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首页> 外文会议>"Statistical Model and Regional Economic Development in West China: Trade, Investment and the WTO" International Conference Thesis Collection >Foreign Exchange Risk Premium in the Financial Markets and Its Measurement Techniques
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Foreign Exchange Risk Premium in the Financial Markets and Its Measurement Techniques

机译：金融市场外汇风险溢价及其计量技术

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摘要

Foreign exchange risk premium is the intrinsic factor which revises foreign exchange risk in financial markets. For simple sense a small open economy is assumed in the article, which has not captured the bonding of optimum of representative family consumption, wealth allocation and the random effects of financial policies in macroeconomic stochastic dynamic general equilibrium. It is also shown that the volatility of foreign exchange rate is related directly to the correlations of domestic and foreign interest, price level and no-risk zero coupon bond. The studying gives the chance of exploiting the risk mechanism between different currencies and its measurement. As for an example, Renminbi exchange rate between main currencies in the world capital markets also is demonstrated in the paper, and its stochastic principle is also displayed in the last part of the article.
机译：外汇风险溢价是修正金融市场外汇风险的内在因素。从简单的意义上讲，本文假设的是一个开放的小经济体，它没有抓住代表家庭的最优消费，财富分配以及金融政策在宏观经济随机动态一般均衡中的随机效应。研究还表明，汇率的波动直接关系到国内外利率，价格水平和零风险零息债券的相互关系。该研究为利用不同货币之间的风险机制及其计量提供了机会。例如，本文还演示了世界资本市场中主要货币之间的人民币汇率，并在文章的最后部分显示了其随机性原理。

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