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    政大機構典藏 > 商學院 > 企業管理學系 > 學位論文 >  Item 140.119/91213


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    题名: 我國股票市場報酬率對抗通貨膨脹之研究
    作者: 林是彬
    贡献者: 林炯垚
    林是彬
    日期: 1986
    上传时间: 2016-05-05 13:52:59 (UTC+8)
    參考文獻: 參考文獻
    一、中文部份：
    1.林茂文，「時間數列分析與預測」，台北，華泰書局，民國72年9月。
    2.林?垚，「投資有價資產及對抗通貨膨脹：理論與實證」管理評論，第四卷第四期，民國74年12月。
    3.李恒祥，「Box-Jenkins隨機時間序列模式與指數平滑法之比較」，台北，國立政治大學企業管理研究所碩士論文，民國71年7月。
    4.李榮瑞，「實質利率與預期通貨膨脹率」，台北，國立台灣大學經濟研究所碩士論文，民國72年7月。
    5.高東正譯，「經管統計學」（下冊），台北，乾泰圖書有限公司，民國74年3月。
    6.陳超塵，「統計學」（下冊），台北，台灣商務印書館，民國71 年8月。


    二、英文部分：
    1. Akhtar, M.A. Effects of Interest Rates and Inflation on Aggregate Inventory Investment in the United States." The American Economic Review, Vol.73, No.3, June 1983, PP. 319–328.
    2. Bodie, Zvi. "Commodity Futures as a Hedge Against Inflation." The Journal of Portfolio Management, Spring 1983, PP. 12-17.
    3. Bodie, Zvi. & Victor L. Rosansky, "Risk and Return in Commodity Futures” Financial Analysts Journal, Vol. 36, No.3, May–June 1980, Pp. 29–39.
    4. Box G. E. P. and G. M. Jenkins, "Time Series Analysis-Forecasting and Control" New York: McGraw-Hill Book Company, 1976.
    5. Corlson, John A. "Short-Term Interest Rates as Predictors of Inflation: Comment" American Economic Review, Vol. 67, No. 3, June 1977, pp. 476–477.
    6. Cukiermon, Alex & Paul, Wachtel, "Relative Price Variability and Nonuniform Inflationary Expectation" Journal of Political Economy, Vol. 90, January–February 1982, PP. 146–157.
    7. Derosa, David F. "Real Rates of Return During Inflation Ex Ante and Ex Post" Journal of the Midwest Finance Association Vol. 6, 1977, pp. 1-22.
    8. Fama, Eugene F. "Short-Term Interest Rates as Predictors of Inflation" American Economic Review, Vol. 65, No. 3, June 1975, PP. 269-282.
    9. Fama, Eugene F. & G. William Schwert, "Asset Return and Inflation" Journal of Financial Economics, Vol. 5, No. 2, November 1977, pp. 115-146.
    10. Fama, Eugene F. & G. William Schwert, "Inflation Interest and Relative Prices” Journal of Business, Vol. 52, No. 2. April 1979, pp. 183–209.
    11. Fama, Eugene F. "Stock Returns, Real Activity, Inflation, and Money" The American Economic Review, Vol. 71, No. 4, September 1981, PP. 545–564.
    12. Fama, Eugene F. & Michael R. Gibbons, "Inflation, Real Returns and Capital Investment." Journal of Monetary Economics, Vol. 9, No. 3, May 1982, PP. 1-33.
    13. Eugene F. & Michael R. Gibbons. "A Comparison of Inflation Forecasts." Journal of Monetary Economics, Vol. 13, No. 3, May 1984, PP. 327–348.
    14. Ferri, Michael G., Steven J. Goldstein & It-Keong Chew. "Interest Rates and the Announcement of Inflation" Financial Management, Autumn 1983, PP. 52–61.
    15. Fisher, Irving, "The Theory of Interest" New York: The Mac Millian Co., 1930, pp. 401-107.
    16. French, Kenetch R., Richard S. Ruback & G. William Schwert "Effects of Nominal Contracting, on stock Returrns", Toarnal of Political Economy, Vol. 91, No. 1, 1983, PP. 70-96.
    17. Friedman, Benjamin M. "Who Puts the Inflation Premium into Nominal Interest Rates?" The Journal of Finance, Vol. 33, No. 3, June 1978, PP. 833–847.
    18. Garbade, Kenneth & Paul Watchtel, "Time Variation in the Relationship between Inflation and Interest Rates” Journal of Monetary Economics, Vol. 4, No. 4, Nov. 1978, PP. 755– 765.
