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題名 證券市場與所得分配
Security Market and Income Equality
作者 吳菊華
Wu, Chu-Hua
貢獻者 胡聯國
Hu, Len-Kuo
吳菊華
Wu, Chu-Hua
關鍵詞 證券市場
所得分配
風險中立
二項式分配
security market
income distribution
risk neutral
binomial distribution
日期 2000
上傳時間 30-Mar-2016 17:39:00 (UTC+8)
摘要 本研究依據Hu(1998)的理論模型來探討證券市場的存在對所得分配的影響，並且以跨國橫斷面迴歸方式進行實證分析，利用Deininger and Squire(1996)所整理的吉尼係數資料，探討五十二國1986-1990年間的平均股市發展、資本市場完全程度與所得分配之間的關係；此外，我們也對Kuzents的倒U型假設進行驗證，以分析不同經濟發展程度與所得分配之間的關係；最後，本研究進一步探討先進工業化與開發中子樣本群中，股票市場對所得分配的影響是否不同。
參考文獻 【中文文獻】
     馬信行 (民77)，國家發展指標之探索—以教育與經濟發展為主，國立政治大學學報，Vol. 58, pp. 229-272.
     【英文文獻】
     Aghion P. and P. Bolton (1992), “ Distribution and Growth in Models of Imperfect Capital Markets”, European Economic Review, Vol. 36, 1992.
     Ahluwalia, M. (1976), “Income Distribution and Development: Some Stylized Facts”, Vol. 66, No.2, American Economic Association, May, 1976.
     Alhuwalia, M. S. (1976b), “Inequality, Poverty and Development”, Journal of Development Economics, Vol.3, No 4, 1976.
     Anand, S. and S.M. Kanbur(1993), “ The Kuzents Process and the Inequality-Development Relationship”, Journal of Development Economics, Vol. 40, 1993.
     Atkinson, A. (1970), “On the Measurement of Inequality”, Journal of Economic Theory, Vol. 2, pp. 244-263, 1970.
     Balk, N., and Slottje, D.J. (1993), “A Macroeconomic Model if Income Inequality in the U.S.”, in the Changing Distribution of Income in an Open U.S. Economy, eds. J. Bergstrand, T. Cosimano, and R. Sheehan, Amsterdam: North-Holland, pp. 243-278.
     Banerjee, A and A. Newman (1991), “Risk-bearing and the theory of income distribution”, Review of Economic Studies 58, 211-235.
     Barro, R. J. and X. Sala-I-Martin (1995), Economic Growth, New York: McGraw-Hill.
     Barro R. J. (1999), “Inequality, Growth and Investment”, NBER Working Paper 7038, Mar. 1999.
     Berman, E., J. Bound and Z. Griliches (1994), “Changes in the Demand for Skilled Labor Within U.S. Manufacturing: Evidence from Annual Survey of Manufactures”, Quarterly Journal of Economics, Vol.109, pp. 367-398.
     Boriguignon, F. and C. Morisson(1990), “Income Distribution, Development and Foreign Trade: A Cross-Sectional Analysis”, European Economic Review, Vol. 34, p1113-1132, 1990.
     Boriguignon, F. and C. Morisson(1998), “Inequality and Development: the Role of Dualism”, Journal of Development Economic, Vol. 57, pp. 233-257, 1998.
     Champernowne, D. (1953), “A model of income distribution”, Economic Journal 63,318-351,1953.
     Coulter, F. A. E., F. A. Cowell, and S. P. Jenkins(1992), “Equivalence Scale Relativities and Extent of Inequality and Poverty”, Economic Journal, Vol. 102, pp. 1067-1082, Sep. 1992.
     Deininger, K. and L. Squire(1996), “A New Data Set Measuring Income Inequality”, The World Bank Economic Review, Vol. 10, No. 3, 1996.
     Deininger, K. and L. Squire(1998), “New Ways of Looking at Old Issues: Inequality and Growth”, Journal of Development Economic, Vol. 57, pp. 259-287, 1998.
     Demirguc-Kunt, Asli and Levine, Ross，(1996), “Stock market Development and financial Intermediaries: Stylized Facts,” World Bank Economic Review, May 1996b, 10(2), 291-321.
     Feldstein, M. (1999), “Reducing Poverty, not Inequality”, The Public Interest, May. 1999.
     Fields, G. (1989), “Changing in Poverty and Inequality in Developing Countries”, World Bank Research Observer, 4, pp167-186.
