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題名 股票市場與匯率動態理論之研究 作者 李秀賢 貢獻者 林柏生
李秀賢日期 1988 上傳時間 4-May-2016 14:21:57 (UTC+8) 參考文獻 參考文獻 一、中文部分 1.朱美麗、曹添旺:「產出水準、股票市場與匯率動態調整」，經濟論文，十五卷二期，中央研究院經濟研究所，民國七十六年九月，pp.45~59。 2.許振明:「預期未來關稅與資本累積」，經濟論文叢刊，十五輯二期，台大經濟學系，民國七十六年，pp.399~422。 3.陳師孟、蔡雪芳:「完全預期下之政策跨時搭配與匯率動態」，經濟論文叢刊，十六輯一期，台大經濟學系，民國七十七年，pp.1~23。 二、英文部分 4. Bhandari, J. (1982), "Exchange Rate Determination and Adjustment", New York: Praeger Studies in International Money Economics and Finance. 5. Blanchard, O. (1981), "Output, the stock Market and Interest Rates," American Economic Review, 71, 132-143. 6. Dornbusch, R. (1976), "Expectation and Exchange Rate Dynamics," Journal of Political Economy, 84, 1161-1176. 7. Flood, Rand P. Garber, (1984), "Collapsing Exchange-Rate Regimes," Journal of International Economics, 17, 1-13. 8. Gavin, M. (1986), ``The Stock Market and Exchange Rate Dynamics ," International Finance Discussion Papers, #278. 9. Gray, M and S. Turnovsky, (1979), "The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight," International Economic Review., 20, 643-660. 10. Kaplan, W. (1958) "Ordinary Differential Equation", (Reading, Mass: Adison Wesley). 11. Krugman, P. (1979), "A Model of Balance-of-Payments Crises," Journal of Money, Credit, and Banking, 11, 312-325. 12. Mussa, M. (1977), "A Dynamic Theory of Foreign Exchange," in : M.J. Artis and A.R. Nobay, eds., studies in modern economic analysis (Basil Blackwell, Oxford). 13. Mussa, M. (1982), "A Mode l of Exchange Rate Dynamics," Journal of Political Economy, 90:74-104. 14. Obstfeld, M. (1985), "Floating Exchange Rate: Experience and Prospects," Brookings Papers on Economic Activity, 2, 369-464. 15. Obstfeld, M. ( 1984), "Balance-of-Payments. Crises and Devaluation," Journal of Money, Credit, and Banking, 16, 208-217. 16. Obstfeld, M and Rogoff, K, (1984), "Exchange Rate Dynamics with Sluggish Prices Under Alternative Price -Adjustment Rules", International Economic Review, 25, 159-174. 17. Turnovsky, S. (1986), "Short-term and Long-term Interest Rates in a Monetary Model of a Small Open Economy", Journal of International Economics, 20, 291-311. 18. Wilson, C. (1979), "Anticipated Shocks and Exchange Rate Dynamics," Journal of Political Economy, 87, 639-647. 19. Yoshikawa, H. (1980), "On the "q" Theory of Investment," The American Economic Review, 70, 739-743. 描述 碩士
國立政治大學
國際經營與貿易學系資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005701 資料類型 thesis dc.contributor.advisor 林柏生 zh_TW dc.contributor.author (Authors) 李秀賢 zh_TW dc.creator (作者) 李秀賢 zh_TW dc.date (日期) 1988 en_US dc.date.accessioned 4-May-2016 14:21:57 (UTC+8) - dc.date.available 4-May-2016 14:21:57 (UTC+8) - dc.date.issued (上傳時間) 4-May-2016 14:21:57 (UTC+8) - dc.identifier (Other Identifiers) B2002005701 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90440 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 國際經營與貿易學系 zh_TW dc.description.tableofcontents 目錄 第一章 緒論………1 第二章 適應性預期模型的探討………5 第一節 模型的設立………5 第二節 匯率與股票價格內生相關的探討………9 第三節 宣告性貨幣政策的探討………12 第三章 完全預期模型的探討………28 第一節 模型的設立………28 第二節 匯率與股票價格內生相關的探討………29 第三節 數值分析……… 第四章 各種模型下，匯率與股票價格動態調整之比較………43 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005701 en_US dc.title (題名) 股票市場與匯率動態理論之研究 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考文獻 一、中文部分 1.朱美麗、曹添旺:「產出水準、股票市場與匯率動態調整」，經濟論文，十五卷二期，中央研究院經濟研究所，民國七十六年九月，pp.45~59。 2.許振明:「預期未來關稅與資本累積」，經濟論文叢刊，十五輯二期，台大經濟學系，民國七十六年，pp.399~422。 3.陳師孟、蔡雪芳:「完全預期下之政策跨時搭配與匯率動態」，經濟論文叢刊，十六輯一期，台大經濟學系，民國七十七年，pp.1~23。 二、英文部分 4. Bhandari, J. (1982), "Exchange Rate Determination and Adjustment", New York: Praeger Studies in International Money Economics and Finance. 5. Blanchard, O. (1981), "Output, the stock Market and Interest Rates," American Economic Review, 71, 132-143. 6. Dornbusch, R. (1976), "Expectation and Exchange Rate Dynamics," Journal of Political Economy, 84, 1161-1176. 7. Flood, Rand P. Garber, (1984), "Collapsing Exchange-Rate Regimes," Journal of International Economics, 17, 1-13. 8. Gavin, M. (1986), ``The Stock Market and Exchange Rate Dynamics ," International Finance Discussion Papers, #278. 9. Gray, M and S. Turnovsky, (1979), "The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight," International Economic Review., 20, 643-660. 10. Kaplan, W. (1958) "Ordinary Differential Equation", (Reading, Mass: Adison Wesley). 11. Krugman, P. (1979), "A Model of Balance-of-Payments Crises," Journal of Money, Credit, and Banking, 11, 312-325. 12. Mussa, M. (1977), "A Dynamic Theory of Foreign Exchange," in : M.J. Artis and A.R. Nobay, eds., studies in modern economic analysis (Basil Blackwell, Oxford). 13. Mussa, M. (1982), "A Mode l of Exchange Rate Dynamics," Journal of Political Economy, 90:74-104. 14. Obstfeld, M. (1985), "Floating Exchange Rate: Experience and Prospects," Brookings Papers on Economic Activity, 2, 369-464. 15. Obstfeld, M. ( 1984), "Balance-of-Payments. Crises and Devaluation," Journal of Money, Credit, and Banking, 16, 208-217. 16. Obstfeld, M and Rogoff, K, (1984), "Exchange Rate Dynamics with Sluggish Prices Under Alternative Price -Adjustment Rules", International Economic Review, 25, 159-174. 17. Turnovsky, S. (1986), "Short-term and Long-term Interest Rates in a Monetary Model of a Small Open Economy", Journal of International Economics, 20, 291-311. 18. Wilson, C. (1979), "Anticipated Shocks and Exchange Rate Dynamics," Journal of Political Economy, 87, 639-647. 19. Yoshikawa, H. (1980), "On the "q" Theory of Investment," The American Economic Review, 70, 739-743. zh_TW
