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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 陳思寬(Shikuan Chen) | |
dc.contributor.author | Jih-Han Yang | en |
dc.contributor.author | 楊智涵 | zh_TW |
dc.date.accessioned | 2021-06-07T23:46:32Z | - |
dc.date.copyright | 2014-07-16 | |
dc.date.issued | 2014 | |
dc.date.submitted | 2014-06-17 | |
dc.identifier.citation | 英文參考文獻
Alberto Alesina, Robert J. Barro, Silvana. (2002). Optimal Currency Areas. NBER Macroeconomics Annual 2002. 17 (1), 301-356. Chau-Nan Chen and Tien-Wang Tsaur. (1983). Currency Substitution and Foreign Inflation. The Quarterly Journal of Economics . 98 (1), 177-184. Don E. Roper and Stephen J. TurnovskyReviewed. (1980). Optimal Exchange Market Intervention in a Simple Stochastic Macro Model. The Canadian Journal of Economics / Revue canadienne d'Economique. 13 (2), 296-309. Heribert Dieter and Richard Higgott. (2003). Exploring Alternative Theories of Economic Regionalism: From Trade to Finance in Asian Cooperation?. Review of International Political Economy. 10 (3), 430-454. Herbert G. Grubel. (1970). The Theory of Optimum Currency Areas. The Canadian Journal of Economics / Revue canadienne d'Economique. 3 (2), 318-324. J. Marcus Fleming. (1971). On Exchange Rate Unification. The Economic Journal. 81 (323), 467-488. Jong-Wha Lee, Kwanho Shin . (2012). Welfare implications of international financial integration . Japan and the World Economy. 24 (4), 235-245. Peter B. Kenen. (1969). The Theory of optimum currency areas: an eclectic view. Monetary Problems of the International Economy, Chicago University Press. 41-46. Peter B. Kenen. (1987). Global policy optimization and the exchange-rate regime . Journal of Policy Modeling. 9 (1), 19-63. Ronald I. McKinnon. (1963). Optimum Currency Areas. The American Economic Review. 53 (4), 717-725. Robert A. Mundell. (1961). A Theory of Optimum Currency Areas. The American Economic Review. 51 (4), 657-665. Robin L. Lumsdaine and Eswar S. Prasad. (2003). Identifying the Common Component of International Economic Fluctuations: A New Approach. The Economic Journal. 113 (484), 101-127. Sung Yeung Kwack. (2004). An optimum currency area in East Asia: feasibility, coordination, and leadership role . Journal of Asian Economics. 15 (1), 153-169. Tamim Bayoumi and Barry Eichengreen1. (1996). Ever Closer to Heaven?An Optimum-Currency-Area Index for European Countries. European Economic Review. 41 (3-5), 761-770. Tamim Bayoumi, Barry Eichengreen, Paolo Mauro . (2000). On Regional Monetary Arrangements for ASEAN. Journal of the Japanese and International Economies. 14 (2), 121-148. Tamim Bayoumi, Barry Eichengreen . (1998). Exchange rate volatility and intervention: implications of the theory of optimum currency areas . Journal of International Economics. 45 (2), 191-209. Tamim Bayoumi. (1999). International risk-sharing and lessons for EMU: A comment. Carnegie-Rochester Conference Series on Public Policy . 51 (1), 189-193. Yoshihide Ishiyama. (1975). The Theory of Optimum Currency Areas: A Survey (La théorie des zones monétaires optimales: étude) . Staff Papers - International Monetary Fund. 22 (2), 344-383. 中文參考文獻 王啟明、陳怡君、蕭倩琳(2009),歐洲與亞洲共同貨幣政策之發展:從比較區域研究角度分析,全球政治評論,25,117-150 李燕萍與胡春田(2004),東亞地區貨幣整合的可能性研究,國際金融論文。 陳若輝、王祝三、林汶玲(2001),亞洲單一貨幣整合其相關經濟指標之決定-橫斷面時間序列混合資料分析,亞太經濟管理評論,第四卷第二期。 左正東與葉國俊(2011),金融海嘯後中國對於東亞貨幣整合的策略分析:亞元與人民幣之間的抉擇,遠景基金會季刊,第十二卷第一期。 彭德明(2005),東亞共同通貨區可行性初探-兼論東亞地區的經濟與金融合作,中央銀行季刊,27(4),55-82 | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/16801 | - |
dc.description.abstract | 隨著1997年亞洲金融危機發生,以及2009年全球金融風暴的影響,讓亞洲國家意識到區域合作穩定經濟的重要性。而成立共同貨幣區域則是區域合作的一種模式,可以有效降低交易成本,加速經貿的合作。本文沿用Bayoumi 和 Eichengreen(1997)的研究方法,針對東亞十二國--日本、韓國、中國、香港、台灣、新加坡、馬來西亞、菲律賓、泰國、印尼、澳洲、紐西蘭,共66個樣本來進行東亞最適貨幣區域的實證研究,並利用近三十年的資料進行分析,探討東亞地區成立單一貨幣區域的潛力。本文以最小平方法(Ordinal Least Square, OLS)分析雙邊匯率的波動程度受產出差異的變化、國家規模、貿易開放、通貨膨脹的差異波動、實質利率差等經濟變數影響程度。並根據迴歸模型進行樣本外的預測,藉以了解估計的雙邊匯率波動程度,也就是最適貨幣區域的數值及變化的趨勢。研究發現,東亞地區有形成單一貨幣區域的一定基礎,但還需更進一步的經貿合作,此外,中國適合成為區域內的軸心國,澳洲則適合採用部分整合的方式,成為南邊國家的軸心國。 | zh_TW |
