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    题名: 理性預期、股價和匯率之動態調整
    作者: 李忠賢
    贡献者: 朱美麗
    李忠賢
    日期: 1990
    1989
    上传时间: 2016-05-03 14:21:37 (UTC+8)
    參考文獻: 參考文獻
    中文部份
    1.朱美麗、曹添旺，「產出水準、股票市場與匯率動態調整」，經濟論文，第十五卷第二期，民國七十六年九月，頁45~59。
    2.曹添旺、朱美麗，「股價與匯率動態調整－理論分析與模擬驗證」，國科會研究報告，78年7月。

    英文部分

    1. Aoki, M., Dynamic Analysis of Open Economies. Academic Press, 1981.
    2. Aoki, M., "Misadjustment to Anticipated Shocks: An Example of Exchange-Rate Response," Journal of International Money and Finance, Vol.4, No.3, Sept. 1985, PP.415~20.
    3. Bhandari, J. , R. Driskill and J. Frenkel, "Capital Mobility and Exchange Rate Overshooting," European Economic Review, Vol.24, 1984, PP . 309~40.
    4. Blanchard,O., "Output, the Stock Market and Interest Rates," American Economic Review, Vol.71, March,1981 PP . 132~ 43.
    5. Blanchard, O., "Dynamic Effects of a shift In Savings; the Role of Firms," Econometrica, Vol.51,No.5, Sep.1983, PP. 1583~91.
    6. Branson, W.H., "Asset Markets and Relative Prices in Exchange Rate Determination," Seminar Paper No.66, Institute for International Economic Studies, Stockholm,1976.
    7. Chen, C.N., C.C. Lai and T.W. Tsaur, "The Loanable Funds Theory and the Dynamics of Exchange Rates: The Mundell Model Revisited," Institute of the Three Principles of the People Academia Sinica, Reprint No.88-8, June, 1988.
    8. Chow, G.C., Analysis and Control of Dynamic Economic System, New-York: Wiley, 1975.
    9. Chu, M.L., "Exchange Rate and Asset Price Dynamics in A Small Open Economy," Ph.D. Dissertation,University of Ohio, 1986.
    10. Dornbusch, R., "Expectations and Exchange Rate Dynamics," Journal of Political Economy, Vo1.84, No.6, Dec.1976, PP.1161~76.
    11. Driskill, R. and S. McCafferty, "Exchange-Rate Variabiloity, Real and Monetary Shocks, and the Degree of Capital Mobility Under Rational Expectations," The Quarterly Journal of Economics, November, 1980, PP. 577~86.
    12. Driskill, R., "Exchange Rate Overshooting, the Trade Balance and Rational Expectations," Journal of International Economics, Vol.11, 1981, PP.361~77.
    13. Driskill, R. and S.McCafferty, "Exchange-Rate Determination; An Equilibrium Approach with Imperfect Capital Substitutability," Journal of International
    Economics, Vol.23, 1987, PP.241~61.
    14 . Flood, R. P., "An Example of Exchange Rate Overshooting," Southern Economic Journal, Vol.46, 1979, PP .168~78.
    15.Frenkel, J.A. and C.A. Rodriguez, "Exchange Rate Dynamics and the Overshooting Hypothesis," IMF Staff Paper, 1982, PP.1~30.
    16. Gavin, M., "The Stock Market and Exchange Rate Dynamics," International Finance Discussion Papers,#278, Board of Governors of the Federal Reserve System, Washington D.C., 1986 .
    17. Gavin., M., "The Stock Market and Exchange Rate Dynamics," Journal of International Money and Finance, Vol. 8, 1989, PP.181~200.
    18. Hayashi, F., "Tobin`s Marginal q and Average q: A Neoclassical Interpretation," Econometrica, Vol.50, No.1, January, 1982, PP.213~24.
    19. Lucas, R.E. Jr., "Some International Evidence on Output-Inflation Trade-Offs, " American Economic Review, Vol.63, 1973, PP.326~34.
    20. McCallum, B.T. "On Non-uniqueness in Rational Expectations Models: An Attempt at Perspective,"Journal of Monetary Economics, Vo1.11, 1983, PP.139~68.
    21. Muth, J.F., "Rational Expectations and the Theroy of Price Movements," Econometrica, Vol.29, No.6, 1961,PP. 315~35.
    22. Neihans, J., "Exchange Rate Dynamics with Stock/ Flow Interaction," Journal of Political Economy, Vol.85, No.6, Dec . 1977, PP.1245~57.
    23. Sargent, T. J . , Macroeconomic Theory, New York,Academic Press, 1979.
    24. Taylor, M. P. and Keith Cuthbertson, Macroeconomic Systems, Basil Blackwell, 1987.
    25. Tobin, J., "A Gerneral Equilibrium Approach to Monetary Theory," Journal of Money, Credit and Banking, Vol .1, Feb.1969, PP.15~29 .
    26. Turnovsky, S.J., "Short-Term and Long-Term Interest Rates in A Monetary Model of A Small Open Economy,"Jorunal of International Economics, Vol .20, 1986, PP.291~31l .
    27. Wilson, C.A., "Anticipated Shocks and Exchange Rate Dynamics," Journal of Political Economy, Vol.81,No.3, June, 1979, PP.639~47.
    描述: 碩士
    國立政治大學
    經濟學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002005437
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

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