臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：非線性貨幣衝擊與臺幣／美元遠期溢酬
書刊名：經濟論文
作者：郭炳伸 引用關係／何祖平
作者(外文)：Kuo, Biing-shen／Ho, Tzu-ping
出版日期：2003
卷期：31:1
頁次：頁91-124
主題關鍵詞：遠期外匯超額報酬；馬可夫轉換模型；資本資產定價模型；Forward premiun；Markov-switching model；Asset pricing model
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(0) 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:0
  • 共同引用共同引用:50
  • 點閱點閱:94
期刊論文
1.Clarida, Richard、Galí, Jordi、Gertler, Mark(2000)。Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory。Quarterly Journal of Economics，115，147-180。  new window
2.沈中華(19930300)。臺灣遠期美元外匯市場效率性之再檢定--兩狀態Markov模型的應用。經濟論文，21(1)，87-115。new window  延伸查詢new window
3.吳中書(19880300)。臺灣美元遠期外匯市場效率性之檢定。經濟論文，16(1)，79-112。new window  延伸查詢new window
4.Froot, Kenneth A.、Thaler, Richard H.(1990)。Anomalies: Foreign Exchange。Journal of Economic Perspectives，4(3)，179-192。  new window
5.Domowitz, I.、Hakkio, C. S.(1985)。Conditional Variance and the Risk Premium in the Foreign Exchange Market。Journal of International Economics，19，47-66。  new window
6.Kim, Soyoung、Roubini, Nouriel(2000)。Exchange Rate Anomalies in the Industrial Countries: A Solution with a Structural VAR Approach。Journal of Monetary Economics，45(3)，561-586。  new window
7.Lucas, R. E.(1982)。Interest Rates and Currency Prices in a Two-country World。Journal of Monetary Economics，10(3)，335-360。  new window
8.Gray, S. F.(1996)。Modeling the Conditional Distribution of Interest Rates as a Regime Switching Process。Journal of Financial Economics，42(1)，27-62。  new window
9.林向愷、黃裕烈、管中閔(19981200)。景氣循環轉折點認定與經濟成長率預測。經濟論文叢刊，26(4)，431-457。new window  延伸查詢new window
10.Engel, Charles、Hamilton, James D.(1990)。Long Swings in the Dollar: Are They in the Data and Do Markets Know It?。American Economic Review，80(4)，689-713。  new window
11.Baillie, Richard T.、Bollerslev, Tim(2000)。The Forward Premium Anomaly is Not as Bad as You Think。Journal of International Money and Finance，19(4)，471-488。  new window
12.Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society，57(2)，357-384。  new window
13.Engle, Charles(1996)。The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence。Journal of Empirical Finance，3(2)，123-192。  new window
14.Fama, Eugene F.(1984)。Forward and Spot Exchange Rates。Journal of Monetary Economics，14(3)，319-338。  new window
15.Hansen, Bruce E.(1996)。Erratum: The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP。Journal of Applied Econometrics，11(2)，195-198。  new window
16.Backus, D.、Allan, G.、Telmer, C.(1993)。Accounting for Forward Rate in Markets for Foreign Currency。The Journal of Finance，48，1887-1908。  new window
17.Lewis, K.(1989)。Changing Beliefs and Systematic Rational Forecast Error with Evidence from Foreign Exchange。The American Economic Review，79，621-636。  new window
18.郭炳伸、何祖平、李政峰(2001)。臺幣 / 美元遠期外匯風險溢酬有多大？。經濟論文，29(4)，383-413。new window  延伸查詢new window
19.Anker, P.(1999)。Uncovered Interest Parity, Monetary Policy and Time-Varying Risk Premia。Journal of International Money and Finance，18，835-851。  new window
20.Bekaert, G.、Hodrick, R. J.、Marshall, D.(1997)。The Implications of First-order Risk-Aversion for Asset Market Risk Premium。Journal of Monetary Economics，40，984-997。  new window
21.Canova, F.、Marrian, J.(1993)。Profits, Risk and Uncertainty in Foreign Exchange Markets。Journal of Monetary Economics，32，259-286。  new window
22.Clarida, R.、Gali, J.、Gerlter, M.(1998)。Monetary Policy Rules in Practices: Some International Evidence。European Economic Review，42，1033-1067。  new window
23.Cooley, T. F.、LeRoy, S. F.、Raymon, N.(1984)。Econometric Policy Evaluation: Note。The American Economic Review，74，467-470。  new window
24.Eichenbaum, M.、Evans, C.(1995)。Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rate。The Quarterly Journal of Economics，110，975-1010。  new window
25.Hu, Xiao-Qiang(1997)。Macroeconomic Uncertainty and the Risk Premium in the Foreign Exchange Market。Journal of International Money and Finance，16，699-718。  new window
26.Kaminsky, G.(1993)。Is There a Peso Problem? Evidence from Dollar/ Pound Exchange Rate, 1976-1987。The American Economic Review，83，450-472。  new window
27.Maynard, A.、Phillips, P. C. B.(2001)。Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly。Journal of Applied Econometrics，16，671-708。  new window
28.McCallum, B. T.(1994)。A Reconsideration of the Uncovered Interest Parity Relationship。Journal of Monetary Economics，33，105-132。  new window
29.Moore, J. M.、Roche, M. J.(2002)。Less of a Puzzle: A New Look at the Forward Forex Market。Journal of International Economics，58，387-411。  new window
30.Sims, C.(1982)。Policy Analysis with Econometric Models。Brookings Papers on Economic Activity，1，107-152。  new window
研究報告
1.De Grauwe, P.、Vansteenkiste, I.(2001)。Exchange Rates and Fundamentals: A Non-Linear Relationship?。沒有紀錄。  new window
2.Garcia, R.、Kichian, M.(2000)。Modelling Risk Premiums in Equity and Foreign Exchange Markets。沒有紀錄。  new window
3.Sakoulis, G.、Zivot, E.(1999)。Time-Varying and Structural Changes in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis。University of Washington。  new window
4.Sill, K.、Wrase, J.(1999)。Exchange Rate and Monetary Policy Regimes in Canada and the U. S.。沒有紀錄。  new window
5.Sims, C.、Zha, Tao(2002)。Macroeconomic Switching。沒有紀錄。  延伸查詢new window
圖書
1.Mark, Nelson C.(2001)。International Macroeconomics and Finance: Theory and Econometric Methods。Blackwell Publishers, Ltd.。  new window
2.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
圖書論文
1.Christiano, L、J MEichenbaum、C L Evans(1999)。Monetary policy shocks: what have we learned and to what end。Handbook of Macroeconomics。Amsterdam：Elsevier Science。  new window
2.Lewis, K. K.(1995)。Puzzles in International Financial Markets。Handbook of International Economics。Amsterdam：North-Holland。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：301（臺灣：288，外國：13） ／ 本年度總使用人次：2564847 ／ 訪客人次（自102年09月）：68366834
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上