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題名 即期與遠期滙率決定之理論探討 作者 周勝年 貢獻者 林柏生
周勝年日期 1986 上傳時間 5-May-2016 14:11:09 (UTC+8) 參考文獻 參考文獻 1 林淑惠，民國七十三年六月，政大碩士論文「最適即期遠期外匯市場平預之研究」。 2 關小華，民國七十二年六月，政大碩士論文「隨機模型下最適外匯市場之干預」。 3 顧瑩華，民國七十三年六月，政大碩士論文「預期、資本移動與最適外匯管理政策」。 4 Aoki, M. and M. Canzoneri, "Reduced Form of Rational Expectation Models," The Quarterly Journal of Economics( Feb, 1979), pp. 59-71. 5 Beenstock, M., "Rational Expectation and the Effect of Exchange-Rate Intervention on the Exchange Rate," Journal of International Money and Finance, 1983, pp. 319-31. 6 Boyer, R. S., "Optimal Foreign exchange Market Intervention," Journal of Polictical Economy, December 1978, pp. 1045-55. 7 Buiter, W. H., "Feedback and the Use of Current Linear Policy Rules in Rational Expectations Models," NBER Working Paper No. 335, April 1979 . 8 Chow, G. C., Econometric Analysis by Control Methods, Chapter 15(John Wiley & Sons), 1981. 9 Chun-Yan Wang, "A Supplement to Reduced Forms of Retional Expectations Models," Economic Essays(National Taiwan University), Vol. XI, May 1983. 10 Driskill, R. and S. McCafferty, "Speculation, Rational Expectations, and Stability of the Foreign Exchange Market," Journal of International Economics 10, 1980, pp. 91-102 . 11 Driskill, R. and S . McCafferty, "Exchange-Rate Variability, Real And Money Stocks, and The Degree of Capital Mobility Under Rational Expectations," The Quarterly Journal of Economics, November , 1980, pp. 577-860 . 12 Driskill, R. and S. McCafferty, "Spot and Forward Rates in a stochastic Model of the Foreign Exchange Market," Journal of International Economics, Vol. 12, 1982, pp. 313-31 . 13 EATON , J. and TURNORSKY, S. J., "Exchange Risk, Policatal Risk and Macroeconomic Equilibrium," American Economic Review, March 1983, pp.183-89 . 14 EATON, J. and TURNOVSKY, S. J., "The Forward Exchange Market, speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 1984, pp.45-69. 15 KAWAI, Marsahiro, "Exchange-Rate Volatility, Balance-of-Payments Instability and Stabilizing-Destabilizing capital Flows," Weltwirt-schaftliches Archiv, 1982, 118, pp. 430- 42 . 16 KAWAI, Marsahiro, "The Effect of Forward Exchange on Spot-Rate Volatility under Risk and Rational Expectations," Journal of International Economics 16, 1984, pp.155-72. 17 Kimbrough, Kent P., "Aggregate Information and the Role of Monetary Policy in an Open Economys" Journal of Polictal Exonomy, 1984 , Vol.92, No.2. 18 Holden, K., D. A. Peel and J. L. Thompson,1985, "Expectation Theory and Evidence" (London-Macmillan). 19 Levi, M. "Spot versus Forward Speculation and Hedgging" A Diagrammatic Exposition," Journal of International Money and Finance , 1984 , 3,pp. 105-09 . 20 McCallum, B. T., "On Non-uniqueness in Rational Expectations Models," Journal of Monetary Economics, Vol. 11, 1983. 21 Muth, J., "Rational expectation and The Theory of Price Movements," Econometrica, Vol.29, No.3 ( 1961). 22 Phaup, E. D., "A Reinterpretation of the Modern Theory of Forward Exchange Rates," Journal of Money, Credit, and Banking, Vol .13, 1981. pp. 477-84. 23 Roper, D. E. and S. J. TURNOVSKY, "Optimal Exchange Market Intervention in a simple stochastic Macro Model;" Canadian Journal of Economics, May 1980, pp.296-309. 24 Taylor, J. B., "Conditions for Unique Solution in Stochastic Macroecomic Models with Rational Expectations," Econometrica, Vol.45, No .6, September 1977, pp.1377-85. 25 Tsiang, S. C., "The Theory of Forward Exchange and the Effects of Government Intervention on the Forward exchange Market," IMF Staff Papers, 1959, pp.75-106. 