本文選題：金融安全 + 匯率波動(dòng)　； 參考：《中國(guó)海洋大學(xué)》2012年碩士論文

【摘要】：近年來(lái)金融危機(jī)頻發(fā)，金融安全問(wèn)題已成為當(dāng)前熱點(diǎn)問(wèn)題。而在人民幣國(guó)際化大背景下，研究人民幣匯率波動(dòng)對(duì)我國(guó)金融安全的沖擊效應(yīng)已是當(dāng)前經(jīng)濟(jì)形勢(shì)迫切需要解決的問(wèn)題。本文以人民幣匯率波動(dòng)和我國(guó)金融安全狀況為研究對(duì)象，探討以下問(wèn)題：1）分析匯率波動(dòng)對(duì)金融安全的影響；2）對(duì)我國(guó)金融安全進(jìn)行綜合評(píng)價(jià)；3）分析人民幣匯率波動(dòng)對(duì)我國(guó)金融安全的沖擊效應(yīng)。針對(duì)上述問(wèn)題，本文的研究工作和主要貢獻(xiàn)集中在以下幾個(gè)方面： 首先，針對(duì)匯率波動(dòng)對(duì)金融安全的影響問(wèn)題，從三個(gè)方面展開(kāi)，即匯率波動(dòng)對(duì)貨幣安全的影響分析；匯率波動(dòng)對(duì)銀行安全的影響分析；匯率波動(dòng)對(duì)證券市場(chǎng)安全的影響分析。 其次，關(guān)于我國(guó)金融安全總體運(yùn)行狀況綜合評(píng)價(jià)方面，，本文根據(jù)指標(biāo)體系構(gòu)建的原則以及我國(guó)金融業(yè)發(fā)展和運(yùn)行的實(shí)際狀況構(gòu)建了我國(guó)金融安全指標(biāo)體系，在此基礎(chǔ)上通過(guò)參考國(guó)際標(biāo)準(zhǔn)和美國(guó)金融安全相關(guān)標(biāo)準(zhǔn)、慣例，建立了各指標(biāo)的安全區(qū)間。在所構(gòu)建指標(biāo)體系的基礎(chǔ)上，進(jìn)行所選取指標(biāo)數(shù)據(jù)的搜集和整理。并利用所獲取的1995～2010年的數(shù)據(jù)，通過(guò)熵值法、層級(jí)分析法進(jìn)行我國(guó)金融安全狀況的綜合評(píng)價(jià)，劃分安全等級(jí)區(qū)間。 最后，關(guān)于人民幣匯率波動(dòng)對(duì)我國(guó)金融安全的沖擊效應(yīng)分析方面，本文分別選取人民幣匯率波動(dòng)相關(guān)指標(biāo)，金融安全相關(guān)指標(biāo)，構(gòu)建聯(lián)立方程計(jì)量經(jīng)濟(jì)學(xué)模型和VAR模型測(cè)度人民幣匯率波動(dòng)對(duì)我國(guó)金融安全四個(gè)層面主要指標(biāo)的影響，從而進(jìn)行人民幣匯率波動(dòng)對(duì)我國(guó)金融安全的時(shí)空分析和脈沖響應(yīng)分析。研究發(fā)現(xiàn)：1）人民幣匯率波動(dòng)對(duì)我國(guó)金融安全的國(guó)家宏觀經(jīng)濟(jì)安全、金融機(jī)構(gòu)安全、涉外金融安全和金融業(yè)軟環(huán)境四個(gè)層面，在空間上都有直接和間接的影響，在時(shí)間上有當(dāng)期和滯后期的沖擊效應(yīng)。2）人民幣匯率波動(dòng)對(duì)我國(guó)金融安全指標(biāo)體系四個(gè)層面的GDP增長(zhǎng)率、不良貸款比率、經(jīng)常項(xiàng)目差額/GDP、宏觀經(jīng)濟(jì)景氣指數(shù)等10個(gè)主要指標(biāo)有顯著的沖擊效應(yīng)，從而對(duì)我國(guó)的金融安全有明顯的沖擊效應(yīng)。
[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.
【學(xué)位授予單位】：中國(guó)海洋大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832;F224

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相關(guān)期刊論文 前10條

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本文編號(hào)：1834320