套汇,逃汇,套利与资本管制的博弈分析

运用博弈论的方法对套汇逃汇，等问题进行了研究，建立了有关的数学模型，并在模型给出结果的基础上，对一些缓解该问题的措施之可行性进行了理论分析。

The theoretical game analysis of exchange arbitrage, interest arbitrage and illegal capital flows versus capital account control

With regard to China, capital account is still under rigorous control and foreign capital will have mechanism to move in to get arbitrage profit under conditions that domestic interest rate is higher than that of foreign capital market. Before the southeastern Asian financial crisis, the problem of foreign arbitrage capital moving in and ist effects on domestic economics reform had been concerned by the government and economists. However, after the financial crisis, even though the Chinese government promised that RMB would not be depreciated, illegal capital outflows occurred. In the paper the problem in game theory is studied and a mathematical model is set up. Based on the results of the model, practicability of some actions to alleviate the problem is also analyzed.