本文主要探討匯率波動對台灣出口貿易的影響，實證重點在於匯率波動估計方法之不同，是否會對出口貿易產生不同的影響。樣本期間自1990年1月至2006年12月，共204筆月資料。匯率波動的估計模型包含移動平均變異數、GARCH模型、門檻GARCH模型(TGARCH)及指數型GARCH模型(EGARCH)，本研究先估計出匯率波動因子再進一步代入出口方程式中作估計，相較於國內其他文獻，本文考慮了匯率波動不對稱情形存在的可能性，同時也考慮了變數是否呈定態的問題。實證結果顯示，台幣貶值會造成比較大的匯率波動；利用TGARCH(1,2)作為匯率波動估計模型，結果顯示匯率波動增加會刺激台灣對美國和日本的出口量。

中文部份

方文碩，賴奕豪，民國90年，「匯率風險對出口貿易之衝擊」，台灣金融財務季刊，第二卷，第一期，第83~101頁。

吳祥銘，民國90年，「亞洲金融風暴前後匯率波動對於出口影響之探討—以亞洲國家為例」，淡江大學國際貿易學研究所未出版碩士論文。

胡育豪，民國86年，「匯率波動對出口量的影響--台灣出口產業之實證研究」，政治大學國際貿易學研究所未出版碩士論文

鄭俊揚，民國94年，「匯率波動對台灣產業進出口的影響」，台北大學經濟學研究所未出版碩士論文。

蔡孟純，民國89年，「匯率波動風險對出口量的影響—對不同資料型態的分析」，淡江大學國際貿易學研究所末出版碩士論文。

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