     Galor, O. and Zeria J. (1988), “Income Distribution and Macroeconomics”, Mimeo. Hebrew University of Jerusalem.
     Galor, O. and Zeria J. (1993), “Income Distribution and Macroeconomics”, Review of Economic Studies Vol. 60, p35-52, 1993.
     Greenwood J. and Jovanovic B. (1990), “Financial Development, Growth, and the Distribution of Income”, Journal of Political Economy, Vol. 98, No. 5, 1990.
     Grossman, G. M. and E. Helpman (1991), “Quality ladders in the Theory of Growth”, Review of Economic Studies, Vol. 58, pp. 43-61, 1991.
     Havighurst, R.J., and B. L. Neugarten (1975), Society & Education, 4th ed, Boston: Allyn & Bacon.
     Hu, L. K. (1998), “Income Equality and Security Market”, Mimeo, Chen-Chi University, 1998.
     Jain, S. (1975), “The Size Distribution of Income: A Compilation of Data”, The World Bank staff Working Paper, No. 190, Washington.
     Jenkins, S. P., and F. A. Cowell (1994), “Parametric Equivalence Scales and Scale Relativities”, Economic Journal, Vol. 104, pp. 891-900, July, 1994.
     Juhn, C., K. Murphy, and B. Pierce(1993), “Wage Inequality and the Rise in Returns to Skill”, Journal of Political Economy, Vol. 101, No. 3, 1993.
     Kravis, I. B. (1960), “International Differences in the Distribution of Income, Review of Economics and Statistics, Vol. XLII No.4, pp.408-416, November.
     Kremer, M. K. and Chen, D. (1999), “Income-Distribution Dynamics with Endogenous Fertility”, Aea Papers and Proceedings, May 1999.
     Kuzents, S. (1955), “Economic Growth and Income Inequality”, The American Economic Review, Vol. XLV, 1955.
     Kuzents, S. (1963), “Quantitative Aspects of the Economic Growth of Nations: Distribution of Income by Size”, Economic Development and Cultural Change, 11:2, Part II, pp.1-79, Jan. 1963.
     Levine, Ross (1997), “Financial Development and Economic Growth: Views and Agenda,” Journal of Economic Literature, Vol. 32, No. 5, pp. 688-726, Jun. 1997.
     Levine, Ross (1998), “The Legal Environment, Banks, and Long-Run Economic Growth,” Journal of Money, Credit, and Banking, Vol. 30, No 3, pp. 596-613. Aug. 1998.
     Li H., Squire L. and H. Zou (1998), “Explaining International and Intertemporal Variations in Income”, The Economic Journal, Vol. 108, Jan. 1998.
     Loury, G. (1981), “International Transfers and the Distribution of Earnings”, Econometrica Vol. 49, pp. 843-867,1981.
     Machin, S. (1996), “Wage Inequality in the UK”, Oxford Review of Economic Policy, Vol. 12, No. 1, pp. 47-64, 1996.
     Milanovic, B. (1995), “Poverty, Inequality and Social Policy in Transition Economies”, Transition Economics Division, Research Paper, 9, Washington, D.C., The World Bank.
     Musgrave, R.A. and P.B. Musgrave (1980), Public finance in Theory and Practice, 3rd, New York: McGraw-Hill.
     Oshima, H. T. (1962), “The International Comparison of Size Distribution of Family Incomes with Special Reference to Asia”, Review of Economics and Statistics, Vol. XLIV, No. 4, pp. 439-445, November.
     Oshima, H. T., (1970), “Income Inequality & Economic Growth: The Postwar Experience of Asia Countries, Malayan Economic Review, Vol. 15, pp. 7-41.
     Oshima, H. T., (1994), “The Impact of Technological Transformation on Historical Trends in Income Distribution of Asia and the West”, Developing Economies, Vol. 32, No. 3, pp.237-255,1994.
     Papanek, G. F., and O. Kyn (1986), “The Effect on Income Distribution of Development, The Growth Rate and Economic Strategy”, Journal of Development Economics, Vol. 23, pp. 55-65, 1986.
     Parsons, T. (1961), “The School Class as a Social System: Some of its Functions in American Society, in A.H. Halsey”, Education, Economy, & Society, pp. 434-455, New York: Free Press.
     Paukert, F. (1973), “Income Distribution at Different Levels of Development: A survey of Evidence”, International Labor Review, Vol. 108, No. 2-3, pp. 97-126, August/September, 1973.
