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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/78783


    Title: 匯率波動與外匯干預
    Exchange Rate Volatility and Central Bank Intervention
    Authors: 謝柏笙
    Contributors: 林馨怡
    謝柏笙
    Keywords: 匯率波動
    外匯干預
    追蹤資料
    分量迴歸
    Date: 2015
    Issue Date: 2015-10-01 14:24:21 (UTC+8)
    Abstract: 本文章使用 Lin (2010) 的動態追蹤資料分量迴歸(DPQR)來分析匯率波動與外匯干預之間的關係。此外，本文更探討新興市場國家與非新興市場國家樣本間外匯干預對匯率波動的影響。實證結果發現,匯率波動較低時與外匯干預較不具有顯著的正向關係,然而當匯率波動較高時則與外匯干預呈現顯著
    的正向關係。此外,在新興市場國家中,可發現在高匯率波動下,外匯干預與匯率波動之間為顯著的正向關係;而非新興市場國家樣本所得到的結果為外匯干預與匯率波動之間在為不顯著的正向關係。
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    Description: 碩士
    國立政治大學
    經濟學系
    102258014
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0102258014
    Data Type: thesis
    Appears in Collections:[Department of Economics] Theses

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