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題名:實質匯率變動與出口收益:亞洲證據
書刊名:經濟與管理論叢
作者:方文碩 引用關係張倉耀 引用關係賴奕豪 引用關係
作者(外文):Fang, Wen-shwoChang, Tsang-yaoLai, Yi Hao
出版日期:2007
卷期:3:1
頁次:頁67-96
主題關鍵詞:出口收益匯率貶值匯率風險淨效果DCC雙變量GARCH-M模型Export revenueDepreciationExchange rate riskNet effectDCC bivariate GARCH-M 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:6
  • 點閱點閱:23
期刊論文
1.Abeysinghe, T.、Yeok, T. L.(1998)。Exchange Rate Appreciation and Export Competitiveness: The Case of Singapore。Applied Economics,30,51-55。  new window
2.Arize, A. C.(1996)。Real Exchange-Rate Volatility and Trade Flows: The Experience of Eight European Economies。International Review of Economics and Finance,5,187-205。  new window
3.Arize, A. C.(1997)。Foreign Trade and Exchange-Rate Risk in the G-7 Countries: Cointegration and Error-Correction Models。Review of Financial Economics,6,95-112。  new window
4.Arize, A. C.、Osang, T.、Slottje, D. J.(2000)。Exchange-Rate Volatility and Foreign Trade: Evidence from Thirteen LDC's。Journal of Business and Economic Statistics,18,10-17。  new window
5.Athukorala, P.、Menon, J.(1994)。Pricing to Market Behaviour and Exchange Rate Pass-Though in Japanese Exports。The Economic Journal,104,271-281。  new window
6.Bahmani-Oskooee, M.、Kara, O.(2003)。Relative Responsiveness of Trade Flows to a Change in Prices and Exchange Rate。International Review of Applied Economics,17,293-308。  new window
7.Broil, U.、Eckwert, B.(1999)。Exchange Rate Volatility and International Trade。Southern Economic Journal,66,178-185。  new window
8.Chou,W. L.、Chao, C. C.(2001)。Are Currency Depreciation Effective? A Panel Unit Root Test。Economics Letters,72,19-25。  new window
9.Chowdhury, A. R.(1993)。Does Exchange Rate Volatility Depress Trade Flows? Evidence from Error-Correction Models。Review of Economics and Statistics,75,700-706。  new window
10.De Grauwe, P.(1988)。Exchange Rate Variability and the Slowdown in Growth of International Trade。IMF Staff Papers,35(1),63-84。  new window
11.Dooley, M. P.、Folkerts-Landau, D.、Garber, P.(2004)。The Revived Bretton Woods System。International Journal of Finance and Economics,9,307-313。  new window
12.Fang, W.、Lai, Y.、Miller, S. M.(2006)。Export Promotion through Exchange Rate Policy: Exchange Rate Depreciation or Stabilization。Southern Economic Journal,72,611-626。  new window
13.Fang, W.、Lai, Y.、Thompson, H.(2006)。Exchange Rates, Exchange Risk, and Asian Export Revenue。International Review of Economics and Finance。  new window
14.Fang, W.、Miller, S. M.(2006)。Exchange Rate Depreciation and Export: The Case of Singapore Revisited。Applied Economics。  new window
15.Fang, W.、Thompson, H.(2004)。Exchange Rate Risk and Export Revenue in Taiwan。Pacific Economic Review,9,117-129。  new window
16.Kawai, M.(2002)。Exchange Rate Arrangements in East Asia: Lessons from the 1997-98 Currency Crisis。Monetary and Economic Studies,20,167-214。  new window
17.Mark, N. C.、Choi, D. Y.(1997)。Exchange Rate Prediction over Long Horizons。Journal of International Economics,43,29-60。  new window
18.McKenzie, M. D.、Brooks, R. D.(1997)。The Impact of Exchange Rate Volatility on German-U.S. Trade Flow。Journal of International Financial Markets, Institutions and Money,7,73-87。  new window
19.McKinnon, R.I.、Schnabl, F.(2004)。The East Asian Dollar Standard, Fear of Floating and Original Sin。Review of Development Economics,8,331-360。  new window
20.Pozo, S.(1992)。Conditional Exchange-Rate Volatility and the Volume of International Trade: Evidence from the Early 1990s。The Review of Economics and Statistics,74(2),325-329。  new window
21.Rose, A.(1991)。The Role of Exchange Rates in a Popular Model of International Trade: Does the Marshall-Lemer Condition Hold?。Journal of International Economics,30,301-316。  new window
22.Tse, Y. K.(2000)。A Test for Constant Correlations in a Multivariate GARCH Model。Journal of Econometrics,98,107-127。  new window
23.Weliwita, A.、Ekanayake, E. M.、Tsujii, H.(1999)。Real Exchange Rate Volatility and Sri Lanka’s Exports to the Developed Countries, 1978-96。Journal of Economic Development,24,147-165。  new window
24.方文碩、張倉耀、葉志權(20050100)。匯率貶值及其風險與出口。經濟研究,41(1),105-139。new window  延伸查詢new window
