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題名:匯率升貶幅度與持續性之資訊內涵研究--八大產業類股指數為例
書刊名:財金論文叢刊
作者:倪衍森 引用關係李仁在尤嘉民
作者(外文):Ni, Yen-senLee, Jen-tsaiYu, Chia-ming
出版日期:2010
卷期:12
頁次:頁50-69
主題關鍵詞:匯率異常報酬資訊內涵
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:21
  • 點閱點閱:53
期刊論文
1.Bahmani-Oskooee, Mohsen、Sohrabian, Ahmad(1992)。Stock Prices and the Effective Exchange Rate of the Dollar。Applied Economics,24(4),459-464。  new window
2.方文碩(20001200)。通貨貶值對股市報酬與波動的衝擊:亞洲四小龍實證研究。亞太管理評論,5(4),451-465。new window  延伸查詢new window
3.方文碩、田志遠(2001)。匯率貶值對股票市場的衝擊--雙變量GARCH-M模型。臺灣金融財務季刊,2(3),99-117。new window  延伸查詢new window
4.周麗娟、林靖中、陳勝源(20031200)。未預期匯率變動對股票報酬率及波動性之影響。中山管理評論,11(4),613-639。new window  延伸查詢new window
5.姚蕙芸、聶建中(200206)。臺灣股價與匯率關聯性之研究。國立臺北商業技術學院學報,2,1-16。new window  延伸查詢new window
6.Solnik, B.(1987)。Using financial prices to test exchange rate models: a note。Journal of Finance,42(1),141-149。  new window
7.康信鴻、劉靜芳(19960900)。股票市場報酬率總體外匯風險之衡量。企業管理學報,39,115-162。new window  延伸查詢new window
8.Dzeng, S. C.、He, J.、Liu, C. Y.(1996)。The pricing of foreign exchange risk of Taiwan stock exchange companies。Advances in Pacific Basin Financial Markets,1A,183-193。  new window
9.Kanas, A.(2000)。Volatility spillovers between stock returns and exchange rate changes: International Evidence。Journal of Business Finance & Accounting,27(3/4),447-467。  new window
10.Jorion, P.(1990)。The Exchange-Rate Exposure of U. S. Multinationals。Journal of Business,63(3),331-345。  new window
11.Ajayi, R. A.、Mougoue, M.(1996)。On the dynamic relation between stock prices and exchange rates。Journal of Financial Research,19(2),193-207。  new window
12.方文碩(20000500)。金融危機期間股票報酬風險貼水與貶值效果。風險管理學報,2(1),39-68。new window  延伸查詢new window
13.林基黃、徐政義(2004)。東亞地區新興市場匯率與股價指數之關係--金融風暴前後的實證分析。中山管理評論,11(4),613-639。new window  延伸查詢new window
14.Fatum, Rasmus、Michael, H.(2006)。Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan。Journal of International Money and Finance,25,199-219。  new window
15.Edison, H.、Cashin, P.、Liang, H.(2006)。Foreign Exchange Intervention and the Australian Dollar: Has It Mattered?。International Journal of finance and economics,11,155-171。  new window
16.Dewenter, K.L.、Higgins, R.C.、Simin, T.C.(2005)。Can Event Study Methods Solve the Currency Exposure Puzzle?。Pacific-Basin Finance Journal,13,119-144。  new window
17.Doong, S. C.、Yang, S. Y.、Wang, A. T.(2005)。The Dynamic Relationship and Pricing of Stocks and Exchange Rates: Empirical Evidence from Asian Markets。Journal of American Academy of Business,7,118-123。  new window
18.Fang, W.S.(2001)。Stock Market Process and Expected Depreciation over the Asian Financial Crisis。Applied Economics,133,905-912。  new window
19.Mok, H. M. K.(1993)。Causality of Interest Rate, Exchange Rate and Stock Prices at Stock Market Open and Close in Hong Kong。Asia Pacific Journal of Management,21(4),603-612。  new window
20.Fatum、Rasmus(2008)。Daily effects of foreign exchange intervention: Evidence from official bank of Canada data。Journal of International Money and Finance,27,438-454。  new window
21.Joseph, N. L.、Panayiotis, V.(2006)。The Sensitivity of US Banks' Stock Returns to interest Rate and Exchange Rate Changes。Managerial Finance,32,118-199。  new window
22.Kearney, C.(1998)。The Causes of Volatility in a Small, International Integrated Stock Market: Ireland。Journal of Financial Research,21,85-104。  new window
23.Koutoulas, G.、Kryzanowski, L.(1996)。Macrofactor Conditional Volatility, Time-Varying Risk Premia and Stock Return Behavior。Financial Review,31,169-195。  new window
24.Kumar P.、Sorescu, S. M.、Boehme, R. D.、Danielsen, B. R.(2008)。Estimation Risk, Information, and the Conditional CAPM: Theory and Evidence。Review of Financial Studies,21,1037-1075。  new window
25.Mukherjee, T.K.、Naka, A.(1995)。Dynamic Relations between Macroeconomic Variables and the Japaness Stock Market: An Application of a Vector Error Correction Model。Journal of Financial Research,18,223-137。  new window
26.Ratner, M.(1993)。A Cointegration Test of the Impact of Foreign Exchange Rates on U.S. Stock Market Prices。Global Finance Journal,4,93-101。  new window
27.Smith, C. E.(1992)。Stock Markets and the Exchange Rate: Multi-Country Approach。Journal of Macroeconomics,14,607-29。  new window
研究報告
1.曹添旺、朱美麗(1992)。股價與匯率的互動關係--臺灣的實證研究。  延伸查詢new window
 
 
 
 
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