簡易檢索 / 詳目顯示
| 研究生： |
李秀賢 |
|---|---|
| 論文名稱： |
股票市場與匯率動態理論之研究 |
| 指導教授： | 林柏生 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 國際經營與貿易學系 Department of International Business |
| 論文出版年： | 1988 |
| 畢業學年度： | 76 |
| 語文別： | 中文 |
| 相關次數： | 點閱：135 下載：0 |
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目錄
第一章 緒論………1
第二章 適應性預期模型的探討………5
第一節 模型的設立………5
第二節 匯率與股票價格內生相關的探討………9
第三節 宣告性貨幣政策的探討………12
第三章 完全預期模型的探討………28
第一節 模型的設立………28
第二節 匯率與股票價格內生相關的探討………29
第三節 數值分析………
第四章 各種模型下，匯率與股票價格動態調整之比較………43
參考文獻
一、中文部分
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，十五卷二期，中央研究院經濟研究所，民國七十六年九月，pp.45~59。
2.許振明:「預期未來關稅與資本累積」，經濟論文叢刊，十五輯二期，台大經濟學系，民國七十六年，pp.399~422。
3.陳師孟、蔡雪芳:「完全預期下之政策跨時搭配與匯率動態」，經濟論文叢刊，十六輯一期，台大經濟學系，民國七十七年，pp.1~23。
二、英文部分
4. Bhandari, J. (1982), "Exchange Rate Determination and Adjustment", New York: Praeger Studies in International Money Economics and Finance.
5. Blanchard, O. (1981), "Output, the stock Market and Interest Rates," American Economic Review, 71, 132-143.
6. Dornbusch, R. (1976), "Expectation and Exchange Rate Dynamics," Journal of Political Economy, 84, 1161-1176.
7. Flood, Rand P. Garber, (1984), "Collapsing Exchange-Rate Regimes," Journal of International Economics, 17, 1-13.
8. Gavin, M. (1986), ''The Stock Market and Exchange Rate Dynamics ," International Finance Discussion Papers, #278.
9. Gray, M and S. Turnovsky, (1979), "The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight," International Economic Review., 20, 643-660.
10. Kaplan, W. (1958) "Ordinary Differential Equation", (Reading, Mass: Adison Wesley).
11. Krugman, P. (1979), "A Model of Balance-of-Payments Crises," Journal of Money, Credit, and Banking, 11, 312-325.
12. Mussa, M. (1977), "A Dynamic Theory of Foreign Exchange," in : M.J. Artis and A.R. Nobay, eds., studies in modern economic analysis (Basil Blackwell, Oxford).
13. Mussa, M. (1982), "A Mode l of Exchange Rate Dynamics," Journal of Political Economy, 90:74-104.
14. Obstfeld, M. (1985), "Floating Exchange Rate: Experience and Prospects," Brookings Papers on Economic Activity, 2, 369-464.
15. Obstfeld, M. ( 1984), "Balance-of-Payments. Crises and Devaluation," Journal of Money, Credit, and Banking, 16, 208-217.
16. Obstfeld, M and Rogoff, K, (1984), "Exchange Rate Dynamics with Sluggish Prices Under Alternative Price -Adjustment Rules", International Economic Review, 25, 159-174.
17. Turnovsky, S. (1986), "Short-term and Long-term Interest Rates in a Monetary Model of a Small Open Economy", Journal of International Economics, 20, 291-311.
18. Wilson, C. (1979), "Anticipated Shocks and Exchange Rate Dynamics," Journal of Political Economy, 87, 639-647.
19. Yoshikawa, H. (1980), "On the "q" Theory of Investment," The American Economic Review, 70, 739-743.
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