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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 何憲章(Hsien-Chan Ho) | |
dc.contributor.author | Narongsawas Chongwatpol | en |
dc.contributor.author | 鍾納隆 | zh_TW |
dc.date.accessioned | 2021-05-20T20:48:12Z | - |
dc.date.available | 2011-07-07 | |
dc.date.available | 2021-05-20T20:48:12Z | - |
dc.date.copyright | 2008-07-07 | |
dc.date.issued | 2008 | |
dc.date.submitted | 2008-07-02 | |
dc.identifier.citation | 1. Akhtar, M., Spence Hilton, R., 1984. Effects of exchange rate uncertainty on German and US trade. Fed. Reserve Bank New York Quart. Rev., 7–16.
2. Aristotelous, K., 2001. Exchange rate volatility, exchange rate regime, and trade volume: evidence from the UK–US export function (1889–1999). Econ. Letters 72, 87–94. 3. Arize, A., Osang, T., Slottje, D., 2000. Exchange-rate volatility and foreign trade: evidence from thirteen LDCs. J. Bus. Econ. Statist. 18, 10–17. 4. Asseery, A., Peel, D., 1991. The effects of exchange rate volatility on exports. Econ. Letters 37, 173–177. 5. Bailey, M., Tavlas, G., Ulan, M., 1987. The impact of exchange rate volatility on export growth: some theoretical considerations and empirical results. J. Pol. Modeling 9, 225–243. 6. Bini-Smaghi, L., 1991. Exchange rate variability and trade: why is it so difficult to find any relationship? Appl.Econ. 23, 927–936. 7. Caporale, T., Doroodian, K., 1994. Exchange rate variability and the flow of international trade. Econ. Letters 46, 49–54. 8. Chou, W., 2000. Exchange rate variability and China’s exports. J. Compar. Econ. 28, 61–79. 9. Chowdhury, A., 1993. Does exchange rate volatility depress trade flows? Evidence from error correction models. Rev. Econ. Statist. 75, 700–706. 10. Cushman, D., 1988. US bilateral trade flows and exchange risk during the floating period. J. Int. Econ. 24, 317–330. 11. Hooper, P., Kohlhagen, S., 1978. The effect of exchange rate uncertainty on the prices and volumes of international trade. J. Int. Trade 8 (November), 483–511. 12. International Monetary Fund (IMF), 1984. Exchange Rate Volatility and World Trade. IMF, Washington, DC. 13. Kenen, P., Rodrik, D., 1986. Measuring and analyzing the effect of short-term volatility on real exchange rates. Rev. Econ. Statist. 68, 311–315. 14. Klein, M., 1990. Sectoral effects of exchange rate volatility on United States exports. J. Int. Money Finance 9, 299–308. 15. Koray, F., Lastrapes, W., 1989. Real exchange rate volatility and US bilateral trade: a VAR approach. Rev. Econ. Statist. 71, 708–712. 16. Kroner, K., Lastrapes, W., 1993. The impact of exchange rate volatility on international trade: reduced form estimates using the GARCH-in-mean model. J. Int. Money Finance 12, 298–318. 17. Lastrapes, W., Koray, F., 1990. Exchange rate volatility and US multilateral trade flows. J. Macroeconom. 12, 341–362. 18. Mckenzie, M., Brooks, R., 1997. The impact of exchange rate volatility on Germany–US trade flows. J. Int. Finan. Markets, Inst. Money 7, 73–87. 19. Mckenzie, M., 1998. The impact of exchange rate volatility on Australian trade flows. J. Int. Finan. Markets, Inst. Money 8, 21–38. 20. Rana, P., 1981. ASEAN Exchange Rates: Policies and Trade Effects. Institute of South Asian Studies, Singapore. 21. Sirega, R., Ramkishen R. S., 2002. Impact of Exchange Rate Volatility on Indonesia’s trade performance in the 1990s. J. Japanese Int. Economies 18, 218-240 22. Thursby, M., Thursby, J., 1987. Bilateral trade flows, the Linder hypothesis, and exchange risk. Rev. Econ. Statist. 69, 488–495. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/9899 | - |
