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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 賴景昌(Ching-Chong Lai) | |
dc.contributor.author | Chang Liu | en |
dc.contributor.author | 劉暢 | zh_TW |
dc.date.accessioned | 2021-06-16T02:58:45Z | - |
dc.date.available | 2020-07-20 | |
dc.date.copyright | 2015-07-20 | |
dc.date.issued | 2015 | |
dc.date.submitted | 2015-07-06 | |
dc.identifier.citation | 中文參考文獻:
王瓊(2014),「人民幣周邊化中貨幣替代問題研究」,商業經濟研究,第三十三輯第三十期:頁62-64 尹亞紅(2009),「香港人民幣化的經濟效應分析」,亞太經濟,第二十五輯第四期:頁116-120 尹亞紅(2010),「人民幣港元一體化研究——基於貨幣替代視角」,國際金融研究,第二十七輯第九期:頁29-37 巴曙松(2004),「香港銀行業開辦人民幣業務的風險評估」,管理世界,第二十輯第五期:頁33-38 陳浪南、許曉雲(2007),「人民幣與港幣一體化芻議」,經濟管理,第二十九輯第三期:頁82-86 曹添旺(1987),「通貨替代、理性預期、匯率調整與貨幣中立性」,經濟論文叢刊,第十五輯第二期:頁367-398 劉元春、栗亮(2013),「人民幣對港幣替代性問題研究」,中國人民大學學報,第二十七輯第五期:頁87-93 薑波克(1999),貨幣替代研究,復旦大學出版社,上海 英文參考文獻: Arellano, M. and Bond, S. (1991), “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.” Review of Economic Studies, 58, 277-297. Bordo, M. D. and Choudhri, E. U. (1982), “Currency Substitution and the Demand for Money: Some Evidence for Canada.” Journal of Money, Credit and Banking, 48-57. Chen, C. N. (1973), “Diversified Currency Holdings and Flexible Exchange Rates.” Quarterly Journal of Economics, 87, 96-111. Chen, C. N. and Tsaur, T. W. (1983), “Currency Substitution and Foreign Inflation.” Quarterly Journal of Economics, 83, 177–184. Cuddington, J. (1983), “Currency Substitution, Capital Mobility, and Money Demand.” Journal of International Money and Finance, 2, 111-153. Giovannini, A., and Turtelboom, B. (1994), “Currency Substitution.” van der Ploeg, F. (ed.), Handbook of International Macroeconomics, Blackwell, MA. Girton, L. and Roper, D. (1981), “Theory and Implications of Currency Substitution.” Journal of Money, Credit and Banking, 12-30. Hansen, L. P. (1982), “Large Sample Properties of Generalized Method of Moments Estimators.” Econometrica, 1029-1054. Liviatan, N. (1981), “Monetary Expansion and Real Exchange Rate Dynamics.” Journal of Political Economy, 1218-1227. Miles, M. A. (1978), “Currency Substitution, Flexible Exchange Rates, and Monetary Independence.” American Economic Review, 68, 428-436. Miles, M. A. (1981), “Currency Substitution: Some Further Results and Conclusions,” Southern Economic Journal, 48, 208-217. Mizen, P. and Pentecost, E. J. (1994), “Evaluating the Empirical Evidence for Currency Substitution: a Case Study of the Demand for Sterling in Europe.” Economic Journal, 1057-1069. Obstfeld, M. and Rogoff, K. (1996), Foundations of International Macroeconomics, MIT Press, Cambridge, MA. Selcuk, F. (2003), “Currency Substitution: New Evidence from Emerging Economies.” Economics Letters, 78, 219-224. Sidrauski, M. (1967), “Rational Choice and Patterns of Growth in a Monetary Economy.” American Economic Review, 534-544. | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/54469 | - |
dc.description.abstract | 隨著跨境貿易人民幣結算業務的開展,人民幣在香港地區的流通規模越來越大,對港幣的替代性不斷增強。本文對香港的人民幣通貨替代現象進行分析, 通過建立貨幣進入效用函數的貨幣需求模型,推導出通貨替代的理論模型,並且采用一般化動差法實證得出通貨替代的參數。最後,提出研究結論與建議。 | zh_TW |
dc.description.abstract | With the development of the Renminbi settlement system for cross-border trade in Hong Kong, the scale of Renminbi circulation in Hong Kong keeps on increasing, and the Renminbi substitution is also enhancing. We first analyze the phenomenon of Hong Kong’s Renminbi currency substitution, then establish the monetary demand model by the money-in-the-utility function. We can derive the currency substitution theoretical model. The empirical analysis employs the generalized method of moments technique to estimate the currency substitution coefficients. Finally, conclusions and suggestions are made for further research. | en |
dc.description.provenance | Made available in DSpace on 2021-06-16T02:58:45Z (GMT). No. of bitstreams: 1 ntu-104-R02323050-1.pdf: 490854 bytes, checksum: 04bb1e9a70e776a4068dbef719a72b27 (MD5) Previous issue date: 2015 | en |
dc.description.tableofcontents | 目 錄
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 1.1研究動機與目的 1 1.2研究架構 4 第二章 文獻回顧 5 2.1通貨替代理論相關文獻回顧 5 2.2通貨替代實證相關文獻回顧 7 2.3港幣與人民幣相關文獻回顧 9 第三章 理論模型與實證方法 10 3.1 理論模型 10 3.2 實證方法 14 第四章 實證結果與分析 17 4.1實證資料來源及處理 17 4.2實證結果與分析 19 第五章 港幣與人民幣通貨替代的影響 23 5.1港幣與人民幣通貨替代對大陸的影響 23 5.2港幣與人民幣通貨替代對香港的影響 23 第六章 結論與後續研究建議 25 6.1結論 25 6.2後續研究建議 26 參考文獻 27 | |
dc.language.iso | zh-TW | |
dc.title | 港幣與人民幣的通貨替代
——理論與實證 | zh_TW |
dc.title | Currency Substitution between HKD and RMB:
Theoretical and Empirical Analysis | en |
dc.type | Thesis | |
dc.date.schoolyear | 103-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 黃俊傑(Chun-chieh Huang),蕭明福(Ming-Fu Shaw) | |
dc.subject.keyword | 通貨替代,港幣,人民幣,一般化動差法, | zh_TW |
dc.subject.keyword | Currency Substitution,Hong Kong Dollar,Renminbi,Generalized Method of Moments, | en |
dc.relation.page | 29 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2015-07-06 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
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