    19. Gay, Gerald D. & Steven Manaster, "Hedging Against Commodity Price Inflation: Stocks and Bills as Substitutes for Futures Contracts" Journal of Business, Vol. 55, No. 3, July 1982, Pp. 317-343.
    20. G. E. Box and D. A. Pierce, "Distribution of residual autocorrelations in Autoregressive-integrated moving average time series models," Jour. Amer. Stat. assoc. 64, 1970, P. 1509.
    21. Geske, Robert & Richard Roll, "The Fiscal and Monetary Linkage between Stock Returns and Inflation". The Journal of Finance, Vol. 38, No. 1, March 1983, Pp. 1-33.
    22. Gultekin, Bulent N. "Stock Market Returns, and Inflation Evidence for other Countries” The Journal of Finance, Vol. 38, No. 1, Marck 1983, PP. 49-56.
    23. Gultekin, Bulent N. "Stock Market Returns and Inflation Forecasts." The Jounal of Finance, Vol. 28, No. 3, June 1983, pp. 663-673.
    24. Hendershott, Patric H. & Jarnes C. Van Horne, "Expected Inflation Implied by Capital Market Rates” Journal of Finance Vol. 28, May 1973, pp. 301-314.
    25. Ibbotson, Roger G. & Rex A. Sinquefield, "Stocks, Bonds, Bills and Inflation: The past and the Future” 1982 Edition, Charlottesville, Virginia: The Financial Analysts Research Foundation 1982.
    26. Jaffe, J. & G. Mandelkar, "The Fisher Effect for Risky Assets: An Empirical Investigation" Journal of Finance, Vol. 31, May 1976, PP. 447-458.
    27. Joins, Douglas, "Short-Term Interest Rates as Predictors of Inflation: Comment" American Economic Review, Vol. 67, No. 3, June 1977, pp. 476–477.
    28. Joungyol Lin, "THe Impact of Inflation and Interest Rates on The Performance of Futures Trading: The Metals Markets Case” PH. D. thesis of the University of Iowa May 1985.
    29. Lewellen, Willbur G. & James S. Ang. "Inflation, Security Values and Risk Premia". The Journal of Financial Research, Vol. 5, Summer 1982, pp. 105-123.
    30. Lintner. John. "Inflation and Security Return" Journal of Finance, Vol. 30, No. 2, May 1975, PP. 259-280.
    31. Long, John B. Jr. "Stock Prices, Inflation, and the Term Strueture of Interest Rates” Journal of Financial Economics, Vol. !, No. 2, July 1974, pp. 131-170.
    32. Mary Sue Younger, "A Handbook for Linear Regression". 台北，華泰書局，民國71年。
    33. Mundell, R. "Inflation and Real Interests." Journal of Political Economy, June 1963, Vol. 71, PP. 280–283.
    34. Nelson, Charles R. & William G. Schwert, "Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant" American Economic Review, Vol. 67, No. 3, June 1977, PP. 478–186.
    35. R. W. Hafer & Scott E. Hein, "on the Accuracy of Time Series, Interest Rate, and Survey Forecasts of Inflation" Journal of Business, Vol. 58, No. 4, 1985, pp.377–398.
    36. Sargent, Thomas J. An Anticipated Inflation and the Nominal Rate of Interest" Quarterly Journal of Economics Vol. 86, Vo. 2, May 1972, pp. 212-225.
    37. Schwert, G. William, "The Ajustment of Stock Prices to Information about Inflation." The Journal of Finance Vol. 36, No. 1, March 1981, pp. 15–29.
    38. Solnik, Bruno, "The Relation: Solnik, Bruno, "The Relation: between Stock Prices and Initiationany Expectation: The International Evidence." The Journal of Finance, Vol. 38, No. 1, March 1983, PP.35–48
    39. SPSS Inc. "SPSS* USER`S GUIDE: A Complete Guide to SPSS* Language and Operations". 台北，中央圖書出版社，民國72年7月。
    描述: 碩士
    國立政治大學
    企業管理學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002006476
    数据类型: thesis
    显示于类别:[企業管理學系] 學位論文

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