| dc.contributor | 國貿系 | |
| dc.creator (作者) | 荒井夏來 | zh_TW |
| dc.date (日期) | 2016 | |
| dc.date.accessioned | 17-May-2017 16:30:09 (UTC+8) | - |
| dc.date.available | 17-May-2017 16:30:09 (UTC+8) | - |
| dc.date.issued (上傳時間) | 17-May-2017 16:30:09 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/109729 | - |
| dc.description.abstract (摘要) | 本文藉由1998 - 2013年日本數據，研究貨幣政策在名義利率零下限狀況中的影響。我發現，擴張性貨幣政策衝擊的作用會直接影響公司債券收益率，特別是在高級公司債券收益率上。然而，預估之流轉股票價格和匯率的幅度大大地小於美國，且在多數情況中於統計上是不顯著的。 | |
| dc.description.abstract (摘要) | This paper investigates the effects of monetary policy announcements at the zero lower bound using Japanese data from 1998 to 2013. I find that the effect of expansionary monetary policy shocks is directly passed on to corporate bond yields, notably for high-grade corporate bond yields. However, the magnitude of estimated pass-through to stock prices and the exchange rate is substantially smaller than in the U.S., and not statistically significant in most cases. | |
| dc.format.extent | 1012048 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | MOST 104-2410-H-004-208 | |
| dc.subject (關鍵詞) | 利率零下限; 非常規貨幣政策; 識別不均一分散; 日本銀行 | |
| dc.subject (關鍵詞) | Zero Lower Bound; Unconventional Monetary Policy; Identification through Heteroscedasticity; Bank of Japan | |
| dc.title (題名) | 調查預測無效率之原因：政治壓力與誤解 | zh_TW |
| dc.type (資料類型) | report | |