     Pliska, S. R. (1997), Introduction to Mathematical Finance: Discrete Time Models, Balckwell Publishers Inc, Oxford.
     Polak, B. and J. A. G. Williamson (1990), “Poverty, Policy, and Industrialization: Lessons from the Distant Past”, PRD Working Paper WPS 645, Washington, D. C.,1990.
     Roberti, P. (1974), “Income Distribution: A Time-Series and a Cross-Section Study”, Economic Journal, 84:335, pp.629-638, Sep, 1974.
     Romer, P. M. (1992), “Two Strategies for Economic Development: Using Ideas and Producing Ideas”, World Bank Annual Conference on Economic Development, Washington D.C., The World Bank, 1992.
     Theil, H. (1967), “Economics and Information Theory”, Amsterdam, North-Holland.
     Ward, M. D. (1978), The Political Economics of Distribution: Equality Versus Inequality, New York: Elsevier.
     Welch, F. (1999), “ In Defense of Inequality”, Aea Papers and Proceedings, Vol. 89, No. 2, May, 1999.
     Wood, A. (1997), “Openness and Wage Inequality in Developing Countries: The Latin America Challenge to East Asian Conventional Wisdom”, The World Bank Economic Review, Vol. 11, No. 1, pp. 33-57, 1997.
描述 碩士
國立政治大學
國際經營與貿易學系
87351002
資料來源 http://thesis.lib.nccu.edu.tw/record/#A2002002045
資料類型 thesis
dc.contributor.advisor 胡聯國zh_TW
dc.contributor.advisor Hu, Len-Kuoen_US
dc.contributor.author (Authors) 吳菊華zh_TW
dc.contributor.author (Authors) Wu, Chu-Huaen_US
dc.creator (作者) 吳菊華zh_TW
dc.creator (作者) Wu, Chu-Huaen_US
dc.date (日期) 2000en_US
dc.date.accessioned 30-Mar-2016 17:39:00 (UTC+8)-
dc.date.available 30-Mar-2016 17:39:00 (UTC+8)-
dc.date.issued (上傳時間) 30-Mar-2016 17:39:00 (UTC+8)-
dc.identifier (Other Identifiers) A2002002045en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/83085-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 國際經營與貿易學系zh_TW
dc.description (描述) 87351002zh_TW
dc.description.abstract (摘要) 本研究依據Hu(1998)的理論模型來探討證券市場的存在對所得分配的影響，並且以跨國橫斷面迴歸方式進行實證分析，利用Deininger and Squire(1996)所整理的吉尼係數資料，探討五十二國1986-1990年間的平均股市發展、資本市場完全程度與所得分配之間的關係；此外，我們也對Kuzents的倒U型假設進行驗證，以分析不同經濟發展程度與所得分配之間的關係；最後，本研究進一步探討先進工業化與開發中子樣本群中，股票市場對所得分配的影響是否不同。zh_TW
dc.description.tableofcontents 封面頁
     證明書
     致謝詞
     論文摘要
     第一章　緒論
     第一節、研究動機與目的
     第二節、研究方法
     第三節、研究內容概要
     第二章　文獻回顧
     第一節、所得分配與經濟成長的爭論
     第二節、探討影響所得分配因素之文獻
     第三節、資本市場與所得分配之間的關係
     第三章　理論模型
     第一節、消費及投資模型
     第二節、無限制下之最適解－CARA及Binomial Model
     第三節、有限制下的最適解
     第四章　實證分析
     第一節、所得分配資料來源及處理
     第二節、解釋變數之選擇與說明
     第三節、實證結果
     第四節、敏感性分析
     第五節、子樣本群分析
     第五章　結論與建議
     參考文獻
     附表
     附錄		zh_TW
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dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#A2002002045en_US
dc.subject (關鍵詞) 證券市場zh_TW
dc.subject (關鍵詞) 所得分配zh_TW
dc.subject (關鍵詞) 風險中立zh_TW
dc.subject (關鍵詞) 二項式分配zh_TW
dc.subject (關鍵詞) security marketen_US
dc.subject (關鍵詞) income distributionen_US
dc.subject (關鍵詞) risk neutralen_US
dc.subject (關鍵詞) binomial distributionen_US
dc.title (題名) 證券市場與所得分配zh_TW
dc.title (題名) Security Market and Income Equalityen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 【中文文獻】
     馬信行 (民77)，國家發展指標之探索—以教育與經濟發展為主，國立政治大學學報，Vol. 58, pp. 229-272.
