請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/96598完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 陳聖賢 | zh_TW |
| dc.contributor.advisor | Sheng-Syan Chen | en |
| dc.contributor.author | 簡志軒 | zh_TW |
| dc.contributor.author | Zhi-Xuan Jian | en |
| dc.date.accessioned | 2025-02-19T16:42:03Z | - |
| dc.date.available | 2025-02-20 | - |
| dc.date.copyright | 2025-02-19 | - |
| dc.date.issued | 2024 | - |
| dc.date.submitted | 2024-06-30 | - |
| dc.identifier.citation | 中文文獻
1.王致律 (2018)。地緣政治風險與股票報酬：以北韓的核試爆與飛彈試射為例（碩士論文）。逢甲大學財務金融學系。 2.沈中華, & 李建然 (2000)。事件研究法：財務與會計實證研究必備。華泰文化。 3.陳柔汶 (2004)。第二次波斯灣戰爭事件對股票異常報酬影響之研究（碩士論文）。國立高雄第一科技大學金融營運所。 4.翁浚齊 (2023)。俄烏戰爭對台灣股市之影響：以事件研究分析法探討（碩士論文）。輔仁大學金融與國際企業學系。 5.黃士倫 (2015)。探討國際原油、天然橡膠價格與臺灣橡膠類股價之關聯性（碩士論文）。國立臺灣大學農業經濟學研究所。 英文文獻 1.Altemur, N., Eren, B. S., & Karaca, S. S. (2024). The impact of the Hamas-Israel conflict on stock market indices in the Middle East and Turkey: An event study analysis. Journal of Economics and Business Issues, 4(1), 77-85. 2.Binder, J. (1998). The event study methodology since 1969. Review of Quantitative Finance and Accounting, 11, 111-137. 3.Bradford, B. M., & Robison, H. D. (1997). Abnormal returns, risk, and financial statement data: The case of the Iraqi invasion of Kuwait. Journal of Economics and Business, 49, 193-204. 4.Boubaker, S., Goodell, J. W., Pandey, D. K., & Kumari, V. (2022). Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. Finance Research Letters, 48, 102934. 5.Brune, A., Hens, T., Rieger, M. O., & Wang, M. (2015). The war puzzle: Contradictory effects of international conflicts on stock markets. International Review of Economics, 62, 1-21. 6.Chen, A. H., & Siems, T. F. (2007). The effects of terrorism on global capital markets. In The economic analysis of terrorism (pp. 99-122). Routledge. 7.Fernandez, V. (2007). Stock market turmoil: Worldwide effects of Middle East conflicts. Emerging Markets Finance and Trade, 43(3), 58-102. 8.Goyal, P., & Soni, P. (2024). Beyond borders: Investigating the impact of the 2023 Israeli–Palestinian conflict on global equity markets. Journal of Economic Studies. 9.Grace, E. V., Rose, L. C., & Karafiath, I. (1995). Using stock return data to measure the wealth effects of regulation: Additional evidence from California's Proposition 103. Journal of Risk and Insurance, 271-285. 10.Kammer, A., Azour, J., Selassie, A. A., Goldfajn, I., & Rhee, C. (2022). How war in Ukraine is reverberating across world’s regions. Washington: IMF, March, 15, 2022. 11.Martins, A. M., Correia, P., & Gouveia, R. (2023). Russia-Ukraine conflict: The effect on European banks’ stock market returns. Journal of Multinational Financial Management, 67, 100786. 12.Martins, A. M., Correia, P., & Cró, S. (2023). Stock market reaction to the military conflict between Russia and Ukraine: An event study for the European tourism and hospitality industry. Journal of Applied Economics, 26(1), 2261756. 13.Mu, S., Huang, G., Li, P., & Hou, Y. (2022). A study on volatility spillovers among international stock markets during the Russia-Ukraine conflict. Discrete Dynamics in Nature and Society, 2022, 1-8. 14.Schneider, G., & Troeger, V. E. (2006). War and the world economy: Stock market reactions to international conflicts. Journal of Conflict Resolution, 50(5), 623-645. 15.Silva, T. C., Wilhelm, P. V. B., & Tabak, B. M. (2023). Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. Research in International Business and Finance, 65, 101935. 16.Sun, M., Song, H., & Zhang, C. (2022). The effects of 2022 Russian invasion of Ukraine on global stock markets: An event study approach. Available at SSRN 4051987. 17.Sun, M., Zhang, C., & Song, H. (2022). The determinants of global stock market reactions to the Russia-Ukraine war. Available at SSRN 4099647. 18.Triki, M. B., & Maatoug, A. B. (2021). The gold market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. Resources Policy, 70, 101872. 19.Yousaf, I., Patel, R., & Yarovaya, L. (2022). The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach. Journal of Behavioral and Experimental Finance, 35, 100723. | - |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/96598 | - |
| dc.description.abstract | 本研究分析以哈衝突對於台灣各產業的影響。2023年10月7日哈瑪斯進攻以色列，以色列隨即宣布展開大規模的反擊，為巴勒斯坦與以色列近五十年來最嚴重的衝突。本研究透過台灣各產業的股價指數，透過事件研究法分析，了解哪些產業會受到以哈衝突的影響。在事件發生日，半導體業、電子通路業、橡膠工業、金融業、油電燃氣業有異常正報酬；電子零件業、生技醫療、電腦及週邊設備業、航運業等有異常負報酬。這些研究結果表明，以哈衝突對台灣哪些產業具有影響。 | zh_TW |
| dc.description.abstract | This study analyzes the impact of the Hamas-Israel conflict on various industries in Taiwan. On October 7, 2023, Hamas launched an attack on Israel, prompting Israel to announce a large-scale counteroffensive. This marked the most severe conflict between Palestine and Israel in nearly fifty years. Using the event study methodology, this research examines the stock price indices of various industries in Taiwan to understand which sectors are affected by the Hamas-Israel conflict. On the event day, the semiconductor industry, electronic distribution industry, rubber industry, financial industry, and oil, electricity, and gas industries exhibited abnormal positive returns. Conversely, the electronic components industry, biotechnology and medical industry, computer and peripheral equipment industry, and shipping industry experienced abnormal negative returns. These findings indicate which industries in Taiwan are impacted by the Hamas-Israel conflict. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2025-02-19T16:42:03Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2025-02-19T16:42:03Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | 口試委員會審定書 i
誌謝 ii 中文摘要 iii 英文摘要 iv 第一章 緒論 1 第一節 研究背景 1 第二節 研究動機與目的 3 第三節 章節架構 4 第二章 文獻回顧 6 第一節 戰爭、地緣衝突的影響 6 第二節 俄烏戰爭研究 7 第三節 以哈衝突研究 8 第四節 研究假說 9 第三章 研究方法 10 第一節 事件研究法 10 第二節 建立模型及檢定方法 12 第三節 資料來源 15 第四章 實證結果分析 17 第五章 結論與未來建議 24 參考文獻 26 附錄 30 | - |
| dc.language.iso | zh_TW | - |
| dc.title | 以哈衝突對於台灣股市的影響 | zh_TW |
| dc.title | The Impact of The Hamas-Israel Conflict On The Taiwan Stock Market | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 113-1 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 何耕宇;黃嘉威 | zh_TW |
| dc.contributor.oralexamcommittee | Keng-Yu Ho;Chia-Wei Huang | en |
| dc.subject.keyword | 地緣衝突,戰爭,以哈衝突,事件研究法,異常報酬, | zh_TW |
| dc.subject.keyword | Geopolitical Conflict,War,Hamas-Israel Conflict,Event Study Methodology,Abnormal Returns, | en |
| dc.relation.page | 33 | - |
| dc.identifier.doi | 10.6342/NTU202401400 | - |
| dc.rights.note | 同意授權(全球公開) | - |
| dc.date.accepted | 2024-07-01 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 財務金融學系 | - |
| dc.date.embargo-lift | 2029-06-28 | - |
| 顯示於系所單位： | 財務金融學系 | |
文件中的檔案：
| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| ntu-113-1.pdf 此日期後於網路公開 2029-06-28 | 1.1 MB | 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。