請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/32912完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 賴景昌 | |
| dc.contributor.author | "Chia-Yen, Tso" | en |
| dc.contributor.author | 迮嘉衍 | zh_TW |
| dc.date.accessioned | 2021-06-13T04:18:52Z | - |
| dc.date.available | 2007-07-28 | |
| dc.date.copyright | 2006-07-28 | |
| dc.date.issued | 2006 | |
| dc.date.submitted | 2006-07-23 | |
| dc.identifier.citation | 1. 賴景昌(1994)，《國際金融理論：基礎篇》。台北：茂昌。
2. 賴景昌(1994)，《國際金融理論：進階篇》。台北：茂昌。 3. Beetsma, R. M. W. J. (1995), EMS Exchange-Rate Bands: A Monte Carle Investigation of Three Target Zone Models. Journal of International Money and Finance, 14, 311-328. 4. Bertola, G. and Caballero, R. J. (1992), Target Zones and Realignments. American Economic Review, 82, 520-536. 5. Delgado, F. and Dumas, B. (1993), Monetary Contracting Between Central Banks and the Design of Sustainable Exchange-Rate Zones. Journal of International Economics, 34, 201-224. 6. Dornbusch, R. (1976), Expectations and Exchange Rate Dynamics. Journal of Political Economy, 84, 1161-1176. 7. Eaton, J. and Turnovsky, S. J. (1982), Effects of Monetary Disturbances on Exchange Rates with Risk Averse Speculation, Journal of International Money and Finance 1, 21-37. 8. Fang, C. R. and Lai, C. C. (2002), Targeting nominal income versus targeting price level: A target zone perspective, International Review of Economics and Finance, 11, 229-249. 9. Flood, R. P. and Garber, P. M. (1991), The Linkage Between Speculative Attack and Target Zone Models of Exchange Rates. Quarterly Journal of Economics, 106﹐1367-1372. 10. Kempa, B. and Nells, M. (1999), The Theory of Exchange Rate Target Zone. Journal of Economic Surveys, 13, 173-210. 11. Klein, M. W. (1990), Playing with the band: Dynamics Effects of Target Zones in an Open Economy. International Economic Review, 31, 757-772. 12. Krugman, P. (1991), Target Zones and Exchange Rate Dynamics. Quarterly Journal of Economics, 106, 669-682. 13. Lai, C. C. and Chang, J. J. (2001), A Note on Inflation Targeting. Journal of Education Economics, 32, 369-380. 14. Miller, M. and Weller, P. (1991), Exchange Rate Bands with Price Inertia. Economic Journal, 101, 1380-1399. 15. Sutherland, A. (1995), Monetary and Real Shock and the Optimal Target Zone. European Economic Review, 39, 161-172. 16. Svensson, L. E. O. (1991), The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data. Journal of Monetary Economics, 28, 87-116. 17. Svensson, L. E. O. (1992), An Interpretation of Recent Research on Exchange Rate Target Zones. Journal of Economic Perspectives, 6, 119-144. 18. Williamson, J. (1983), The Exchange Rate System. Washington DC: Institute for International Economics. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/32912 | - |
| dc.description.abstract | Krugman (1991)引進隨機微分方程的技巧，運用在匯率目標區的研究中，成功的說明匯率目標區對匯率的波動有安定的效果，此效果稱為蜜月效果(honeymoon effect)。然而，依近幾年來的研究及實證資料分析結果，卻一再對匯率目標區的此種功能提出質疑。此外在匯率目標區的研究中，鮮少提及遠期外匯市場對此種目標區功能的影響。是以，本文針對Krugman (1991)模型過於簡化的假設，修改自Eaton and Turnovsky (1982)的模型，放寬購買力平價的假設，引進兩個預期效果，並以圖解的方法來討論蜜月效果是否成立。
本文發現當經濟體系無論是面臨即期外匯市場干擾或遠期外匯市場干擾時，投機程度愈大，採行即期匯率目標區政策對即期匯率、遠期匯率、利率水準及本國物價的波動都有安定的效果。而面臨即期外匯市場干擾時投機程度愈小，採行即期匯率目標區政策對即期匯率的波動卻不再有安定的效果，面臨遠期外匯市場干擾時，投機程度愈小，採行即期匯率目標區政策對即期匯率與遠期匯率的波動也不再有安定的效果。是以，投機程度的大小將是蜜月效果是否成立的關鍵因素。 | zh_TW |
| dc.description.provenance | Made available in DSpace on 2021-06-13T04:18:52Z (GMT). No. of bitstreams: 1 ntu-95-R93323015-1.pdf: 453328 bytes, checksum: fa44d15dd22bfa028812694194c303b7 (MD5) Previous issue date: 2006 | en |
| dc.description.tableofcontents | 第一章 緒論----------------------1
第一節 研究動機與目的------------1 第二節 本文架構------------------3 第二章 文獻回顧------------------4 第三章 理論模型架構--------------7 第四章 幾何圖形分析-------------11 第一節 即期外匯市場干擾---------12 第二節 遠期外匯市場干擾---------22 第五章 結論---------------------34 圖表------------------------------36 註釋------------------------------45 參考文獻--------------------------48 | |
| dc.language.iso | zh-TW | |
| dc.subject | 投機程度 | zh_TW |
| dc.subject | 匯率目標區 | zh_TW |
| dc.subject | 遠期外匯市場 | zh_TW |
| dc.subject | 蜜月效果 | zh_TW |
| dc.subject | exchange rate target zone | en |
| dc.subject | honeymoon effect | en |
| dc.subject | forward exchange market | en |
| dc.title | 匯率目標區在遠期外匯市場下的安定效果：物價與匯率雙重預期的考量 | zh_TW |
| dc.title | The Stabilizing Effect of Exchange Rate Target Zone in Forward Exchange Market: With Dual Expectations on Price and Exchange Rate | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 94-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 曹添旺,方中柔 | |
| dc.subject.keyword | 匯率目標區,遠期外匯市場,蜜月效果,投機程度, | zh_TW |
| dc.subject.keyword | exchange rate target zone,forward exchange market,honeymoon effect, | en |
| dc.relation.page | 49 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2006-07-25 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 經濟學研究所 | zh_TW |
| 顯示於系所單位： | 經濟學系 | |
文件中的檔案：
| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| ntu-95-1.pdf 未授權公開取用 | 442.7 kB | Adobe PDF |
系統中的文件，除了特別指名其著作權條款之外，均受到著作權保護，並且保留所有的權利。