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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89865


    Title: 遠期匯率.即期匯率與匯率動態調整暨實證分析
    Authors: 張宗傑
    ZHANG, ZONG-JIE
    Contributors: 曹添旺
    張宗傑
    ZHANG, ZONG-JIE
    Date: 1992
    1991
    Issue Date: 2016-05-02 17:11:26 (UTC+8)
    Abstract: 本文主旨在設立一個考慮遠期外匯市場之總體經濟模型,完整地將避險貿易行為、拋補利率行為及純粹投機行為綜合起來,使即期外匯市場與遠期外陸市場緊密結合。本文主要探討的問題為:
    Reference: Baron, D.P. (1976), "Flexible Exchange Rates Forward Markets,and the Level of Trade," American Economic Review, 66,pp.253-266.
    Bhandari, J.S. (1981), "Exchange Rate Overshooting Revisited,"Manchester School, 49, pp. 165-172.
    Dornbusch, R. (1976), "Expectations and Exchange Rate Dynamics,"Journal of Political Economy, 84, pp.1161-1176.
    Driskill, R. (1981), "Exchange Rate Dynamics: An An Emprical Investigation," American Economic Review, 89, pp.357-371.
    Driskill, R. & McCafferty, S. (1982), "Spot and Forward Rates in a stochastic Model of the Foreign Exchange Market," Journal of International Economics, 99, pp.313-331.
    Eaton, J. & Turnovsky, S.J. (1984), "The Forward Exchange Market Speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 89, pp.45-70.
    Friedman, M. (1953), "The Case for Flexible Exchange Rate," Essays in Positive Economics. Chicago: University of Chicago Press.
    Frenkel, R.P. & Rodriguez, C.A. (1982), "Exchange Rate Dynamics and Overshooting Hypothesis," IMF Staff Papers, 29,pp.1-30.
    Kawai, M. (1985), "The Effect of Forward Exchange on Spot Rate Volatility under Risk and Rational Expectations," Journal of International Economics, 16, pp.155-172.
    Kouri, P.J .K. (1976), "The Exchange Rate and the Balance of Payments in the Short Run and in the long Run: A Monetary Approach," Scandinavian Journal of Economics, 78,pp. 280-304.
    Obstfeld, M. and Stockman, A. (1985), "Exchange Rate Dynamics,"in: Jones, R. and Kenen, P., eds., Handbook of International Economics, 2, pp.917 -977.
    Roper, D.E.(197S), "The Role of Expected Value Analysis for Speculative Decisions in the Forward Currency Market Comment,"Quarterly Journal of Economics, 89, pp.157-169.
    Stein, J .L. (1980), "The Dynamic of Spot and Forward Prices in an Efficient Foreign Exchange Market with Rational Expectations,"American Economic Review, 70, pp.565-583.
    Tsiang, S.C. (1959), "The Theory of Forward Exchange and the Effects of Government Intervention on the Foreign Exchange Market," IMF Staff Paper, 7, pp. 75-106.
    Description: 碩士
    國立政治大學
    經濟學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004705
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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