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題名：股價、匯率與貨幣政策之互動性：東亞各國的實證研究
書刊名：證券市場發展季刊
作者：陳思寬 引用關係／張銘仁 引用關係
作者(外文)：Chen, Shikuan／Chang, Ming-jen
出版日期：2006
卷期：18:4=72
頁次：頁61-101
主題關鍵詞：股價；匯率；貨幣市場；通貨危機；Stock price；Exchange rate；Money market；Currency crisis
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(1) 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:15
  • 點閱點閱:87
期刊論文
1.Becker, T.、Gelos, R. G.、Richards, A. J.(2002)。Devaluation Expectations and the Stock Market: A New Measure and an Application to Mexico 1994/95。International Journal of Finance and Economics，7，195-214。  new window
2.Corsetti, G.(1998)。Interpreting the Asia Financial Crisis: Open Issues in the Theory and Policy。Asian Development Review，16，1-45。  new window
3.Corsetti, G.、Pesenti, P.、Roubini, N.(1999)。Paper Tigers? A Model of Asian Crisis。European Economic Review，43，1211-1236。  new window
4.Nankervis, John C.、Savin, N. E.、Whiteman, Charles H.(1992)。Integration versus Trend Stationarity in Time Series。Econometrica，60(2)，423-433。  new window
5.Engle, C.(1999)。Accounting for U.S. Real Exchange Rate Changes。Journal of Political Economy，107，507-538。  new window
6.Handa, J.、Ma, B. K.(1989)。Four Tests for the Random Walk Hypothesis: Power versus Robustness。Economics Letters，29，141-145。  new window
7.Heimonen, K.(2002)。Stock Market Integration: Evidence on Price Integration and Return Convergence。Applied Financial Economics，12，415-429。  new window
8.Hodrick, R. J.(1990)。Volatility in the Foreign Exchange and Stock Markets: Is it Excessive。AEA Papers and Proceeding，80，186-191。  new window
9.Ibrahim, M. H.(2000)。Cointegration and Granger Causality Tests of Stock Price and Exchange Rate Interactions in Malaysia。ASEAN Economic Bulletin，17，36-47。  new window
10.Kaul, G.(1987)。Stock Returns and Inflation - the Role of the Monetary Sector。Journal of Financial Economics，18，253-276。  new window
11.Khalid, A. M.、Kawai, M.(2003)。Was Financial Market Contagion the Source of Economic Crisis in Asia? Evidence Using a Multivariate VAR Model。Journal of Asian Economics，14(1)，131-156。  new window
12.Kim, K.(2003)。Exchange Rate and Stock Price: Evidence from Multivariate Cointegration and Error Correction Model。Review of Financial Economics，12，301-313。  new window
13.Obstfeld, M.、Rogoff, K.(1995)。Exchange Rate Dynamics Redux。Journal of Political Economy，103，624-660。  new window
14.Pesaran, M. H.、Shin, Y.(1998)。Impulse Response Analysis in Linear Multivariate Models。Economics Letters，58，17-29。  new window
15.Poon, S-H.、Lin, H.(2001)。Taking Stock at the New Millennium: A Study of Twelve Stock Markets。Managerial Finance，27，62-81。  new window
16.Qiao, Y.(1996)。Stock Prices and Exchange Rates: Experiences in Leading East Asian Financial Centers-Tokyo, Hong Kong and Singapore。Singapore Economic Review，41，47-56。  new window
17.Thorbecke, W.(1997)。On Stock Market Returns and Monetary Policy。Journal of Finance，52，635-654。  new window
18.Wongbangpo, P.、Sharma, S. C.(2002)。Stock Market and Macroeconomic Fundamental Dynamic Interactions: ASEAN-5 Countries。Journal of Asian Economics，13，27-51。  new window
19.Wu, Y.(2001)。Exchange Rates, Stocks Prices, and Money Markets: Evidence from Singapore。Journal of Asian Economics，12，445-458。  new window
20.Yang, T.、Lim, J. J.(2004)。Crisis, Contagion and East Asian Stock Markets。Review of Pacific Basin Financial Markets and Policies，7，119-151。  new window
21.劉祥熹、李崇主(20001000)。臺灣地區外資、匯率與股價關聯性之研究--VAR與VECM之應用。證券市場發展，12(3)=47，1-41。new window  延伸查詢new window
22.Koop, Gary M.、Pesaran, M. Hashem、Potter, Simon M.(1996)。Impulse Response Analysis in Non-linear Multivariate Models。Journal of Econometrics，74(1)，119-147。  new window
23.劉宗欣、賴美穎(20020400)。開放外資與股市對總體經濟訊息的效率性。證券市場發展，14(1)=53，77-110。new window  延伸查詢new window
24.Bahmani-Oskooee, M.、Sohrabian, A.(1992)。Stock Prices and the Effective Exchange Rate of the Dollar。Applied Economics，24，459-464。  new window
25.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
26.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics，54(1-3)，159-178。  new window
27.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。  new window
28.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。  new window
29.Bodnar, Gordon M.、Gentry, William M.(1993)。Exchange rate exposure and industry characteristics: Evidence from Canada, Japan and USA。Journal of International Money and Finance，12(1)，29-45。  new window
研究報告
1.Hobijn, B.、Franses, P. H.、Ooms, M.(1998)。Generalization of the KPSS-test for Stationarity。Rotterdam：Erasmus University。  new window
2.Nagayasu, J.(2000)。Currency Crisis and Contagion: Evidence from Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand。  new window
圖書
1.Barro, R. J.、Grossman, H. I.(1976)。Money, Employment and Inflation。Cambridge, England：Press。  new window
2.Engle R.、Granger, C. W. J.。Long-run Economic Relationships: Readings in Cointegration。Oxford：Oxford University Press。  new window
3.Patinkin, Don(1965)。Money, Interest, and Prices。Harper & Row。  new window
4.World Bank(1999)。International Capital Markets: Developments, Prospects and Key Policy Issues。Washington, DC：World Bank。  new window
5.Zhang, J.(2004)。A Wavelet on the Patterns of the Stock Market Comovements。Vanderbilt University。  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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