| dc.contributor.advisor | 方中柔 | zh_TW |
| dc.contributor.author (Authors) | 吳宜貞 | zh_TW |
| dc.creator (作者) | 吳宜貞 | zh_TW |
| dc.date (日期) | 2002 | en_US |
| dc.date.accessioned | 14-Sep-2009 13:25:19 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 13:25:19 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 13:25:19 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0090258027 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/32212 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟研究所 | zh_TW |
| dc.description (描述) | 90258027 | zh_TW |
| dc.description (描述) | 91 | zh_TW |
| dc.description.abstract (摘要) | 本文沿用Eaton & Turnovsky (1982)的模型將遠期外匯市場套入總體模型分析，分別運用較符合經濟直覺的幾何圖形分析以及較為嚴謹的隨機微分方程解析等兩種方法，闡述在即期匯率目標區體制下，對相關經濟變數的安定效果。 我們獲致以下結論：當經濟體系存在即期外匯市場的外生干擾時，貨幣當局採行即期匯率目標區政策，對於相關經濟體系變數是否具有安定效果主要是受到經濟體系參數 （ 為投機程度）的影響。當投機程度越小，則貨幣當局採行即期匯率目標區對於即期匯率、物價與利率有安定效果，但卻得付出遠期匯率波動加劇的代價；而當投機程度越大，即期匯率目標區的採行對於經濟體系內所有變數都具有安定效果。若經濟體系存在商品市場外生干擾時，則不論投機程度大小，貨幣當局採行即期匯率體制對於經濟體系內的即期利率、物價、利率與遠期匯率都具有安定效果。此外，當我們放寬目標區區間時，不論投機程度的大小還是干擾項的來源，經濟體系的波動皆會增加。 | zh_TW |
| dc.description.tableofcontents | 目錄 頁 第一章 緒論 …………………………………………….…….. 1 第二章 文獻探討 ………………………………………….…….. 6 第一節 匯率目標區 ………………………………..…….…….. 6 第二節 遠期外匯市場 ……………………………..…….…… 12 第三章 基本架構 ………………………………………….…….. 17 第四章 即期匯率目標區的幾何圖形解析 ………....….…… 24 第一節 即期外匯市場干擾 …………………………..….…… 26 第二節 商品市場干擾 …………………………………..……. 36 第三節 經濟直覺分析 …………………..……………………. 46 第四節 小結 ………………………………..…………………. 50 第五章 即期匯率目標區的微分方程解析與數值模擬 ….. 51 第一節 即期外匯市場干擾 …………………………………... 53 第二節 遠期外匯市場干擾 …………………………………... 67 第六章 結論 ……..………….…………………………………… 79 附錄一 ……………………………………………………………… 81 附錄二 ……………………………………………………………… 83 附錄三 ……………………………………………………………… 85 參考文獻 ………………….………………………………………… 87 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0090258027 | en_US |
| dc.subject (關鍵詞) | 匯率目標區 | zh_TW |
| dc.subject (關鍵詞) | 遠期外匯 | zh_TW |
| dc.title (題名) | 遠期外匯市場下即期匯率目標區的安定效果:理論及圖形分析 | zh_TW |
| dc.type (資料類型) | thesis | en |
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