| dc.contributor.advisor | 沈中華 | zh_TW |
| dc.contributor.author (Authors) | 馮憲航 | zh_TW |
| dc.creator (作者) | 馮憲航 | zh_TW |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 18-Sep-2009 15:55:45 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 15:55:45 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 15:55:45 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0091258025 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35751 | - |
| 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) | 91258025 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 最近翻閱報章雜誌，常常發現某某公司對於利率交換的不熟悉造成操作失當賠了不少錢，更甚者，有的公司企業不知如何用利率交換規避利率變動的風險，造成公司業績表現出狀況，加上在2006年台灣跟全世界同步必須加入金融界所謂的巴塞爾II協定，此協定乃針對金融界的風險管理，包含信用、市場、資訊等方面，如果不及早了解風險管理的重要，將來金融界可能會出現難得一見的大洗牌，只有善於處理資產負債的公司才能存活甚至壯大。利率交換屬於衍生性金融商品的一種，主要用途為管理公司內部有關利率的風險部位，故本研究在時下愈重視風險管理的因素之下，起而對影響利率交換價差的因子作推測，並加以驗證，從參考國內外文獻，並決定顯出5個能影響利率交換價差的解釋變數，其中基於全球金融服務自由化愈來愈開放的今天，選取的變數主要還是針對跨國性的影響，並另外擇出對台灣本地交換市場的幾項影響因子作實證，實證結果也確實如預測一樣，國際的因素會對本地市場造成影響，只不過在影響之餘也要考量其他因素及時間長短對結果之情況又有些許不同。但大部份的結果都如模型推估一樣，顯示出交換價差確實會受到文中提到變數之影響。雖然已進入21世紀的時代，資訊及網路的發達造就了全世界的互通有無，但是就風險管理的前景而言，預測未來本來就不是一件很容易的工作，更何況是瞬息萬變的金融界，至少如何有效的推估利率變化已經是刻不容緩的地步，且確實已有多方早就在詳細的研究中，所以本研究希望透過對影響利率交換價差因子的找尋及實證，姑且不論是否完全符合市場之預期，但至少發現對交換價差而言，人們的預期心理確實在這議題上，已佔了不可忽視的地步，最後的部分給後續的研究者一些建議，或許並不一定完善，但希望能給後續對本議題有研究興趣者一些參考方向。 | zh_TW |
| dc.description.tableofcontents | 第 壹 章 緒論 1第一節 研究動機 1第二節 研究目的 4第三節 研究流程與論文架構 5第 貳 章 文獻回顧 9第 參 章 利率交換的介紹 14第一節 何謂利率交換 14第二節 利率交換的功能 14第三節 利率交換之種類 16第四節 利率交換交易的過程 20第五節 利率交換的參與者 20第六節 利率交換之報價方式 21第七節 利率交換交易可能產生之風險 22第 肆 章 研究方法與設計 24第一節 研究預期 24第二節 研究對象 29第三節 研究變數操作型定義 31第四節 資料來源 34第 伍 章 實證結果分析 36第一節 實證研究流程 36第二節 實證模型設定 36第三節 實證結果分析 37第 陸 章 結論與建議 45第一節 研究發現與結論 45第二節 研究限制與後續建議 47 | 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/#G0091258025 | en_US |
| dc.subject (關鍵詞) | 利率交換 | zh_TW |
| dc.subject (關鍵詞) | 價差 | zh_TW |
| dc.title (題名) | 美國利率交換暨公債市場等要素對臺灣利率交換價差之影響實證分析 | zh_TW |
| dc.type (資料類型) | thesis | en |
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