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題名 最適即期遠期外滙市場干預之研究 作者 林淑惠 貢獻者 林柏生
林淑惠日期 1984 上傳時間 10-Nov-2016 13:51:58 (UTC+8) 摘要 第一章 緒論1 第二章 有關文獻之回顧7 第一節 資本完全移動下最適即期、遠期外滙市場干預政策8 I、假設8 Ⅱ、模型與分析8 Ⅲ、本節結語24 第二節 資本不完全移動下最適即期、遠期外滙市場干預政策24 I、假設25 Ⅱ、模型介紹25 Ⅲ、資本不完全移動下之最適干預政策分析28 Ⅶ、資本完全移動下之最適干預政策分析34 V、資本完全不移動下之最適干預政策分析34 Ⅵ、本節結語35 第三節 本章結論35第三章 修正模型下之最適即期、遠期外匯市場干預政策43第一節 概說43第二節 模型介紹44第三節 資本不完全移動下之最適外滙市場干預政策50 I、最適干預政策分析54Ⅱ、本節結語64第四節 資本完全移動下之最適外滙市場干預政策65 I、最適干預政策分析67Ⅱ、本節結語70第五節 資本完全不移動下之最適外滙市場干預政策71 I、最適干預政策分析72Ⅱ、本節結語74第六節 本章結論74第四章 結論81數學附錄87參考文獻95 參考文獻 蕭文宗著，「固定、浮動與管理浮動滙率之比較」，企銀季刊第五卷第三期，台北：台灣中小企業銀行調查研究室出版，民國七十一年一月：頁31 - 51。Boyer, R. S., "Optimal Foreign Exchange Market Intervention ," Journal of Political Economy, December 1978, pp. 1045-1055.Buiter, W. H.," Feedback and the Use of Current Linear Policy Rules in Rational Expectations Models, "NBER Working Paper No. 335, April 1979.Chow, G. C., Econometric Analysis by Control Methods, Chapter 15 ( John Wiley & Sons ), 1981.Cox, W. M., "Unanticipated Money, Output, and Prices in the Small Economy," Journal of Monetary Economics , Vol. 6, 1980, pp. 359-384.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. 313-331.Eaton, J. and S. J. Turnovsky, " Exchange Risk, Political Risk and Macroeconomic Equilibrium, Discussing Paper No. 388, Economic Growth Center, Yale University, September 1981.Eaton, J. and S. J. Turnovsky, " Exchange Risk, Political Risk and Macroeconomic Equilibrium," American Economic Review, March 1983, pp. 183-189.Eaton, J. and S. J. Turnovsky, " The Forward Exchange Market, Speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 1984, pp. 45-69.Frankel, J. A., "Monetary and Portfolio-Balance Models of Exchange Rate Determination," in J. Bhandari and B. Putnam, eds., Economic Interdependence and Exchange Rates (The MIT Press ), 1983, pp. 84-115.McCallum, B. T., " On Non-Uniqueness in Rational Expectations Models," Journal of Monetary Economics, Vol. 11, 1983, pp. 139-168.Kawai, Masahiro, " The Behavior of an Open-Economy Firm Under Flexible Exchange Rate," Economics 48, 1981, pp. 45-60.Kawai, Masahiro, " The Eeffect of Forward Exchange on Spot Rate Volatility under Risk and Rational Expectations," The Johns Hopkins University Working Paper, No. 113, October 1982a.Kawai, Masahiro, " Exchange Rate Volatility and Balance of Payments Instability in a Rational Expectations Model of Forward Exchange," The Johns Hopkins University Working Paper, No. 117, November 1982b.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.Taylor, J. B., " Conditions for Unique Solutions in Stochastic Macroeconmic Models with Rational Expectations," Econometrica, Vol. 45, No. 6, September 1977, pp. 1377-1385.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. 關聯 國立政治大學
國際貿易研究所
碩士
