| dc.contributor.advisor | 江永裕 | zh_TW |
| dc.contributor.author (Authors) | 葉又菁 | zh_TW |
| dc.creator (作者) | 葉又菁 | zh_TW |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 14-Sep-2009 09:32:55 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 09:32:55 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 09:32:55 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0903525091 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/31215 | - |
| dc.description (描述) | 博士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 金融研究所 | zh_TW |
| dc.description (描述) | 90352509 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 本論文著眼於「無法在任意時點，利用不同經濟個體進行避險」的總體衝擊， 以「經濟個體的終生消費流量平滑化」為目標貫穿全文，探討金融中介活動所扮演的角色。全文包含兩部分。 第一部分，假設經濟體系的風險性資產總量固定且產出每期波動，是總體衝擊的來源。本文認為金融中介在累積利潤的同時，也建立了為經濟個體提供總體衝擊緩衝機制的能力；中介的利潤空間、獨占力量及契約內容共同影響總體風險分攤的運作。而金融中介與直接金融交易二者的風險分攤功能彼此互補，並非相互競爭。此外，政府應適當規範金融中介的市場結構，避免金融中介擁有過大或不足的獨占力量，進而引導中介提供福利水準較高的金融契約。 第二部分，進一步考慮將資源投入安全性與風險性生產技術的投資決策。本文認為在「經濟個體面臨個別流動性風險、且缺乏流動性的長期生產技術屬於風險性投資」的情況下，跨世代金融中介可以利用股權形式的金融契約，吸引每期新世代經濟個體參與，使當期既存中年世代參與者的風險配置效率藉由新存款的挹注而獲得改善、減緩產出波動與個人流動性需求不確定對經濟個體終生消費配置的衝擊。新世代經濟個體參與跨代中介機制不僅可與中年世代共享經濟繁榮的好處，提升事前期望效用；並且亦延續中介既有的經營策略，繼續從事跨世代金融中介業務。 | zh_TW |
| dc.description.tableofcontents | 1 序論 2 金融中介與總體風險分攤 2.1 前言 2.2 經濟環境 2.3 金融市場 2.4 金融市場與金融中介 2.4.1 跨代移轉機制 2.4.2 金融中介利潤空間 2.4.3 跨時消費平滑機制 2.4.4 老年消費完全保障機制 2.4.5 數值模擬分析與政策意涵 2.5 結論 附錄 3 跨世代金融中介與流動性供給 3.1 前言 3.2 經濟環境 3.3 中介機制與流動性供給 3.3.1 同代銀行 3.3.2 跨代資源最適配置 3.3.3 中年世代組成跨代銀行 3.3.4 新世代投資決策 3.4 結論 附錄1 附錄2 附錄3 4 總結 參考文獻 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0903525091 | en_US |
| dc.subject (關鍵詞) | 總體衝擊 | zh_TW |
| dc.subject (關鍵詞) | 金融中介 | zh_TW |
| dc.subject (關鍵詞) | 風險分攤 | zh_TW |
| dc.subject (關鍵詞) | 流動性供給 | zh_TW |
| dc.subject (關鍵詞) | aggregate shocks | en_US |
| dc.subject (關鍵詞) | financial intermediation | en_US |
| dc.subject (關鍵詞) | risk sharing | en_US |
| dc.subject (關鍵詞) | liquidity provision | en_US |
| dc.title (題名) | 總體衝擊下的金融中介活動 | zh_TW |
| dc.type (資料類型) | thesis | en |
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