）》2013年第2期189-192,共4页Journal of Shenyang Institute of Engineering:Social Science

摘　　要：无本金交割远期外汇是一种衍生金融工具。随着NDF的产生及其在亚洲的迅速发展,人民币无本金交割远期外汇市场也逐步形成并且壮大。按照汇改前后的时间段将国内学者对NDF的研究进行了对比和综述之后,通过对之前学者的研究提出新的想法:NDF是可以作为人民币汇率预测的一个重要因素参与其中,而利用多个参数组合预测人民币汇率的准确性较传统预测法有明显的优势。This paper introduces the background and the development of the non-deliverable forward in Asia,analyzes the form of RMB non-deliverable forward market in detail, and compares and summarizes the domestic scholar studies on it in accordance with time period before and after the reform of exchange rate market. Through the studies, we put forward new ideas, NDF can be one of the important factors that can be used in the RMB exchange rate forecasting, and the use of multiple parameters combination forecasting of RMB exchange rate has obvious advantages than traditional prediction methods.

关 键 词：人民币汇率 预测 NDF 无本金交割远期外汇 

分 类 号：F830.72[经济管理—金融学]