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題名 匯率不確定性與海外直接投資時機之選擇---實質選擇權賽局理論之應用與台灣廠商之實證
其他題名 Exchange Rate Uncertainty and Thetiming of Foreign Direct Investment--- Application of Real Option Games and Empirical Analysis of Taiwanese Firms
作者 陳坤銘
貢獻者 國立政治大學國際貿易學系
行政院國家科學委員會
關鍵詞 匯率不確定性;海外直接投資;實質選擇權;賽局理論;事件歷史分析究法
Exchange rate uncertainty; foreign direct investment; real options; game theory; event history modeling
日期 2010
上傳時間 22-Jun-2012 09:49:06 (UTC+8)
摘要 本研究延續Chen et al. (2006)與Lin et al. (2006)的研究課題,應用實質選擇權賽局理論探討匯率不確定性與海外直接投資時機之關係,並利用台商至中國大陸投資的調查資料進行實證研究,以檢驗本文理論架構之解釋能力。本研究與過去大多數文獻的主要差異在於模型中考慮了寡占市場廠商的策略互動關係。理論分析方面,本研究探討的重點在於分析不同投資動機下匯率不確定性與海外直接投資的關係,並深入探討此關係與市場結構以及廠商策略互動之關聯性。實證分析方面,本研究將運用廠商資料並採用事件歷史分析法(event history analysis)進行經濟計量分析。
Abstract Following Chen et al. (2006) and Lin et al. (2006), this study applies a real option game approach to examine the relationship between exchange rate uncertainty and the timing of foreign direct investment. In addition, a recent survey dataset for Taiwanese firms’ investment into China will be employed to check the validity of our theoretic framework. In contrast to previous studies, strategic interactions among oligopolistic firms are incorporated into the model. In the theoretical part, the focus is on exploring the relationship between exchange rate movements and the timing of foreign direct investment with different motives, and investigating if the relationship is related to the market structure and oligopolistic interaction of investing firms. In the empirical part, a firm-level panel dataset along with event history modeling will be used in our econometric analysis.
關聯 基礎研究
學術補助
研究期間:9908~ 10007
研究經費:478仟元
資料類型 report
dc.contributor 國立政治大學國際貿易學系en_US
dc.contributor 行政院國家科學委員會en_US
dc.creator (作者) 陳坤銘zh_TW
dc.date (日期) 2010en_US
dc.date.accessioned 22-Jun-2012 09:49:06 (UTC+8)-
dc.date.available 22-Jun-2012 09:49:06 (UTC+8)-
dc.date.issued (上傳時間) 22-Jun-2012 09:49:06 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/53119-
dc.description.abstract (摘要) 本研究延續Chen et al. (2006)與Lin et al. (2006)的研究課題,應用實質選擇權賽局理論探討匯率不確定性與海外直接投資時機之關係,並利用台商至中國大陸投資的調查資料進行實證研究,以檢驗本文理論架構之解釋能力。本研究與過去大多數文獻的主要差異在於模型中考慮了寡占市場廠商的策略互動關係。理論分析方面,本研究探討的重點在於分析不同投資動機下匯率不確定性與海外直接投資的關係,並深入探討此關係與市場結構以及廠商策略互動之關聯性。實證分析方面,本研究將運用廠商資料並採用事件歷史分析法(event history analysis)進行經濟計量分析。en_US
dc.description.abstract (摘要) Abstract Following Chen et al. (2006) and Lin et al. (2006), this study applies a real option game approach to examine the relationship between exchange rate uncertainty and the timing of foreign direct investment. In addition, a recent survey dataset for Taiwanese firms’ investment into China will be employed to check the validity of our theoretic framework. In contrast to previous studies, strategic interactions among oligopolistic firms are incorporated into the model. In the theoretical part, the focus is on exploring the relationship between exchange rate movements and the timing of foreign direct investment with different motives, and investigating if the relationship is related to the market structure and oligopolistic interaction of investing firms. In the empirical part, a firm-level panel dataset along with event history modeling will be used in our econometric analysis.en_US
dc.language.iso en_US-
dc.relation (關聯) 基礎研究en_US
dc.relation (關聯) 學術補助en_US
dc.relation (關聯) 研究期間:9908~ 10007en_US
dc.relation (關聯) 研究經費:478仟元en_US
dc.subject (關鍵詞) 匯率不確定性;海外直接投資;實質選擇權;賽局理論;事件歷史分析究法en_US
dc.subject (關鍵詞) Exchange rate uncertainty; foreign direct investment; real options; game theory; event history modelingen_US
dc.title (題名) 匯率不確定性與海外直接投資時機之選擇---實質選擇權賽局理論之應用與台灣廠商之實證zh_TW
dc.title.alternative (其他題名) Exchange Rate Uncertainty and Thetiming of Foreign Direct Investment--- Application of Real Option Games and Empirical Analysis of Taiwanese Firmsen_US
dc.type (資料類型) reporten