国际竞争力与VAR方法在汇率风险管理中的应用

The purpose of the study undertaken within the current research project is to explore the model, methods and applications of the exchange rate risk management in the open economy. The exchange rate risk issues were pursued from both macroeconomic and.microeconomic perspectives. At the macroeconomic level, we studied the models on the currency crises and early warning system while at the micoreconomic level we studiedthe exchange rate risk exposure facing the enterprises and the finacial instruments used in the exchange rate risk management at the enterprises level.

金融风险管理的理论方法研究具有特别重要的学术意义和应用价值。VAR金融风险测定与分析技术是九十年代以来金融风险管理的重要发展。在紧跟国际发展的基础上，对VAR金融风险测定与分析技术进行系统的研究，特别是在中国应用的有关问题，并具体研究在企业中汇率风险管理中的应用。.