     【英文文獻】
     Aghion P. and P. Bolton (1992), “ Distribution and Growth in Models of Imperfect Capital Markets”, European Economic Review, Vol. 36, 1992.
     Ahluwalia, M. (1976), “Income Distribution and Development: Some Stylized Facts”, Vol. 66, No.2, American Economic Association, May, 1976.
     Alhuwalia, M. S. (1976b), “Inequality, Poverty and Development”, Journal of Development Economics, Vol.3, No 4, 1976.
     Anand, S. and S.M. Kanbur(1993), “ The Kuzents Process and the Inequality-Development Relationship”, Journal of Development Economics, Vol. 40, 1993.
     Atkinson, A. (1970), “On the Measurement of Inequality”, Journal of Economic Theory, Vol. 2, pp. 244-263, 1970.
     Balk, N., and Slottje, D.J. (1993), “A Macroeconomic Model if Income Inequality in the U.S.”, in the Changing Distribution of Income in an Open U.S. Economy, eds. J. Bergstrand, T. Cosimano, and R. Sheehan, Amsterdam: North-Holland, pp. 243-278.
     Banerjee, A and A. Newman (1991), “Risk-bearing and the theory of income distribution”, Review of Economic Studies 58, 211-235.
     Barro, R. J. and X. Sala-I-Martin (1995), Economic Growth, New York: McGraw-Hill.
     Barro R. J. (1999), “Inequality, Growth and Investment”, NBER Working Paper 7038, Mar. 1999.
     Berman, E., J. Bound and Z. Griliches (1994), “Changes in the Demand for Skilled Labor Within U.S. Manufacturing: Evidence from Annual Survey of Manufactures”, Quarterly Journal of Economics, Vol.109, pp. 367-398.
     Boriguignon, F. and C. Morisson(1990), “Income Distribution, Development and Foreign Trade: A Cross-Sectional Analysis”, European Economic Review, Vol. 34, p1113-1132, 1990.
     Boriguignon, F. and C. Morisson(1998), “Inequality and Development: the Role of Dualism”, Journal of Development Economic, Vol. 57, pp. 233-257, 1998.
     Champernowne, D. (1953), “A model of income distribution”, Economic Journal 63,318-351,1953.
     Coulter, F. A. E., F. A. Cowell, and S. P. Jenkins(1992), “Equivalence Scale Relativities and Extent of Inequality and Poverty”, Economic Journal, Vol. 102, pp. 1067-1082, Sep. 1992.
     Deininger, K. and L. Squire(1996), “A New Data Set Measuring Income Inequality”, The World Bank Economic Review, Vol. 10, No. 3, 1996.
     Deininger, K. and L. Squire(1998), “New Ways of Looking at Old Issues: Inequality and Growth”, Journal of Development Economic, Vol. 57, pp. 259-287, 1998.
     Demirguc-Kunt, Asli and Levine, Ross，(1996), “Stock market Development and financial Intermediaries: Stylized Facts,” World Bank Economic Review, May 1996b, 10(2), 291-321.
     Feldstein, M. (1999), “Reducing Poverty, not Inequality”, The Public Interest, May. 1999.
     Fields, G. (1989), “Changing in Poverty and Inequality in Developing Countries”, World Bank Research Observer, 4, pp167-186.
     Galor, O. and Zeria J. (1988), “Income Distribution and Macroeconomics”, Mimeo. Hebrew University of Jerusalem.
     Galor, O. and Zeria J. (1993), “Income Distribution and Macroeconomics”, Review of Economic Studies Vol. 60, p35-52, 1993.
     Greenwood J. and Jovanovic B. (1990), “Financial Development, Growth, and the Distribution of Income”, Journal of Political Economy, Vol. 98, No. 5, 1990.
     Grossman, G. M. and E. Helpman (1991), “Quality ladders in the Theory of Growth”, Review of Economic Studies, Vol. 58, pp. 43-61, 1991.
     Havighurst, R.J., and B. L. Neugarten (1975), Society & Education, 4th ed, Boston: Allyn & Bacon.
     Hu, L. K. (1998), “Income Equality and Security Market”, Mimeo, Chen-Chi University, 1998.
     Jain, S. (1975), “The Size Distribution of Income: A Compilation of Data”, The World Bank staff Working Paper, No. 190, Washington.
     Jenkins, S. P., and F. A. Cowell (1994), “Parametric Equivalence Scales and Scale Relativities”, Economic Journal, Vol. 104, pp. 891-900, July, 1994.
