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題名:淨國外資產部位失衡與金融調整效果--臺灣的實證研究
書刊名:經濟論文
作者:丁千容 引用關係吳致寧
作者(外文):Ting, Chien-jungWu, Jyh-lin
出版日期:2011
卷期:39:2
頁次:頁169-213
主題關鍵詞:淨國外資產資產價值變動效果淨國外資產部位失衡神秘物質超額報酬效果現值模型樣本外預測Net foreign assetsValuation effectsExternal imbalanceDark matterAbnormal return effectsPresent-value modelsOut-of-sample prediction
原始連結:連回原系統網址new window
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  • 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:0
  • 點閱點閱:77
期刊論文
1.黃朝熙(1993)。An empirical Study on Taiwan's Current Account: 1961-90。Applied Economics,25,927-936。  new window
2.Meese, Richard A.、Rogoff, Kenneth S.(1983)。Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?。Journal of International Economics,14(1/2),3-24。  new window
3.Campbell, John Y.、Shiller, Robert J.(1987)。Cointegration and Tests of Present Value Models。Journal of Political Economy,95(5),1062-1088。  new window
4.Tille, Cedric(2003)。The Impact of Exchange Rate Movements on U.S. Foreign Debt。Economics and Finance,9(1)。  new window
5.Dickey, D. A.、Fuller, W. A.(1981)。Likelihood Ratio Tests for Autoregressive Time Series with a Unit Root。Econometrica,49,1057-1072。  new window
6.Campbell, J. Y.、Cochrane, J. H.(1999)。By Force of Habit: A Consumption-based Explanation of Aggregate Stock Market Behavior。Journal of Political Economy,107(2),205-251。  new window
7.Gourinchas, Pierre-Olivier、Rey, Helene(2007)。International Financial Adjustment。Journal of political economy,115(4),665-702。  new window
8.Clark, Todd E.、West, Kenneth D.(2007)。Approximately Normal Tests for Equal Predictive Accuracy in Nested Models。Journal of Econometrics,138(1),291-311。  new window
9.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
10.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
11.蔡美芬(2004)。台灣國際投資部位表的編制與應用。中央銀行季刊,26,57-84。  延伸查詢new window
12.祈玉蘭、趙欣儀(2001)。消費與租稅均攤的跨期恆長所得模型─台灣經常帳與預算赤字之實證研究。經濟論文,29,251-295。new window  延伸查詢new window
13.Clark, E. T.、West, K. D.(2006)。Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis。Journal of Econometrics,135,155-186。  new window
14.Dooley, M.、Folkerts-Landau, D.、Garber, P.(2004)。The Review Bretton Woods System。International Journal of Finance and Economics,9,307-313。  new window
15.Lane, P. R.、Milesi-Ferretti, G. M.(2004)。The Transfer Problem Revisited: Net Foreign Assets and Exchange Rates。Review of Economics and Statistics,86,841-857。  new window
16.Lane, P. R.、Milesi-Ferretti, G. M.(2007)。The External Wealth of Nations Mark II: Revised and Extended Estimates of Foreign Assets and Liabilities, 1970-2004。Journal of International Economics,73(2),223-250。  new window
17.Lane, P. R.、Milesi-Ferretti, G. M.(2008)。International Investment Patterns。Review of Economic and Statistics,90,538-549。  new window
18.Lane, Philip R.、Milesi-Ferretti, Gian Maria(2008)。Where Did All Borrowing Go? A Forensic Analysis of the U.S. External Position。Journal of the Japanese and International Economies,23(2),177-199。  new window
19.Tille, C.(2008)。Financial Integration and the Wealth Effect of Exchange Rate Fluctuations。Journal of International Economics,75,283-294。  new window
20.Aizenman, J.、Menzie, D. C.、H. Ito(2010)。The Emerging Global Financial Architecture: Tracing and Evaluating New Patterns of the Trilemma Configuration。Journal of International Money and Finance,29,645-641。  new window
21.Cavallo, Michele、Tille, Cédric(2006)。Current Account Adjustment with High Financial Integration: A Scenario Analysis。Economic Review,31-45。  new window
