“8·11”汇改降低了人民币抛补利率平价的偏离程度吗？

“8·11”汇改降低了人民币抛补利率平价的偏离程度吗？一文创作于：2023-08-16 03:41:44，全文字数：54556。

“8·11”汇改降低了人民币抛补利率平价的偏离程度吗？

tti?0?2E?0?2M，?0?2Obstfeld?0?2M，?0?2Zhou?0?2H?0?2N.?0?2Covered?0?2Interest?0?2Parity?0?2Deviations：?0?2Macrofinancial?0?2Determinants?0?2［J］.?0?2Journal?0?2of?0?2International?0?2Economics，?0?22021，?0?2130.

［23］Cheung?0?2Y?0?2W，?0?2Hui?0?2C?0?2H，?0?2Tsan?0?2A.?0?2Renminbi?0?2Central?0?2Parity：?0?2An?0?2Empirical?0?2Investigation［J］.?0?2Pacific?0?2Economic?0?2Review，?0?22018，?0?223（2）.

［24］Coffey?0?2N，?0?2Hrung?0?2W?0?2B，?0?2Sarkar?0?2A.?0?2Capital?0?2Constraints，?0?2Counterparty?0?2Risk?0?2and?0?2Deviations?0?2from?0?2Covered?0?2Interest?0?2Rate?0?2Parity［Z］.?0?2Federal?0?2Reserve?0?2Bank?0?2of?0?2New?0?2York?0?2Staff?0?2Report，?0?22009，No.393.

［25］Du?0?2W?0?2X，?0?2Tepper?0?2A，?0?2Verdelhan?0?2A.?0?2Deviations?0?2from?0?2Covered?0?2Interest?0?2Rate?0?2Parity［J］.?0?2The?0?2Journal?0?2of?0?2Finance，?0?22018，?0?273（3）.

［26］Gulen?0?2H，?0?2ION?0?2M.?0?2Policy?0?2Uncertainty?0?2and?0?2Corporate?0?2Investment［J］.?0?2The?0?2Review?0?2of?0?2Financial?0?2Studies，?0?22016，?0?229（3）.

［27］Hsiao?0?2C，?0?2Ching?0?2H?0?2S，?0?2Wan?0?2S?0?2K.?0?2A?0?2Panel?0?2Data?0?2Approach?0?2for?0?2Program?0?2Evaluation：?0?2Measuring?0?2the?0?2Benefits?0?2of?0?2Political?0?2and?0?2Economic?0?2Integration?0?2of?0?2Hong?0?2Kong?0?2with?0?2Mainland?0?2China［J］.?0?2Journal?0?2of?0?2Applied?0?2Econometrics，?0?22012，?0?227（5）.

［28］Hsiao?0?2C，?0?2Zhou?0?2Q?0?2K.?0?2Panel?0?2Parametric，?0?2Semiparametric，and?0?2Nonparametric?0?2Construction?0?2of?0?2Counterfactuals?0?2［J］.?0?2Journal?0?2of?0?2Applied?0?2Econometrics，?0?22019，?0?234（4）.

［29］Ilzetzki?0?2E，?0?2Reinhart?0?2C?0?2M，?0?2Rogoff?0?2K?0?2S.?0?2Exchange?0?2Arrangements?0?2Entering?0?2the?0?2TwentyFirst?0?2Century：?0?2Which?0?2Anchor?0?2Will?0?2Hold？［J］.?0?2The?0?2Quarterly?0?2Journal?0?2of?0?2Economics，?0?22019，?0?2134（2）.

［30］Ivashina?0?2V，?0?2Scharfstein?0?2D?0?2S，?0?2Stein?0?2J?0?2S.?0?2Dollar?0?2Funding?0?2and?0?2the?0?2Lending?0?2Behavior?0?2of?0?2Global?0?2Banks［J］.The?0?2Quarterly?0?2Journal?0?2of?0?2Economics，?0?22015，?0?2130（3）.

［31］Li?0?2K?0?2T，?0?2Bell?0?2D?0?2R.?0?2Estimation?0?2of?0?2Average?0?2Treatment?0?2Effects?0?2with?0?2Panel?0?2Data：?0?2Asymptotic?0?2Theory?0?2and?0?2Implementation［J］.?0?2Journal?0?2of?0?2Econometrics，?0?22017，?0?2197（1）.

［32］Liao?0?2G?0?2Y.?0?2Credit?0?2Migration?0?2and?0?2Covered?0?2Interest?0?2Rate?0?2Parity［J］.?0?2Journal?0?2of?0?2Financial?0?2Economics，?0?22020，138（2）.

［33］McCormick?0?2F.?0?2Covered?0?2Interest?0?2Arbitrage：?0?2Unexploited?0?2Profits？?0?2Comment［J］.?0?2Journal?0?2of?0?2Political?0?2Economy，?0?21979，?0?287（2）.

［34］Ouyang?0?2M，?0?2Peng?0?2Y?0?2L.?0?2The?0?2TreatmentEffect?0?2Estimation：?0?2A?0?2Case?0?2Study?0?2of?0?2the?0?22008?0?2Economic?0?2Stimulus?0?2Package?0?2of?0?2China［J］.?0?2Journal?0?2of?0?2Econometrics，?0?22015，?0?2188（2）.

［35］Pinnington?0?2J，?0?2Shamloo?0?2M.?0?2Limits?0?2to?0?2Arbitrage?0?2and?0?2Deviations?0?2from?0?2Covered?0?2Interest?0?2Rate?0?2Parity［Z］.?0?2Bank?0?2of?0?2Canada?0?2Staff?0?2Discussion?0?2Paper，?0?22016，No.20164.

［36］Rime?0?2D，?0?2Schrimpf?0?2A，?0?2Syrstad?0?2O.?0?2Covered?0?2Interest?0?2Parity?0?2Arbitrage［J］.?0?2The?0?2Review?0?2of?0?2Financial?0?2Studies，?0?22022，?0?235（11）.

（?任编辑：蒋妍）

《“8·11”汇改降低了人民币抛补利率平价的偏离程度吗？》在线阅读地址：“8·11”汇改降低了人民币抛补利率平价的偏离程度吗？