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

【摘要】：近年來金融危機(jī)頻發(fā)，金融安全問題已成為當(dāng)前熱點(diǎn)問題。而在人民幣國際化大背景下，研究人民幣匯率波動(dòng)對我國金融安全的沖擊效應(yīng)已是當(dāng)前經(jīng)濟(jì)形勢迫切需要解決的問題。本文以人民幣匯率波動(dòng)和我國金融安全狀況為研究對象，探討以下問題：1）分析匯率波動(dòng)對金融安全的影響；2）對我國金融安全進(jìn)行綜合評價(jià)；3）分析人民幣匯率波動(dòng)對我國金融安全的沖擊效應(yīng)。針對上述問題，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，針對匯率波動(dòng)對金融安全的影響問題，從三個(gè)方面展開，即匯率波動(dòng)對貨幣安全的影響分析；匯率波動(dòng)對銀行安全的影響分析；匯率波動(dòng)對證券市場安全的影響分析。 其次，關(guān)于我國金融安全總體運(yùn)行狀況綜合評價(jià)方面，，本文根據(jù)指標(biāo)體系構(gòu)建的原則以及我國金融業(yè)發(fā)展和運(yùn)行的實(shí)際狀況構(gòu)建了我國金融安全指標(biāo)體系，在此基礎(chǔ)上通過參考國際標(biāo)準(zhǔn)和美國金融安全相關(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)，通過熵值法、層級分析法進(jìn)行我國金融安全狀況的綜合評價(jià)，劃分安全等級區(qū)間。 最后，關(guān)于人民幣匯率波動(dòng)對我國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模型測度人民幣匯率波動(dòng)對我國金融安全四個(gè)層面主要指標(biāo)的影響，從而進(jìn)行人民幣匯率波動(dòng)對我國金融安全的時(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)對我國金融安全的國家宏觀經(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)對我國金融安全指標(biāo)體系四個(gè)層面的GDP增長率、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)，從而對我國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】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832;F224

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本文編號：1834320