dc.description.abstract | Affected by the Asian financial crisis in 1997 and the global financial crisis in 2009, Asian countries have noticed the importance of regional cooperation to stabilize national economies. Forming a currency union is one way of regional cooperation, which can minimize transaction costs incurred and accelerate cross-region trades.
This paper follows the optimal currency area model by Bayoumi and Eichengreen(1997) to examine the possibility of forming a monetary union in Asian countries. 12 countries selected to investigate empirically whether there are any groupings of East Asian economies, including Japan, Korea, China, Hong Kong, Taiwan, Singapore, Malaysia, Philippine, Thailand, Indonesia, Australia, and New Zealand. The data contains 66 samples within 30 years. The paper conducts the ordinal least square method to analyze the exchange rate variation affected by the economic variables, such as the difference of output variations, the size of nations, the openness of trade, the difference of inflation variations and the difference of real interest rates. Based on the regression, prediction of the trends of the optimal currency index is made. The paper concludes that there is possibility for Asian countries to form a currency union. China is the first choice to be the anchor of currency union, and Australia should be chosen as a partial anchor for the south part of Asian countries. | en |
dc.description.provenance | Made available in DSpace on 2021-06-07T23:46:32Z (GMT). No. of bitstreams: 1 ntu-103-R01724095-1.pdf: 2678821 bytes, checksum: 6cb2422caffb6aff9054011400764b97 (MD5) Previous issue date: 2014 | en |
dc.description.tableofcontents | 目錄 ............................................................. Ⅰ
表目錄 ........................................................... Ⅱ 圖目錄 ........................................................... Ⅲ 第一章、緒論 ...................................................... 1 第一節、研究動機 .................................................. 1 第二節、研究目的 .................................................. 5 第三節、研究大綱 .................................................. 7 第二章、文獻探討 .................................................. 8 第一節、最適貨幣區域理論 .......................................... 8 第二節、亞洲貨幣整合研究 ......................................... 13 第三章、研究方法 ................................................. 16 第一節、理論基礎 ................................................. 16 第二節、研究方法 ................................................. 19 第四章、實證結果分析 ............................................. 22 第一節、研究範圍、研究期間及資料來源 ............................. 22 第二節、迴歸模型 ................................................. 24 第三節、最適貨幣區域指數的預測 ................................... 26 第五章、結論與建議 ............................................... 38 第一節、結論 ..................................................... 38 第二節、限制與建議 ............................................... 40 參考文獻 ......................................................... 41 | |
dc.language.iso | zh-TW | |
dc.title | 東亞成立單一貨幣區域之研析 | zh_TW |
dc.title | Study of the East-Asian currency union | en |
dc.type | Thesis | |
dc.date.schoolyear | 102-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 萬哲鈺(Jer-Yuh Wan),高一誠(Yi-Cheng Kao) | |
dc.subject.keyword | 單一貨幣區域,最適貨幣區域,最適貨幣區域指數,東亞共同貨幣區域,貨幣同盟, | zh_TW |
dc.subject.keyword | Single currency area,optimal currency area,optimal currency area index,East-Asian currency union,currency union, | en |
dc.relation.page | 44 | |
dc.rights.note | 未授權 | |
dc.date.accepted | 2014-06-17 | |
dc.contributor.author-college | 管理學院 | zh_TW |
dc.contributor.author-dept | 國際企業學研究所 | zh_TW |
顯示於系所單位: | 國際企業學系 |
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