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    题名: 泡沫與匯率決定理論之研究
    Bubble and Exchange Rate Determination
    作者: 劉鴻杰
    Liu, Hong Jei
    贡献者: 林柏生
    霍德明
    Lin, Po Sheng
    Huo, Teh Ming
    劉鴻杰
    Liu, Hong Jei
    关键词: 泡沫
    匯率目標區
    浮動匯率
    變異性
    bubble
    target zone
    floating exchange rate
    volatility
    日期: 1994
    1993
    上传时间: 2016-04-29 15:18:05 (UTC+8)
    摘要: 本文主要嘗試引進泡沫於匯率目標區中，藉由調整政府政策來避免含泡沫
    之匯率路徑，不符合匯率目標區之限制。最後分別比較匯率目標區與浮動
    匯率兩制度的匯率變異性。
    參考文獻: 胡春田［1991〕,”匯率目標區與股價政策”，經濟論文，第十九卷第一期，pp.53-69.

    翁明章［1991］”匯率目標區內干預政策之研究”，國立中興大學經濟研究所碩士論文。

    張健生［1991］,”匯率目標區與外匯投資行為”，國立中興大學經濟研究所碩士論文。


    Bertola, G and Caballero, R. [1992], “Target Zones and Realignments” , American Economic Review 82, pp.520-536.

    Blanchard, O.J. [1979], “Speculative bubbles. Crashes and Rational Expectations”, Economic Letters, pp. 387-9.

    Blanchard and Fischer, S [1989]. Lectures on Macroeconomics, Cambridge, Mass:MIT Press.

    Buiter, Willem H. and Vittorio Grilli [1989], “The Gold Standard Paradox’ and ItsResolution”, NBER Working Paper No. 3178, November.

    Buitr, W. H. and Pesenti, P.A.[1990],” Raional Speculative Bubbles In A Exchange Rate Target Zone.” NBER Working Paper No. 3467, November.

    Delgado, Francisco and Bernard Dumas [1993],”Monetary Contracting Between Central Banks And The Design of Sustainable Exchange-Rate Zones”, Journal of International Economics 34. pp.201-224

    Diba. B. T. and H. I. Grossman [1988], “Rational Inflationary Bubbles”, Journal of Monetary Economics 21.pp. 35-46.

    Dornbusch, Rudiger. [1982]. “Equilibrium and Disequilibrium Exchange Rates.” Zeitschrift fur Wirtschafts und Sozialwissenchaften 102, 6 pp. 573-99.

    Flood. R., and P. Garber. [1980]. “Market Fundamentals vs. Price Level Bubbles:The First Tests. “ Journal of Political Economy 88 pp. 745-70.

    Flood, Robert P. and Peter M. Garber [1983]. “A Model of Stochastic Process Switching.” , Econometrica 51. Pp. 537-551.
    Flood, Robert P. and Peter M. Garber [1989], “The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates”, NBER Working Paper No.2918.

    Froot, Kenneth A. and Maurice Obstfeld [1989], “Stochastic process Switching:Some Simple Solutions”, NBER Working Paper No. 2998, June.

    Froot K. A. and Maurice Obstfeld [1991a]. “Exchange-rate Dynamics under Stochastric regime shift: A unified approach. “ Journal of International Economics 31. Pp.203-19.

    Froot K. A. and Maurice Obstfeld [1991b]. “Intrinsic Bubbles: The Case of Stock Prices.”The American Economic Review 81. No.5. pp. 1189-1214.

    Harrison, J. Michael [1985], Brownian Motion and Stochastic Flow Systems, John Wiley and Sons, New York.

    Ikeda, Shinsuke and Shibata Akihisa [1992]. “Fundamental=dependent Bubbles in Stock Prices. “Journal of Monetary Economics 30, pp. 143-168.

    Krugman, Paul[1991]. “Target Zones and Exchange Rate Dynamics”, Quarterly Journal of Economics 106, pp. 669-682.

    Krugman, P. and J. Rotemberg [1990], “Target Zones With Limited Reserves.”, NBER Working Paper No. 3418, August.

    Messe, Richard. 1986. “Testing for Bubbles in Exchange Markets: The Case of Sparkling Rates.” Journal of Political Economy 74 pp. 345-73.

    Miller, MARCUS, H. and Paul Weller [1990]. “Currency Bubbles Which Affect Fundamentals: A Qualitative Treatment”, The Economic Journal, Vol.100, No.400, Supplment 1990. Pp. 170-179.

    Miller , Marcus, H. and Paul Weller [1991], “Exchange Rate Bands with Price Inertia. “Economic Journal , November, Vol.101. No. 1380-99.

    Svensson, LARS E.O. [1990], “Target Zones and Interest Rate Variability”, Journal of International Economics 31. Pp. 27-54.

    Svensson, Lars E. O.[1992], “An Interpretation of Recent Research on Exchange Rate Target Zones,” Journal of Economic Prespectatives 6, pp.119-144.

    Woo, W. 1987 “Some Evidence of Speculative Bubbles in the Foreign Exchange Markets.” Journal of Money, Credit, and Banking. Vol. 19. No. 4 pp. 499-514.
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    81351031
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002003796
    数据类型: thesis
    显示于类别:[國際經營與貿易學系 ] 學位論文

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