22.Cochrane, J. H.(1992)。Explaining the Variance of Price-Dividend Ratios。The Review of Financial Studies,5,243-280。  new window
23.Curcuru, Stephanie E.、Dvorak, Tomas、Warnock, Francis E.(2008)。Cross-Border Return Differentials。Quarterly Journal of Economics,123,1495-1530。  new window
24.Curcuru, S. E.、Dvorak, T.、Warnock, F. E.(2010)。Decomposing the U.S. External Returns Differential。Journal of International Economics,80,22-32。  new window
25.Lane, P. R.、Shambaugh, J. C.(2010)。Financial Exchange Rates and International Currency Exposures。American Economic Review,100,518-540。  new window
26.Obstfeld, M.(2004)。External Adjustment。Review of World Economics,140,541-568。  new window
27.Obstfeld, M.、Rogoff, K. S.(2005)。Global Current Account Imbalances and Exchange Rate Adjustment。Brookings Papers on Economic Activity,1,67-123。  new window
28.Kitchen, J.(2007)。Sharecroppers or Shrewd Capitalists? Projections of the U.S. Current Account, International Income Flows, and Net International Debt。Review of International Economics,15,1036-1061。  new window
29.Lane, P. R.、Milesi-Ferretti, G. M.(2001)。The External Wealth of Nations: Measures of Foreign Assets Liabilities for Industrial and Developing Countries。Journal of International Economics,52,263-294。  new window
30.Lane, Philip R.、Milesi-Ferretti, Gian Maria(2002)。External Wealth, the Trade Balance, and the Real Exchange Rates。European Economic Review,46,1049-1071。  new window
31.Hausmann, R.、Sturzenegger, F.(2007)。The Missing Dark Matter in the Wealth of Nations and Its Implications for Global Imbalances。Economic Policy,22,469-518。  new window
研究報告
1.Obstfeld, M.、Taylor, A.(2005)。'Sources of America's Exorbitant Privilege。  new window
2.Buiter, W.(2006)。Dark Matter or Cold Fusion。  new window
3.Cavallo, M.、Tille, C.(2006)。Could Capital Gains Smooth a Current Account Rebalancing?。  new window
4.Lane, P. R.、Milesi-Ferretti, G. M.(2001)。Long-Term Capital Movements。  new window
5.Lane, Philip R.、Milesi-Ferretti, Gian Maria(2003)。International Financial Integration。  new window
6.Lane, Philip R.、Milesi-Ferretti, Gian Maria(2005)。Financial Globalization and Exchange Rates。  new window
7.Meissner, C. M.、Taylor, A. M.(2006)。Losing Our Marbles in the New Century? The Great Rebalancing in Historical Perspective。  new window
8.Devereux, M. B.、Sutherland, A.(2009)。Valuation Effects and the Dynamics of Net External Assets。  new window
9.Ghironi, F.、Lee, J.、Rebucci, A.(2009)。The Valuation Channel of External Adjustment。  new window
10.Gourinchas, P. O.、Rey, H.(2005)。International Financial Adjustment。  new window
11.Gros, D.(2006)。Foreign Investment in the US (Ⅰ): Disappearing in a Black Hole?。  new window
12.Hausmann, R.、Sturzenegger, F.(2006)。Global Imbalance or Bad Accounting? The Missing Dark Mattrer in the Wealth of Nations。  new window
學位論文
1.丁千容(2011)。資產價值變動效果及其影響因素之實證研究。國立中正大學。  延伸查詢new window
圖書
1.黃朝熙、祈玉蘭(1995)。六個東南亞國家恆常所得跨期經常帳模型的實證研究。開放總體經濟論文集。台北。  延伸查詢new window
2.Gourinchas, P. O.、Rey, H.(2007)。From World Banker to World Venture Capitalist: U.S. External Adjustment and the Exorbitant Privilege。G7 Current Account Imbalances: Sustainability and Adjustment。  new window
3.Obstfeld, M.、Rogoff, K. S.(2007)。The Unsustainable U.S. Current Account Position Revisited。G7 Current Account Imbalances: Sustainability and Adjustment。  new window
 
 
 
 
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