| dc.contributor.advisor | 曾巨威 | zh_TW |
| dc.contributor.author (Authors) | 陳明玉 | zh_TW |
| dc.creator (作者) | 陳明玉 | zh_TW |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 9-Apr-2010 18:11:13 (UTC+8) | - |
| dc.date.available | 9-Apr-2010 18:11:13 (UTC+8) | - |
| dc.date.issued (上傳時間) | 9-Apr-2010 18:11:13 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0929210501 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/38820 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 行政管理碩士學程 | zh_TW |
| dc.description (描述) | 92921050 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 由於亞洲金融風暴源於資產價格崩盤，引發系統性風險，影響經濟穩定發展，各國央行開始正視資產價格變動所傳達之訊息，各個金融市場之資產價格也可能反映出投資人對物價之預期及經濟成長或衰退的訊息，似乎可作為央行執行貨幣政策指標或預測未來經濟發展之參考依據。 本研究利用Ederington and Lee(1993)模型，以台灣公債日資料(01/04/2001~12/29/2006)及日內資料(08/31/2005~12/20/2006)檢視經濟數據發佈對台灣十年期公債影響。以日資料實證結果發現僅經濟成長率及海關進出口貿易發佈對公債報酬率波動有較顯著衝擊；日內資料實證結果僅CPI-WPI及景氣對策訊號有顯著影響。台灣經濟數據發佈效果不如國外債券市場來的明顯，使得國內債券市場投資人反而尋求其他私人訊息納入交易策略考慮。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論 1 第一節 研究背景與動機 1 第二節 研究方法與架構 5 第三節 研究限制 7 第四節 章節安排 8 第二章 文獻回顧 9 第一節 有關金融資產價格形成之研究 9 第二節 有關利率或價格波動之研究 10 第三節 有關消息發佈對價格影響之研究 12 第三章 本國債券市場結構 15 第一節 本國政府公債發行市場現況 18 第二節 本國政府公債流通市場現況 22 第三節 參與者 29 第四章 實證研究模型 32 第一節 模型介紹 32 第二節 資料說明 36 第五章 實證結果分析 40 第一節 結果說明 40 第二節 結果分析 50 第六章 結論 53 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0929210501 | en_US |
| dc.subject (關鍵詞) | 總體經濟數據發佈 | zh_TW |
| dc.subject (關鍵詞) | 市場微結構 | zh_TW |
| dc.subject (關鍵詞) | Macroeconomic Announcements | en_US |
| dc.subject (關鍵詞) | market microstructure | en_US |
| dc.title (題名) | 定期總體經濟數據發佈對台灣債市之影響 | zh_TW |
| dc.title (題名) | The impact of scheduled macroeconomic announcements on Taiwan’s bond market | en_US |
| dc.type (資料類型) | thesis | en |
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