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/#B2002006638 資料類型 thesis dc.contributor.advisor 林柏生 zh_TW dc.contributor.author (Authors) 周勝年 zh_TW dc.creator (作者) 周勝年 zh_TW dc.date (日期) 1986 en_US dc.date.accessioned 5-May-2016 14:11:09 (UTC+8) - dc.date.available 5-May-2016 14:11:09 (UTC+8) - dc.date.issued (上傳時間) 5-May-2016 14:11:09 (UTC+8) - dc.identifier (Other Identifiers) B2002006638 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/91269 - 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 隨機模型下即期與遠期匯率之決定………5 第一節 模型的設立………6 第二節 分析與比較………18 第三節 本章結語………25 第三章 修正模型下即期與遠期外匯市場的最適干預政策………33 第一節 模型的設立………34 第二節 最適干預政策分析………41 第三節 本章結語………48 第四章 結論………54 數學附錄………56 參考書目………66 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002006638 en_US dc.title (題名) 即期與遠期滙率決定之理論探討 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考文獻 1 林淑惠，民國七十三年六月，政大碩士論文「最適即期遠期外匯市場平預之研究」。 2 關小華，民國七十二年六月，政大碩士論文「隨機模型下最適外匯市場之干預」。 3 顧瑩華，民國七十三年六月，政大碩士論文「預期、資本移動與最適外匯管理政策」。 4 Aoki, M. and M. Canzoneri, "Reduced Form of Rational Expectation Models," The Quarterly Journal of Economics( Feb, 1979), pp. 59-71. 5 Beenstock, M., "Rational Expectation and the Effect of Exchange-Rate Intervention on the Exchange Rate," Journal of International Money and Finance, 1983, pp. 319-31. 6 Boyer, R. S., "Optimal Foreign exchange Market Intervention," Journal of Polictical Economy, December 1978, pp. 1045-55. 7 Buiter, W. H., "Feedback and the Use of Current Linear Policy Rules in Rational Expectations Models," NBER Working Paper No. 335, April 1979 . 8 Chow, G. C., Econometric Analysis by Control Methods, Chapter 15(John Wiley & Sons), 1981. 9 Chun-Yan Wang, "A Supplement to Reduced Forms of Retional Expectations Models," Economic Essays(National Taiwan University), Vol. XI, May 1983. 10 Driskill, R. and S. McCafferty, "Speculation, Rational Expectations, and Stability of the Foreign Exchange Market," Journal of International Economics 10, 1980, pp. 91-102 . 11 Driskill, R. and S . McCafferty, "Exchange-Rate Variability, Real And Money Stocks, and The Degree of Capital Mobility Under Rational Expectations," The Quarterly Journal of Economics, November , 1980, pp. 577-860 . 12 Driskill, R. and S. McCafferty, "Spot and Forward Rates in a stochastic Model of the Foreign Exchange Market," Journal of International Economics, Vol. 12, 1982, pp. 313-31 . 13 EATON , J. and TURNORSKY, S. J., "Exchange Risk, Policatal Risk and Macroeconomic Equilibrium," American Economic Review, March 1983, pp.183-89 . 14 EATON, J. and TURNOVSKY, S. J., "The Forward Exchange Market, speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 1984, pp.45-69. 15 KAWAI, Marsahiro, "Exchange-Rate Volatility, Balance-of-Payments Instability and Stabilizing-Destabilizing capital Flows," Weltwirt-schaftliches Archiv, 1982, 118, pp. 430- 42 . 16 KAWAI, Marsahiro, "The Effect of Forward Exchange on Spot-Rate Volatility under Risk and Rational Expectations," Journal of International Economics 16, 1984, pp.155-72. 17 Kimbrough, Kent P., "Aggregate Information and the Role of Monetary Policy in an Open Economys" Journal of Polictal Exonomy, 1984 , Vol.92, No.2. 18 Holden, K., D. A. Peel and J. L. Thompson,1985, "Expectation Theory and Evidence" (London-Macmillan). 19 Levi, M. "Spot versus Forward Speculation and Hedgging" A Diagrammatic Exposition," Journal of International Money and Finance , 1984 , 3,pp. 105-09 . 20 McCallum, B. T., "On Non-uniqueness in Rational Expectations Models," Journal of Monetary Economics, Vol. 11, 1983. 21 Muth, J., "Rational expectation and The Theory of Price Movements," Econometrica, Vol.29, No.3 ( 1961). 22 Phaup, E. D., "A Reinterpretation of the Modern Theory of Forward Exchange Rates," Journal of Money, Credit, and Banking, Vol .13, 1981. pp. 477-84. 23 Roper, D. E. and S. J. TURNOVSKY, "Optimal Exchange Market Intervention in a simple stochastic Macro Model;" Canadian Journal of Economics, May 1980, pp.296-309. 24 Taylor, J. B., "Conditions for Unique Solution in Stochastic Macroecomic Models with Rational Expectations," Econometrica, Vol.45, No .6, September 1977, pp.1377-85. 25 Tsiang, S. C., "The Theory of Forward Exchange and the Effects of Government Intervention on the Forward exchange Market," IMF Staff Papers, 1959, pp.75-106. zh_TW
