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| Title: | 資本移動管制與沖銷干預:臺灣的實證研究 |
| Authors: | 李建強
Li, Jian Qiang |
| Contributors: | 朱美麗
Zhu, Mei Li
李建強
Li, Jian Qiang |
| Date: | 1995 |
| Issue Date: | 2016-04-29 09:57:13 (UTC+8) |
| Abstract: | 以往探討資本移動管制與沖銷干預措施的理論文獻，大多以傳Mundell（1963）和Fleming（1962）的流量分析法作為分析架構，而忽略資產存量與資本流量之間的互動關係，為彌補上述缺失，本文採用Branson, Halttunen & Masson（1977）的資產選擇模型為基礎,先建立一個涵蓋資本管制、外匯干預與沖銷措施的理論模型，並設定對外國債券存量的需求作管制，進而以共積分析法對台灣地區1985：9－1989：11－1995：7這兩段期間的樣本資料，從事外匯干預，以及匯率、外國債券持有量等變數的長期均衡關係之實證研究。結果發現： |
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| Description: | 碩士
國立政治大學
經濟學系 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#B2002003031 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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