本文選題：風(fēng)險管理 + 外匯風(fēng)險　； 參考：《東北師范大學(xué)》2012年碩士論文

【摘要】：本文以我國制造業(yè)企業(yè)為樣本，用實證的方法度量企業(yè)外匯風(fēng)險暴露并試圖找出影響企業(yè)外匯風(fēng)險的因素，有針對性地對我國制造業(yè)企業(yè)提出外匯風(fēng)險管理建議。隨著我國經(jīng)濟越來越開放，我國企業(yè)的進出口額也飛速增長，制造業(yè)作為我國進出口貿(mào)易中的主力軍，占據(jù)著重要的位置。匯改后，由于人民幣彈性增強，，人民幣匯率波動幅度和變動頻率顯著加大、加快，導(dǎo)致制造業(yè)企業(yè)不可避免地面臨越來越大的外匯風(fēng)險。近年來，如何規(guī)避外匯風(fēng)險以降低匯率波動對企業(yè)的影響受到越來越多學(xué)者的關(guān)注。 本文將首先對國內(nèi)外外匯風(fēng)險的研究進行梳理總結(jié)，然后分別對風(fēng)險和外匯風(fēng)險的相關(guān)理論進行陳述介紹，綜合前人文獻和理論提出本文的三個假設(shè)。在實證部分，本文首先根據(jù)我國2010年進出口貿(mào)易數(shù)據(jù)選出我國主要貿(mào)易伙伴，并對其貨幣的匯率進行因子分析；然后根據(jù)因子分析結(jié)果，選擇出測量樣本企業(yè)外匯風(fēng)險暴露的自變量，進行外匯風(fēng)險暴露的度量，根據(jù)本文實證研究結(jié)果，我國制造業(yè)企業(yè)存在外匯風(fēng)險暴露的比例在10%-30%之間；最后再對影響制造業(yè)企業(yè)外匯風(fēng)險暴露的因素進行回歸分析。本文試圖通過這個方法找到影響我國制造業(yè)企業(yè)外匯風(fēng)險暴露的主要因素并提出有針對性的外匯風(fēng)險管理建議。
[Abstract]:This paper takes the manufacturing enterprises of our country as the sample, measures the foreign exchange risk exposure of the enterprises by the empirical method, and tries to find out the factors that affect the foreign exchange risk of the enterprises, and puts forward some suggestions for the foreign exchange risk management of the manufacturing enterprises of our country. With the opening up of our country's economy, the import and export volume of our country's enterprises is increasing rapidly. As the main force of our country's import and export trade, the manufacturing industry occupies an important position. After the exchange rate reform, due to the increase of RMB elasticity, the fluctuation range and frequency of RMB exchange rate increased significantly, which accelerated, leading manufacturing enterprises inevitably to face more and more foreign exchange risks. In recent years, more and more scholars pay attention to how to avoid foreign exchange risk in order to reduce the impact of exchange rate fluctuations on enterprises. In this paper, the research on foreign exchange risk at home and abroad is firstly summarized, then the related theories of risk and foreign exchange risk are introduced, and the three hypotheses of this paper are put forward based on previous literatures and theories. In the empirical part, this paper firstly selects our main trading partners according to the import and export trade data of our country in 2010, and carries on the factor analysis to its currency exchange rate, then according to the factor analysis result, According to the empirical results of this paper, the proportion of foreign exchange risk exposure in manufacturing enterprises in China is between 10% and 30%. Finally, the factors affecting foreign exchange risk exposure of manufacturing enterprises are analyzed by regression analysis. This paper tries to find out the main factors that affect the foreign exchange risk exposure of manufacturing enterprises in China by this method, and puts forward some pertinent suggestions for foreign exchange risk management.
【學(xué)位授予單位】：東北師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F424;F832.6;F224

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