政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/91269
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113822/144841 (79%)
Visitors : 51768034      Online Users : 525
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/91269


    Title: 即期與遠期滙率決定之理論探討
    Authors: 周勝年
    Contributors: 林柏生
    周勝年
    Date: 1986
    Issue Date: 2016-05-05 14:11:09 (UTC+8)
    Reference: 參考文獻
    1 林淑惠，民國七十三年六月，政大碩士論文「最適即期遠期外匯市場平預之研究」。
    2 關小華，民國七十二年六月，政大碩士論文「隨機模型下最適外匯市場之干預」。
    3 顧瑩華，民國七十三年六月，政大碩士論文「預期、資本移動與最適外匯管理政策」。
    4 Aoki, M. and M. Canzoneri, "Reduced Form of Rational Expectation Models," The Quarterly Journal of Economics( Feb, 1979), pp. 59-71.
    5 Beenstock, M., "Rational Expectation and the Effect of Exchange-Rate Intervention on the Exchange Rate," Journal of International Money and Finance, 1983, pp. 319-31.
    6 Boyer, R. S., "Optimal Foreign exchange Market Intervention," Journal of Polictical Economy, December 1978, pp. 1045-55.
    7 Buiter, W. H., "Feedback and the Use of Current Linear Policy Rules in Rational Expectations Models," NBER Working Paper No. 335, April 1979 .
    8 Chow, G. C., Econometric Analysis by Control Methods, Chapter 15(John Wiley & Sons), 1981.
    9 Chun-Yan Wang, "A Supplement to Reduced Forms of Retional Expectations Models," Economic Essays(National Taiwan University), Vol. XI, May 1983.
    10 Driskill, R. and S. McCafferty, "Speculation, Rational Expectations, and Stability of the Foreign Exchange Market," Journal of International Economics 10, 1980, pp. 91-102 .
    11 Driskill, R. and S . McCafferty, "Exchange-Rate Variability, Real And Money Stocks, and The Degree of Capital Mobility Under Rational Expectations," The Quarterly Journal of Economics, November , 1980, pp. 577-860 .
    12 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. 313-31 .
    13 EATON , J. and TURNORSKY, S. J., "Exchange Risk, Policatal Risk and Macroeconomic Equilibrium," American Economic Review, March 1983, pp.183-89 .
    14 EATON, J. and TURNOVSKY, S. J., "The Forward Exchange Market, speculation, and Exchange Market Intervention," Quarterly Journal of Economics, 1984, pp.45-69.
    15 KAWAI, Marsahiro, "Exchange-Rate Volatility, Balance-of-Payments Instability and Stabilizing-Destabilizing capital Flows," Weltwirt-schaftliches Archiv, 1982, 118, pp. 430- 42 .
    16 KAWAI, Marsahiro, "The Effect of Forward Exchange on Spot-Rate Volatility under Risk and Rational Expectations," Journal of International Economics 16, 1984, pp.155-72.
    17 Kimbrough, Kent P., "Aggregate Information and the Role of Monetary Policy in an Open Economys" Journal of Polictal Exonomy, 1984 , Vol.92, No.2.
    18 Holden, K., D. A. Peel and J. L. Thompson,1985, "Expectation Theory and Evidence" (London-Macmillan).
    19 Levi, M. "Spot versus Forward Speculation and Hedgging" A Diagrammatic Exposition," Journal of International Money and Finance , 1984 , 3,pp. 105-09 .
    20 McCallum, B. T., "On Non-uniqueness in Rational Expectations Models," Journal of Monetary Economics, Vol. 11, 1983.
    21 Muth, J., "Rational expectation and The Theory of Price Movements," Econometrica, Vol.29, No.3 ( 1961).
    22 Phaup, E. D., "A Reinterpretation of the Modern Theory of Forward Exchange Rates," Journal of Money, Credit, and Banking, Vol .13, 1981. pp. 477-84.
    23 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.
    24 Taylor, J. B., "Conditions for Unique Solution in Stochastic Macroecomic Models with Rational Expectations," Econometrica, Vol.45, No .6, September 1977, pp.1377-85.
    25 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.
    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002006638
    Data Type: thesis
    Appears in Collections:[Department of International Business] Theses

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2281View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    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 ©   - Feedback