25.陳江(19910300)。特異及干擾效應在動態迴歸之偵測與分析。中國統計學報,29(1),1-26。new window  延伸查詢new window
26.Arize, A. C.(1995)。The Effects of Exchange-Rate Volatility on U.S. Exports: An Empirical Investigation。Southern Economic Journal,62,34-43。  new window
27.Asseery, A.、Peel, D. A.(1991)。The Effects of Exchange Rate Volatility on Exports: Some New Estimates。Economics Letters,37(2),173-177。  new window
28.Athukorala, P.(1991)。Exchange Rate Pass-Through: The Case of Korean Exports of Manufactures。Economics Letters,35,79-84。  new window
29.Ethier, W.(1973)。International Trade and the Forward Exchange Market。American Economic Review,63(3),494-503。  new window
30.Junz, H. B.、Rhomberg, R. R.(1973)。Price Competitiveness in Export Trade among Industrial Countries。American Economic Review,63(2),412-418。  new window
31.Klaassen, F.(2004)。Why is It so Difficult to Find an Effect of Exchange Rate Risk on Trade?。Journal of International Money and Finance,23,817-839。  new window
32.Kroner, K. F.、Lastrapes, W. D.(1993)。The Impact of Exchange Rate Volatility on International Trade: Reduced Form Estimates Using the GARCH in Mean Model。Journal of International Money and Finance,12,298-318。  new window
33.McKinnon, R. I.(2000)。The East Asian Dollar Standard, Life after Death?。Economic Notes,29(1),31-82。  new window
34.Inclan, C.、Tiao, G. C.(1994)。Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance。Journal Of the American Statistical Association,89(427),913-923。  new window
35.Engle, R. F.、Lilien, D. M.、Robins, R. P.(1987)。Estimating Time-Varying Risk Premia in the Term Structure: The ARCH-M Model。Econometrica,55,391-407。  new window
36.Wilson, J. F.、Takacs, W. E.(1979)。Differential Reoponses to Price and Exchange Rate Influences in the Foreign Trade of Selected Industrial countries。Review of Economics and Statistics,61(2),267-279。  new window
37.Hosking, J. R. M.(1980)。The Multivariate Portmanteau Statistic。Journal of the American Statistical Association,75,602-608。  new window
38.Wilson, P.、Tat, K. C.(2001)。Exchange Rates and the Trade Balance: The case of Singapore 1970 to 1996。Journal of Asian Economics,12,47-63。  new window
39.Hodrick, R. J.、Srivastava, S.(1984)。An Investigation of Risk and Return in Forward Foreign Exchange。Journal of International Money and Finance,3(1),5-29。  new window
40.Engle, Robert F.(2002)。Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models。Journal of Business & Economic Statistics,20(3),339-350。  new window
41.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
42.Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics,69(3),542-547。  new window
43.Bollerslev, Tim、Engle, Robert F.、Wooldridge, Jeffrey M.(1988)。A Capital Asset Pricing Model with Time-Varying Covariances。Journal of Political Economy,96(1),116-131。  new window
44.Bollerslev, Tim(1990)。Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model。The Review of Economics and Statistics,72(3),498-505。  new window
45.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。  new window
46.Andersen, Torben G.、Bollerslev, Tim、Diebold, Francis X.、Labys, Paul(2001)。The Distribution of Realized Exchange Rate Volatility。Journal of the American Statistical Association,96(453),42-55。  new window
47.Baillie, Richard T.、Bollerslev, Tim(1989)。The Message in Daily Exchange Rates: A Conditional-Variance Tale。Journal of Business & Economic Statistics,7(3),297-305。  new window
48.Lamoureux, Christopher G.、Lastrapes, William D.(1990)。Persistence in Variance, Structural Change, and the GARCH Model。Journal of Business and Economic Statistics,8(2),225-234。  new window
49.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
圖書
1.Hendry, D.(1985)。Econometric Methodology, paper presented to the Econometric Society Fifth World Congress。Cambridge, MA:MIT。  new window
2.Tsay, Ruey S.(2005)。Analysis of Financial Time Series。New York:John Wiley & Sons。  new window
圖書論文
1.Goldstein, M.、Khan, M. S.(1985)。Income and Price Effects in Foreign Traded。Handbook of International Economics。Amsterdam:North-Holl。  new window
 
 
 
 
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