远期汇率

人民币美元即期汇率与远期汇率联动关系研究

The Empirical Evidence of the Linkage between the Spot and Forward Exchange Rate between RMB and US Dollar

也就是说，远期汇率定价是否合理直接影响着即期汇率的预期和走势。

It means that whether the price of forward exchange rate is reasonable can affect the expectations and tendency of the spot exchange rate directly .

汇丰证券（HSBCSecurities）的汽车分析师克里斯•里克特（ChrisRichter）说，各大制造商已“采取了足够的安全措施，对远期汇率风险的套期保值措施已覆盖了全年”，以避免盈利滑坡。

Chris Richter , car analyst at HSBC Securities , said the major manufacturers had " built in enough safety and hedged enough forward into the year " to avoid an earnings downgrade .

本文通过计量分析方法研究人民币NDF与人民币汇率失调的关系。研究发现，人民币NDF与理论远期汇率相偏离，反映了资本管制和市场预期；

Based on econometrical method , this paper analyzes the relationship between NDF and misalignment of RMB . Analysis shows that NDF of RMB differs from the theoretical forward rate , and this reflects capital control and expectation ;

在ndf市场，人民币12个月远期汇率周三几乎与即期汇率持平，周二ndf价格则低于即期汇率（正如图表最右端那个微小的红尖所显示的）

In the NDF market , the 12-month forward was on Wednesday trading at virtually the same level , having traded weaker than the spot rate on Tuesday ( as shown by the mini red spike in the chart at the farthest right point . )

可上下浮动的外汇汇率。远期汇率的异常波动与波动期限结构

Abnormal fluctuation and the volatility term structure of the forward exchange rate

远期汇率与风险规避和国际组合投资

Forward Rate / Risk Evasion and International Groupage Investment

英镑远期汇率的价格是多少？

What is the forward rate for the pound ?

远期汇率期限结构的相对稳定点的研究

The Study of Fix Points on the Term Structure Curve of Forward Exchange Rates

即期汇率与远期汇率

Spot rate and forward rate

远期汇率（期货价格）协议

Forward rate agreements currency futures

基于利率平价视角的境内外人民币远期汇率研究

Study the RMB Forward Exchange Rates between Onshore Market and Offshore Market Base on Interest Rate Parity Theory

人民币远期汇率定价和市场建设研究

On the RMB Forward Pricing and Capacity Building For a sample of 38 sources we derive an average value of

远期汇率可能会高于、低于或等于银行卖出外汇（卖出汇率）要比买入外汇（买入汇率）的价格要高。

The forward rate may be higher or lower than , or on the same level as , the spot rate .

如果远期汇率等于即期汇率，叫做平价。

If the forward rate is on the same level as the spot rate , they are known as at par .

而波动率最小的远期汇率品种，其到期期限集中在18个月、30个月和2年。

The maturities that have the least volatility reaction to interest rate change are 18 month , 30 month and 2 year .

一种货币在兑换另一种货币时，远期汇率有升水或贴水情况。

The forward rate of a currency is at a " premium " or at a " discount " in terms of another .

为了计算实际的远期汇率溢价的货币，保费将当场日期减去。

To calculate the actual forward rate for a currency at a premium , the premium will be subtracted from the spot date .

近两个月来，人民币离岸市场远期汇率所显示的升值速度已大幅放缓。

Over the last two months , the offshore forward market for the Chinese currency has shown a much slower rate of appreciation .

而信息因素和风险溢价因素与到期期限有关，最终决定了远期汇率有效性偏离程度的期限结构曲线。

The joint actions of information factors and risk premium factors produce the curve of the term structure of the foreign exchange market efficiency .

根据利率平价理论可知，远期汇率是即期汇率的风向标。

From the interest rate parity theory , we know that , the forward rate is the " wind vane " of the spot exchange rate .

远期汇率的定价和风险管理在新的汇率形成机制下成为日趋重要的问题。

Forward rate fixed price and risk management , in the new exchange rate forms under the mechanism to become day by day the important question .

研究对象与第二章相同，本章运用线性时间序列模型对远期汇率合约日收益率时间序列进行统计建模，通过计算格林函数研究远期汇率动态特征。

The chapter fits daily yield of forward exchange rate in linear time series model and describes the forward exchange rate volatility by calculating the Green function .

然而，分析师表示，韩国政府可能恢复征收针对外国投资者购买债券的预扣税，并可能进一步限制远期汇率交易。

However , analysts said the government might revive a withholding tax on foreign investors ' bond holdings , and may impose further limits on currency forward trading .

但凡发生市场认为会影响对港元信心的事件，港元远期汇率都可能会出现不寻常的变动。

Whenever there is an event that is perceived by the market to be relevant to confidence in the Hong Kong dollar , unusual movements may be detected .

通过对2005年汇改后数据的实证分析，证明了人民币即期汇率与远期汇率之间存在的相关关系以及它们之间不存在长期均衡（协整）关系。

Through testing the data after 2005 , has proved that RMB spot and forward exchange rate exists the correlativity and do not exist long-term balanced ( co-integration ) relationship .

本文介绍一种方法，在不知道“标价方法”和“升水”或“贴水”的情况下，也可以计算远期汇率。

This paper introduces a method that even if we don 't know " quotation method " and " premium " or " discount ", we also can count forward rate .

远期汇率也有买入价和卖出价，所以远期汇率的升水数或贴水数，也都有大小两个数。

Forward exchange rate also has buying cost and sell offer , so the premium of forward exchange rate is counted or agio is counted , also have volume two number .

直接标价法下，远期汇率等于即期汇率加升水数或减贴水数。在间接标价法下，远期汇率等于即期汇率减升水数或加贴水数。

The forward rate is obtained by adding the premium to , or subtracting the discount from the spot rate the direct quotation method , or vice verse under the indirect quotation method .

基于理性期望的利率期限结构预期理论与期限溢酬人民币美元即期汇率与远期汇率联动关系研究

Study on the Expectation Hypotheses Theory of Term Structure and Term Premiums Based on Rational Expectation ; The Empirical Evidence of the Linkage between the Spot and Forward Exchange Rate between RMB and US Dollar