dc.description.abstract | 許多學術研究人員,嘗試去研究,匯率波動對國際間貿易的影響。主因是匯率造成貨物訂價上的不確定性,也影響商品貿易交易的數量。
在這篇研究文章上,我們最主要探討的是:匯率的波動性對經歷亞洲金融風暴後的泰國,在貿易量上是否有任何影響。更進一步地,我們測試了泰國的匯率波動性,對其與三個主要貿易對手:美國、日本及台灣間的影響。 我們應用了 “augmented Dickey-fuller” 方法及 “Johansen cointegration” 方法,以探討國際貿易與其決定因素。結果是,五個案例顯示:匯率波動性確實相當程度影響泰國的進出口量。其中的四個案例顯示:匯率波動性對國際貿易造成負面的影響。 | zh_TW |
dc.description.abstract | Many researchers have tried to find the impact of exchange rate volatility on international trade. Because exchange rate variability can affect the volume of goods traded
internationally by making prices and profits indeterminate or uncertain. The question we have explored in this research is whether exchange rate volatility has had any detrimental impact on trade flows in Thailand during the post-Asian-crisis period. Furthermore this research tests the impact of exchange rate volatility on Thailand’s bilateral trades with three major partners: United States, Japan, and Taiwan to understand more about the relations. The augmented Dickey-fuller method and the Johansen cointegration method are applied to study the relationship between international trades and its determinants (including exchange rate volatility). Results, five cases indicate that exchange rate volatility significantly affected exports or imports of Thailand. Four cases out of these five cases indicate that exchange rate volatility adversely affected the international trade. | en |
dc.description.provenance | Made available in DSpace on 2021-05-20T20:48:12Z (GMT). No. of bitstreams: 1 ntu-97-R95723086-1.pdf: 417049 bytes, checksum: d4003f9cf0c34cd7fbaf15e93d1fcf5b (MD5) Previous issue date: 2008 | en |
dc.description.tableofcontents | Chapter I: Introduction, 1
1.1 Background,1 1.2 Economy of Thailand, 1 1.3 Thailand’s International Trade, 4 1.4 Purpose of the Study, 5 1.5 Objective of this Study, 5 1.6 Thesis Structure, 6 Chapter II: Literature Review, 7 2.1 Exchange Rate Variability and the Effect on International Trade, 7 2.2 Literature Survey, 8 2.3 Volatility, 11 2.4 Time-Series Testing Methodology, 11 2.5 Cointegration, 13 Chapter III: Methodology, 15 3.1 Model, 15 3.2 Data, 16 3.3 Definitions, 16 3.3.1. Trade volume, 16 3.3.2. Income, 17 3.3.3. Terms of trade, 18 3.3.4. Volatility, 18 Chapter IV: Results, 20 4.1 Augmented Dickey-Fuller test Results, 24 4.2 Cointegration test on Thailand overall trade, 26 4.3 Cointegration test on Thailand’s bilateral trade with US, 27 4.3 Cointegration test on Thailand’s bilateral trade with Japan, 29 4.3 Cointegration test on Thailand’s bilateral trade with Taiwan, 31 Chapter V: Conclusion and Recommendation, 34 5.1 Conclusion, 34 5.4 Recommendation, 35 References, 37 APPENDIX A: Thailand's Key Economic Indicators, 39 APPENDIX B: Structure of Export Receipts and Import Payments, 2006, 41 | |
dc.language.iso | en | |
dc.title | 匯率波動對泰國貿易的影響 | zh_TW |
dc.title | Impact of Exchange Rate Volatility on Thailand’s Trade Performance | en |
dc.type | Thesis | |
dc.date.schoolyear | 96-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 邱顯比(Shean-Bii Chiu),陳業寧(Yeh-ning Chen) | |
dc.subject.keyword | 泰國,國際貿易,匯率波動, | zh_TW |
dc.subject.keyword | Thailand,International Trade,Exchange Rate Volatility, | en |
dc.relation.page | 41 | |
dc.rights.note | 同意授權(全球公開) | |
dc.date.accepted | 2008-07-02 | |
dc.contributor.author-college | 管理學院 | zh_TW |
dc.contributor.author-dept | 財務金融研究所 | zh_TW |
顯示於系所單位: | 財務金融學系 |
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