| dc.contributor.advisor | 饒秀華 | zh_TW |
| dc.contributor.advisor | Rau,Hsiu Hua | en_US |
| dc.contributor.author (Authors) | 黃韻禎 | zh_TW |
| dc.contributor.author (Authors) | Huang,Yun Chen | en_US |
| dc.creator (作者) | 黃韻禎 | zh_TW |
| dc.creator (作者) | Huang,Yun Chen | en_US |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 18-Sep-2009 14:12:31 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 14:12:31 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 14:12:31 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0094351005 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35119 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 國際經營與貿易研究所 | zh_TW |
| dc.description (描述) | 94351005 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 本文主要探討匯率波動對台灣出口貿易的影響，實證重點在於匯率波動估計方法之不同，是否會對出口貿易產生不同的影響。樣本期間自1990年1月至2006年12月，共204筆月資料。匯率波動的估計模型包含移動平均變異數、GARCH模型、門檻GARCH模型(TGARCH)及指數型GARCH模型(EGARCH)，本研究先估計出匯率波動因子再進一步代入出口方程式中作估計，相較於國內其他文獻，本文考慮了匯率波動不對稱情形存在的可能性，同時也考慮了變數是否呈定態的問題。實證結果顯示，台幣貶值會造成比較大的匯率波動；利用TGARCH(1,2)作為匯率波動估計模型，結果顯示匯率波動增加會刺激台灣對美國和日本的出口量。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論.....................1第二章 文獻回顧..................5第三章 模型設定與匯率波動估計......9第一節 出口模型設定...............9第二節 匯率波動因子之估計.........12第四章 實證結果..................16第一節 資料來源及資料分析.........16第二節 匯率波動風險..............21第三節 實證結果與分析............26第五章 結論與建議................34參考文獻........................36 | zh_TW |
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| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0094351005 | en_US |
| dc.subject (關鍵詞) | 匯率波動 | zh_TW |
| dc.subject (關鍵詞) | 出口 | zh_TW |
| dc.subject (關鍵詞) | 移動平均變異數 | zh_TW |
| dc.subject (關鍵詞) | GARCH | zh_TW |
| dc.subject (關鍵詞) | TGARCH | zh_TW |
| dc.subject (關鍵詞) | EGARCH | zh_TW |
| dc.title (題名) | 匯率波動對台灣出口的影響 | zh_TW |
| dc.type (資料類型) | thesis | en |
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