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| 研究生： |
劉碧珍 |
|---|---|
| 論文名稱： |
貿易浮動匯率與遠期外匯市場理論 無 |
| 指導教授： | 周宜魁 |
| 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 |
| 畢業學年度： | 68 |
| 語文別： | 中文 |
| 論文頁數： | 118 |
| 中文關鍵詞： | 無 |
| 相關次數： | 點閱：47 下載：0 |
| 分享至: |
| 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 |
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第一章 緒論1
一、研究動機與目的1
二、研究方法1
三、本文結構2
四、Kenen模型的特性與結論簡介3
第二章 模型的建立與個別廠商行為11
第一節 假設前題與基本模型12
第二節 出口商效用極大的條件17
第三節 出口商的行為―外生變數所帶來的影響21
(一)出口成本的融資24
(二)出口商的投機行為28
(三)出口商的避險行為31
本章摘要33
第三章 投機風潮與政府期貨干預39
第一節 外匯市場的定義及其均衡條件39
第二節 遠期匯率與外匯市場的關係41
第三節 投機風潮與政府期貨干預47
第四節 與其他期貨干預理論的比較和評述54
第五節 與其他政策的比較60
本章摘要63
第四章 台灣遠期外匯的理論與實際69
第一節 模型的修正69
(一)出口商效用極大的條件71
(二)出口商的行為73
(三)政府期貨干預與貿易投機75
第二節 實證分析78
(一)遠期美元買賣動機的探討79
(二)利息平價的驗證86
第三節 本章摘要與建議90
Reference 99
數學附錄
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