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題名:匯率不確定性與臺灣出口導向企業盈餘之動態關係研究
書刊名:證券市場發展季刊
作者:聶建中 引用關係林正寶 引用關係鄭志宏
作者(外文):Nieh, Chien-chungLin, Jeng-bauCheng, Chih-hung
出版日期:2001
卷期:12:4=48
頁次:頁79-112
主題關鍵詞:匯率不確定性企業盈餘共整因果關係衝擊反應函數Exchange rate volatilityCorporate earningsCointegrationGranger causalityImpulse response
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:60
期刊論文
1.Chowdhury, A. R.(1993)。Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error-correction Models。The Review of Economics and Statistics,75(4),700-706。  new window
2.Rodrik, Dani、Kenen, Peter B.(1986)。Measuring and Analyzing the Effects of Short-term Volatility in Real Exchange Rates。The Review of Economics and Statistics,68(2),311-315。  new window
3.Cushman, D. O.(1983)。The Effects of Real Exchange Rate Risk on International Trade。Journal of International Economics,15,45-63。  new window
4.Gotur, P.(1985)。Effects of Exchange Rate Volatility on Trade: Some Further Evidence。International Monetary Fund Staff Papers,32(3),475-512。  new window
5.Hooper, P.、Kohlhangan, S. W.(1978)。The Effect of Exchange Rate Uncertainty on the Prices and Volume of International Trade。Journal of International Economics,8(4),483-511。  new window
6.Slottje, Daniel J.、Osang, Thomas、Arize, Augustine C.(2000)。Exchange-rate Volatility and Foreign Trade: Evidence from Thirteen LDC's。Journal of Business & Economic Statistics,18(1),10-17。  new window
7.Broll, Udo、Eckwert, Bernhard(1999)。Exchange Rate Volatility and International Trade。Southern Economic Journal,66(1),178-185。  new window
8.Franke, Gunter(1991)。Exchange Rate Volatility and International Trading Strategy。Journal of International Money and Finance,10(2),292-307。  new window
9.Pozo, Susan(1992)。Conditional Exchange-rate Volatility and the Volume of International Trade: Evidence from The Early 1900s。The Review of Economics and Statistics,74(2),325-329。  new window
10.Dixit, Avinash K.(1989)。Hysteresis, Import Penetration, and Exchange Rate Pass-through。The Quarterly Journal of Economics,104(2),205-228。  new window
11.Froot, Kenneth A.、Klemperer, Paul D.(1989)。Exchange Rate Pass-Through when Market Share Matters。American Economic Review,79(4),637-654。  new window
12.Johansen, Soren(1994)。The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables。Econometric Reviews,13(2),205-229。  new window
13.Nieh, C. C.、Lee, C. F.(2001)。Dynamic Relationship Between Stock Prices and Exchange Rates for G-7 Countries。Quarterly Review of Economics and Finance,41(4),477-490。  new window
14.Osterwald-Lenum, M.(1992)。A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics,54(3),461-471。  new window
15.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
16.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
17.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
18.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
19.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
20.Abel, A. B.(1983)。Optimal investment under uncertainty。The American Economic Review,73(1),228-233。  new window
21.Arize, Augustine C.(1997)。Conditional Exchange-Rate Volatility and the Volume of Foreign Trade: Evidence from Seven Industrialized Countries。Southern Economic Journal,64(1),235-254。  new window
22.Asseery, A.、Peel, David(1991)。The Effect of Exchange Rate Volatility On Exports。Economics Letters,37,173-177。  new window
23.Thursby, Marie C.、Thursby, Jerry G.(1987)。Bilateral Trade Flows, the Linder Hypothesis, the Exchange Risk。The Review of Economics and Statistics,69,488-495。  new window
24.De Vries, C. G.、Viaene, J. M.(1992)。International Trade and Exchange Rate Volatility。European Economic Review,36,1311-1321。  new window
25.Rana, Pradumna B.(1981)。Exchange Rate Risk under Generalized Floating。Journal of International Economics,11,459-467。  new window
26.Steinherr, Alfred、Per'ee, Eric(1989)。Exchange Rate Uncertainty and Foreign Trade。European Economic Review,33,1241-1264。  new window
27.Pindyck, Robert S.(1982)。Adjustment Costs, Uncertainty, and the Behavior of the Firm。The American Economic Review,72,415-427。  new window
28.Mussa, M.(1983)。External and Internal Adjustment Costs and the Theory of Aggregate and Firm Investment。Economica,47,163-178。  new window
29.Cushman, D.(1988)。U. S. Bilateral Trade Flows and Exchange Risk during the Floating Period。Journal of International Economics,24,317-330。  new window
30.De Grauwe, P.(1988)。Exchange Rage Volatility and the Slowdown in Growth of International Trade。IMF Staff Papers,35,63-84。  new window
31.Ulan, Michael、Bailey, Martin J.、Tavlas, George S.(1986)。Exchange-Rate Variability and Trade Performance: Evidence for the Big Seven Industrial Countries。Weltwirtschaftliches Archiv,122(3),466-477。  new window
32.Krugman, P.、Baldwin, R.(1989)。Persistent Trade Effects of Large Exchange Rate Shocks。The Quarterly Journal of Economics,104(4),635-665。  new window
33.Hilton, R. S.、Akhtar, M. A.(1984)。Effects of Exchange Rate Uncertainty on German and U. S. Trade。Quarterly Review,Spring,7-16。  new window
34.Arize, Augustine C.(1995)。The Effects of Exchange-Rate Volatility on U. S. Exports: An Empirical Investigation。Southern Economic Journal,62(1),34-43。  new window
35.Hartman, R.(1972)。The Effects of Price and Cost Uncertainty on Investment。Journal of Economic Theory,5,258-266。  new window
圖書
1.Stein, Jerome L.(1991)。International Financial Markets。International Financial Markets。Cambridge。  new window
2.Giovannini, Alberto、Giavazzi, Franceso(1989)。Limiting Exchange Rate Flexibility。Limiting Exchange Rate Flexibility。Cambridge。  new window
3.Coes, Donald V.(1981)。The Crawling Peg and Exchange Rate Uncertainty。Exchange Rate Rules: The Theory, Performance and Prospects of the Crawling Peg。New York, NY。  new window
圖書論文
1.Mackinnon, J. G.(1991)。Critical Values for Cointegration Tests。Long-Run Economic Relationships: Readings in Cointegration。New York。  new window
 
 
 
 
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