     Juhn, C., K. Murphy, and B. Pierce(1993), “Wage Inequality and the Rise in Returns to Skill”, Journal of Political Economy, Vol. 101, No. 3, 1993.
     Kravis, I. B. (1960), “International Differences in the Distribution of Income, Review of Economics and Statistics, Vol. XLII No.4, pp.408-416, November.
     Kremer, M. K. and Chen, D. (1999), “Income-Distribution Dynamics with Endogenous Fertility”, Aea Papers and Proceedings, May 1999.
     Kuzents, S. (1955), “Economic Growth and Income Inequality”, The American Economic Review, Vol. XLV, 1955.
     Kuzents, S. (1963), “Quantitative Aspects of the Economic Growth of Nations: Distribution of Income by Size”, Economic Development and Cultural Change, 11:2, Part II, pp.1-79, Jan. 1963.
     Levine, Ross (1997), “Financial Development and Economic Growth: Views and Agenda,” Journal of Economic Literature, Vol. 32, No. 5, pp. 688-726, Jun. 1997.
     Levine, Ross (1998), “The Legal Environment, Banks, and Long-Run Economic Growth,” Journal of Money, Credit, and Banking, Vol. 30, No 3, pp. 596-613. Aug. 1998.
     Li H., Squire L. and H. Zou (1998), “Explaining International and Intertemporal Variations in Income”, The Economic Journal, Vol. 108, Jan. 1998.
     Loury, G. (1981), “International Transfers and the Distribution of Earnings”, Econometrica Vol. 49, pp. 843-867,1981.
     Machin, S. (1996), “Wage Inequality in the UK”, Oxford Review of Economic Policy, Vol. 12, No. 1, pp. 47-64, 1996.
     Milanovic, B. (1995), “Poverty, Inequality and Social Policy in Transition Economies”, Transition Economics Division, Research Paper, 9, Washington, D.C., The World Bank.
     Musgrave, R.A. and P.B. Musgrave (1980), Public finance in Theory and Practice, 3rd, New York: McGraw-Hill.
     Oshima, H. T. (1962), “The International Comparison of Size Distribution of Family Incomes with Special Reference to Asia”, Review of Economics and Statistics, Vol. XLIV, No. 4, pp. 439-445, November.
     Oshima, H. T., (1970), “Income Inequality & Economic Growth: The Postwar Experience of Asia Countries, Malayan Economic Review, Vol. 15, pp. 7-41.
     Oshima, H. T., (1994), “The Impact of Technological Transformation on Historical Trends in Income Distribution of Asia and the West”, Developing Economies, Vol. 32, No. 3, pp.237-255,1994.
     Papanek, G. F., and O. Kyn (1986), “The Effect on Income Distribution of Development, The Growth Rate and Economic Strategy”, Journal of Development Economics, Vol. 23, pp. 55-65, 1986.
     Parsons, T. (1961), “The School Class as a Social System: Some of its Functions in American Society, in A.H. Halsey”, Education, Economy, & Society, pp. 434-455, New York: Free Press.
     Paukert, F. (1973), “Income Distribution at Different Levels of Development: A survey of Evidence”, International Labor Review, Vol. 108, No. 2-3, pp. 97-126, August/September, 1973.
     Pliska, S. R. (1997), Introduction to Mathematical Finance: Discrete Time Models, Balckwell Publishers Inc, Oxford.
     Polak, B. and J. A. G. Williamson (1990), “Poverty, Policy, and Industrialization: Lessons from the Distant Past”, PRD Working Paper WPS 645, Washington, D. C.,1990.
     Roberti, P. (1974), “Income Distribution: A Time-Series and a Cross-Section Study”, Economic Journal, 84:335, pp.629-638, Sep, 1974.
     Romer, P. M. (1992), “Two Strategies for Economic Development: Using Ideas and Producing Ideas”, World Bank Annual Conference on Economic Development, Washington D.C., The World Bank, 1992.
     Theil, H. (1967), “Economics and Information Theory”, Amsterdam, North-Holland.
     Ward, M. D. (1978), The Political Economics of Distribution: Equality Versus Inequality, New York: Elsevier.
     Welch, F. (1999), “ In Defense of Inequality”, Aea Papers and Proceedings, Vol. 89, No. 2, May, 1999.
     Wood, A. (1997), “Openness and Wage Inequality in Developing Countries: The Latin America Challenge to East Asian Conventional Wisdom”, The World Bank Economic Review, Vol. 11, No. 1, pp. 33-57, 1997.		zh_TW