| dc.contributor.advisor | 陳坤銘<br>饒秀華 | zh_TW |
| dc.contributor.advisor | Chen, Kun Ming<br>Rau, Hsiu Hau | en_US |
| dc.contributor.author (Authors) | 郭佩婷 | zh_TW |
| dc.contributor.author (Authors) | Kuo, Pei Ting | en_US |
| dc.creator (作者) | 郭佩婷 | zh_TW |
| dc.creator (作者) | Kuo, Pei Ting | en_US |
| dc.date (日期) | 2007 | en_US |
| dc.date.accessioned | 18-Sep-2009 14:14:19 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 14:14:19 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 14:14:19 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0095351019 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35132 | - |
| 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) | 95351019 | zh_TW |
| dc.description (描述) | 96 | zh_TW |
| dc.description.abstract (摘要) | 本文目的在於探討匯率不確定性對台灣出口波動之影響。本文應用Barkoulas et al.(2002)理論架構，利用台灣1989年至2007年的月資料。實證結果發現：美元、日圓兌新台幣的匯率波動對於台灣出口美、日兩國的數量並無明顯的影響。美元兌新台幣的匯率波動對於以美國為進口國的台灣出口波動則有正向的影響；日圓兌新台幣的匯率波動對於以日本為進口國的台灣出口波動卻沒有顯著影響。本文認為：造成美元匯率波動主要支配力量，來自於貨幣政策制定者掌握之資訊優勢差異；造成日圓匯率波動的來源則無主要支配力量的存在。造成此種結果的原因在於貨幣政策制定者長久以來所建立的政策可信度所致，削減了造成美元匯率波動的另外二股力量。因此，新台幣兌換美元匯率波動取決於貨幣政策制定者掌握經濟真實狀況的能力與其貨幣政策方向。 | zh_TW |
| dc.description.abstract (摘要) | This paper investigates into the effect of exchange rate uncertainty on Taiwan export volatility. Under the theoretical framework of Barkoulas et al.(2002) and the empirical monthly data of Taiwan exports from 1989 to 2007, it is summarized that the exchange rate volatility of NTD/USD and NTD/JPY had no effect on the Taiwan exporting volume toward U.S. or Japan. However, the exchange rate volatility of NTD/USD did have positive effect on the export volatility of Taiwan to U.S. while that of NTD/JPY had no significant effect on the export volatility of Taiwan to Japan.It is argued that the dominant source of NTD/USD exchange rate volatility resulted from the variance of monetary authorities’ information advantage. On the other hand, it exists no such a dominant source in NTD/JPY exchange rate volatility. | en_US |
| dc.description.tableofcontents | 第1章 緒論1.1 研究動機與目的........................................11.2 研究內容與方法........................................21.3 論文架構.............................................4第2章 台灣的出口概況2.1 台灣出口趨勢介紹......................................5 2.1.1 以出口產品種類區分..............................5 2.1.2 以進口國家劃分..................................82.2出口對台灣GDP之重要性..................................10 2.2.1 台灣GDP組成分析................................10 2.2.2 台灣出口占GDP組成比例與投資占GDP組成比例之比較....112.3台美、台日出口產品結構之比較...................13第3章 文獻回顧3.1理論文獻探討................................ 163.2 實證文獻探討................................20第4章 理論架構：Barkoulas-Baum-Caglayan模型 4.1 匯率隨機過程...........................22 4.2 出口廠商行為..........................25 4.3 匯率波動對出口量與出口波動的影響........27第5章 實證架構5.1 波動估計設定................................305.2 出口量與出口波動估計式設定...................31第6章 實證結果分析 6.1資料來源與處理........................33 6.2資料分析.............................356.2.1時間序列圖................................35 6.2.2基本統計量.....................37 6.3 波動估計結果.........................38 6.4出口量與出口波動估計結果與分析..........40第7章 結論與建議7.1 結論......................................477.2 研究限制...................................487.3 對後續研究之建議............................49參考文獻.......................................50 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0095351019 | en_US |
| dc.subject (關鍵詞) | 匯率不確定性 | zh_TW |
| dc.subject (關鍵詞) | 出口波動 | zh_TW |
| dc.subject (關鍵詞) | 雙變量GARCH模型 | zh_TW |
| dc.subject (關鍵詞) | 匯率波動 | zh_TW |
| dc.subject (關鍵詞) | exchange rate uncertainty | en_US |
| dc.subject (關鍵詞) | export volatility | en_US |
| dc.subject (關鍵詞) | bivariate GARCH model | en_US |
| dc.subject (關鍵詞) | exchange rate volatility | en_US |
| dc.title (題名) | 匯率不確定性對台灣出口波動之影響 | zh_TW |
| dc.type (資料類型) | thesis | en |
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