[1]陈 夙.人民币有效汇率指数的编制及国际经验借鉴[J].金融教育研究,2016,(04):3-12.
　CHEN Su.The Compiling Method of RMB Effective Exchange Rate Index and the International Experience Used for Reference[J].,2016,(04):3-12.
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人民币有效汇率指数的编制及国际经验借鉴()
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《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2016年04期
页码:
3-12
栏目:
出版日期:
2016-09-01

文章信息/Info

Title:
The Compiling Method of RMB Effective Exchange Rate Index and the International Experience Used for Reference
作者:
陈 夙
北京师范大学 经济与工商管理学院,北京 100875
Author(s):
CHEN Su
School of Business and Economics,Beijing Normal University,Beijing 100875,China
关键词:
有效汇率指数;  CFETS人民币指数;  编制方法
Keywords:
effective exchange rate index;  CFETS RMB index;  compiling method
分类号:
F832.6
文献标志码:
A
摘要:
2015年12月11日,中国首次公布CFETS人民币指数及其计算说明,这对于市场看待人民币汇率波动情况有重要指导作用。文章介绍并比较编制有效汇率指数的国际经验,辨析了这些机构在货币构成、贸易流、权重设计、价格因子等方面的异同和利弊; 回顾并比较了国内外金融机构定期公布的人民币汇率指数的方法和结果,指出当前机构编制人民币汇率指数的不足; 强调了有效汇率指数的用途,尤其是指数的相对比较和市场沟通作用; 最后提出CFETS指数的改进之处。
Abstract:
On Dec.11th,2015,the CFETS RMB index and its calculation,an important indicator which can predict the exchange rate volatility of RMB,were first published by China.This paper introduces and compares the effective exchange rate index of international experience,then analyzes the similarities and differences and the advantages and disadvantages of these institutions in currencies,trade flow,design of weights,the price factor,etc.It also retrospects and compares the method and results of RMB effective exchange rate index regularly published by foreign and domestic financial institutes,and points out the shortage of RMB exchange rate index establishment in current organizations.The article also emphasizes the applications of effective exchange rate index,particularly its function of relative comparison and marketing communication.Finally,it presents some improvements of CFETS RMB index.

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备注/Memo

备注/Memo:
收稿日期:2016-05-10基金项目:国家自然科学基金重点项目(70831001)作者简介:陈 夙(1988-),女,辽宁沈阳人,博士研究生,研究方向为国际金融、货币理论与政策。
更新日期/Last Update: 1900-01-01