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| 研究生： |
劉鴻杰 Liu, Hong Jei |
|---|---|
| 論文名稱： |
泡沫與匯率決定理論之研究 Bubble and Exchange Rate Determination |
| 指導教授： |
林柏生
Lin, Po Sheng 霍德明 Huo, Teh Ming |
| 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： | 1994 |
| 畢業學年度： | 82 |
| 語文別： | 中文 |
| 論文頁數： | 50 |
| 中文關鍵詞： | 泡沫 、匯率目標區 、浮動匯率 、變異性 |
| 外文關鍵詞： | bubble, target zone, floating exchange rate, volatility |
| 相關次數： | 點閱：114 下載：0 |
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| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
本文主要嘗試引進泡沫於匯率目標區中，藉由調整政府政策來避免含泡沫
之匯率路徑，不符合匯率目標區之限制。最後分別比較匯率目標區與浮動
匯率兩制度的匯率變異性。
摘 要 i
目 錄 iii
感謝的話 iv
第一章 緒論
第一節 研究動機與目的. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .１
第二節 本文結構與研究限制. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .３
第二章 文獻回顧
第一節 匯率目標區之文獻回顧. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ５
第二節 泡沫理論之文獻回顧. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .１１
第三章 泡沫匯率之研究
第一節 理論模型. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . .２６
第二節 泡沫匯率之分析—匯率目標區. . . . . . . . . . . . . . . . . . . . . . . . . . .３３
第三節 泡沫匯率之分析—浮動匯率制度之比較. . . . . . . . . . . . . . . . . .３６
第四章 結論. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . .４３
附錄. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .４５
參考文獻. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .４８
胡春田［1991〕,”匯率目標區與股價政策”，經濟論文，第十九卷第一期，pp.53-69.
翁明章［1991］”匯率目標區內干預政策之研究”，國立中興大學經濟研究所碩士論文。
張健生［1991］,”匯率目標區與外匯投資行為”，國立中興大學經濟研究所碩士論文。
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