72資料類型 thesis dc.contributor.advisor 林柏生 dc.contributor.author (Authors) 林淑惠 dc.creator (作者) 林淑惠 zh_TW dc.date (日期) 1984 dc.date.accessioned 10-Nov-2016 13:51:58 (UTC+8) - dc.date.available 10-Nov-2016 13:51:58 (UTC+8) - dc.date.issued (上傳時間) 10-Nov-2016 13:51:58 (UTC+8) - dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/103736 - dc.description.abstract (摘要) 第一章 緒論1 第二章 有關文獻之回顧7 第一節 資本完全移動下最適即期、遠期外滙市場干預政策8 I、假設8 Ⅱ、模型與分析8 Ⅲ、本節結語24 第二節 資本不完全移動下最適即期、遠期外滙市場干預政策24 I、假設25 Ⅱ、模型介紹25 Ⅲ、資本不完全移動下之最適干預政策分析28 Ⅶ、資本完全移動下之最適干預政策分析34 V、資本完全不移動下之最適干預政策分析34 Ⅵ、本節結語35 第三節 本章結論35第三章 修正模型下之最適即期、遠期外匯市場干預政策43第一節 概說43第二節 模型介紹44第三節 資本不完全移動下之最適外滙市場干預政策50 I、最適干預政策分析54Ⅱ、本節結語64第四節 資本完全移動下之最適外滙市場干預政策65 I、最適干預政策分析67Ⅱ、本節結語70第五節 資本完全不移動下之最適外滙市場干預政策71 I、最適干預政策分析72Ⅱ、本節結語74第六節 本章結論74第四章 結論81數學附錄87參考文獻95 dc.format.extent 115 bytes - dc.format.mimetype text/html - dc.relation (關聯) 國立政治大學 dc.relation (關聯) 國際貿易研究所 dc.relation (關聯) 碩士 dc.relation (關聯) 72 dc.title (題名) 最適即期遠期外滙市場干預之研究 zh_TW dc.type (資料類型) thesis dc.relation.reference (參考文獻) 蕭文宗著，「固定、浮動與管理浮動滙率之比較」，企銀季刊第五卷第三期，台北：台灣中小企業銀行調查研究室出版，民國七十一年一月：頁31 - 51。Boyer, R. S., "Optimal Foreign Exchange Market Intervention ," Journal of Political Economy, December 1978, pp. 1045-1055.Buiter, W. H.," Feedback and the Use of Current Linear Policy Rules in Rational Expectations Models, "NBER Working Paper No. 335, April 1979.Chow, G. C., Econometric Analysis by Control Methods, Chapter 15 ( John Wiley & Sons ), 1981.Cox, W. M., "Unanticipated Money, Output, and Prices in the Small Economy," Journal of Monetary Economics , Vol. 6, 1980, pp. 359-384.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. 313-331.Eaton, J. and S. J. Turnovsky, " Exchange Risk, Political Risk and Macroeconomic Equilibrium, Discussing Paper No. 388, Economic Growth Center, Yale University, September 1981.Eaton, J. and S. J. Turnovsky, " Exchange Risk, Political Risk and Macroeconomic Equilibrium," American Economic Review, March 1983, pp. 183-189.Eaton, J. and S. J. Turnovsky, " The Forward Exchange Market, Speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 1984, pp. 45-69.Frankel, J. A., "Monetary and Portfolio-Balance Models of Exchange Rate Determination," in J. Bhandari and B. Putnam, eds., Economic Interdependence and Exchange Rates (The MIT Press ), 1983, pp. 84-115.McCallum, B. T., " On Non-Uniqueness in Rational Expectations Models," Journal of Monetary Economics, Vol. 11, 1983, pp. 139-168.Kawai, Masahiro, " The Behavior of an Open-Economy Firm Under Flexible Exchange Rate," Economics 48, 1981, pp. 45-60.Kawai, Masahiro, " The Eeffect of Forward Exchange on Spot Rate Volatility under Risk and Rational Expectations," The Johns Hopkins University Working Paper, No. 113, October 1982a.Kawai, Masahiro, " Exchange Rate Volatility and Balance of Payments Instability in a Rational Expectations Model of Forward Exchange," The Johns Hopkins University Working Paper, No. 117, November 1982b.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.Taylor, J. B., " Conditions for Unique Solutions in Stochastic Macroeconmic Models with Rational Expectations," Econometrica, Vol. 45, No. 6, September 1977, pp. 1377-1385.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.
