政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/103736

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/103736

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | 全文筆數/總筆數 : 113822/144841 (79%)
造訪人次 : 51788462 線上人數 : 504

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

搜尋範圍

查詢小技巧：

您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果

若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料

進階搜尋

主頁 ‧ 登入 ‧ 上傳 ‧ 說明 ‧ 關於政大典藏 ‧ 管理

到手機版

政大機構典藏 > 商學院 > 國際經營與貿易學系 > 學位論文 > Item 140.119/103736

請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/103736

題名:	最適即期遠期外滙市場干預之研究
作者:	林淑惠
貢獻者:	林柏生林淑惠
日期:	1984
上傳時間:	2016-11-10 13:51:58 (UTC+8)
摘要:	第一章緒論1 第二章有關文獻之回顧7 第一節資本完全移動下最適即期、遠期外滙市場干預政策8 I、假設8 Ⅱ、模型與分析8 Ⅲ、本節結語24 第二節資本不完全移動下最適即期、遠期外滙市場干預政策24 I、假設25 Ⅱ、模型介紹25 Ⅲ、資本不完全移動下之最適干預政策分析28 Ⅶ、資本完全移動下之最適干預政策分析34 V、資本完全不移動下之最適干預政策分析34 Ⅵ、本節結語35 第三節本章結論35 第三章修正模型下之最適即期、遠期外匯市場干預政策43 第一節概說43 第二節模型介紹44 第三節資本不完全移動下之最適外滙市場干預政策50 I、最適干預政策分析54 Ⅱ、本節結語64 第四節資本完全移動下之最適外滙市場干預政策65 I、最適干預政策分析67 Ⅱ、本節結語70 第五節資本完全不移動下之最適外滙市場干預政策71 I、最適干預政策分析72 Ⅱ、本節結語74 第六節本章結論74 第四章結論81 數學附錄87 參考文獻95
參考文獻:	蕭文宗著，「固定、浮動與管理浮動滙率之比較」，企銀季刊第五卷第三期，台北：台灣中小企業銀行調查研究室出版，民國七十一年一月：頁31 - 51。 Boyer, R. S., "Optimal Foreign Exchange Market Intervention ," Journal of Political Economy, December 1978, pp. 1045-1055. Buiter, W. H.," Feedback and the Use of Current Linear Policy Rules in Rational Expectations Models, "NBER Working Paper No. 335, April 1979. Chow, G. C., Econometric Analysis by Control Methods, Chapter 15 ( John Wiley & Sons ), 1981. Cox, W. M., "Unanticipated Money, Output, and Prices in the Small Economy," Journal of Monetary Economics , Vol. 6, 1980, pp. 359-384. Driskill, R. and S. McCafferty, " Spot and Forward Rates in a Stochastic Model of the Foreign Exchange Market, "Journal of International Economics, Vol. 12, 1982, pp. 313-331. Eaton, J. and S. J. Turnovsky, " Exchange Risk, Political Risk and Macroeconomic Equilibrium, Discussing Paper No. 388, Economic Growth Center, Yale University, September 1981. Eaton, J. and S. J. Turnovsky, " Exchange Risk, Political Risk and Macroeconomic Equilibrium," American Economic Review, March 1983, pp. 183-189. Eaton, J. and S. J. Turnovsky, " The Forward Exchange Market, Speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 1984, pp. 45-69. Frankel, J. A., "Monetary and Portfolio-Balance Models of Exchange Rate Determination," in J. Bhandari and B. Putnam, eds., Economic Interdependence and Exchange Rates (The MIT Press ), 1983, pp. 84-115. McCallum, B. T., " On Non-Uniqueness in Rational Expectations Models," Journal of Monetary Economics, Vol. 11, 1983, pp. 139-168. Kawai, Masahiro, " The Behavior of an Open-Economy Firm Under Flexible Exchange Rate," Economics 48, 1981, pp. 45-60. Kawai, Masahiro, " The Eeffect of Forward Exchange on Spot Rate Volatility under Risk and Rational Expectations," The Johns Hopkins University Working Paper, No. 113, October 1982a. Kawai, Masahiro, " Exchange Rate Volatility and Balance of Payments Instability in a Rational Expectations Model of Forward Exchange," The Johns Hopkins University Working Paper, No. 117, November 1982b. Roper, D. E. and S. J. Turnovsky, "Optimal Exchange Market Intervention in a Simple Stochastic Macro Model," Canadian Journal of Economics, May 1980, pp. 296-309. Taylor, J. B., " Conditions for Unique Solutions in Stochastic Macroeconmic Models with Rational Expectations," Econometrica, Vol. 45, No. 6, September 1977, pp. 1377-1385. Tsiang. S. C., " The Theory of Forward Exchange and the Effects of Government Intervention on the Forward Exchange Market," IMF Staff Papers, 1959, pp. 75-106.
關聯:	國立政治大學國際貿易研究所碩士 72
資料類型:	thesis
顯示於類別:	[國際經營與貿易學系 ] 學位論文

文件中的檔案:

檔案	描述	大小	格式	瀏覽次數
index.html		0Kb	HTML2	420	檢視/開啟

在政大典藏中所有的資料項目都受到原著作權保護.

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

DSpace Software Copyright © 2002-2004 MIT & Hewlett-Packard / Enhanced by NTU Library IR team Copyright © - 回饋