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題名:探討臺灣上市產業類股指數與匯率貶值相關性不對稱效果
書刊名:文大商管學報
作者:張倉耀 引用關係林家樑 引用關係廖怡婷
作者(外文):Chang, Tsang-yaoLin, Chia-liangLiao, I-ting
出版日期:2013
卷期:18:2
頁次:頁107-126
主題關鍵詞:產業類股指數匯率貶值Triples檢定Industrial indexExchange rate depreciationTriple test
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:4
  • 點閱點閱:18
期刊論文
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2.Hsu, C. C.、Yau, R.,、Wu, J. Y.(2009)。Asymmetric exchange rate exposure and industry characteristics: evidence from Japanese data。Hitotsubashi Journal of Economics,50,57-69。  new window
3.Jayasinghe, P.、Tsui, A. K.(2008)。Exchange rate exposure of sectoral returns and volatilities: evidence from Japanese industrial sectors。Japan and the Word Economy,20,639-660。  new window
4.Koutmos, G.、Martin, A. D.(2003)。Asymmetric exchange rate exposure: theory and evidence。Journal of International Money and Finance,22,365-383。  new window
5.Miller, K. D.、Reuer, J. J.(1998)。Asymmetric corporate exposures to foreign exchange rate changes。Strategic Management Journal,19,1183-1191。  new window
6.Williamson, R.(2001)。Exchange rate exposure and competition: evidence from the automotive industry。Journal of Financial Economics,59,441-478。  new window
7.Fang, W. S.(2001)。Stock Return Process and Expected Depreciation over the Asian Financial Crisis。Applied Economics,33(7),905-912。  new window
8.Aggarwal, Raj(1981)。Exchange rates and stock prices: a study of the U.S. capital markets under floating exchange rates。Akron Business and Economic Review,12(3),7-12。  new window
9.Alagidede, P.、Panagiotidis, T.、Zhang, X.(2011)。Causal relationship between stock prices and exchange rates。The Journal of International Trade and Economic Development,20,67-86。  new window
10.Griffin, J.、Stulz, R.(2001)。International competition and exchange rate shocks: a cross-country industry analysis of stock returns。Review of Financial Studies,14,215-241。  new window
11.Pan, M. S.、Fok, R. C. W.、Liu, Y. A.(2007)。Dynamic Linkages between Exchange Rates and Stock Prices: Evidence from East Asian Markets。International Review of Economics and Finance,16(4),503-520。  new window
12.Randles, R. M.、Flinger, M.、Policello, G.、Wolfe, D.(1980)。An Asymptotically Distribution-Free Test for Symmetry versus Asymmetry。Journal of the American Statistical Association,75(1),168-172。  new window
13.Wong, D. K. T.、Li, K. W.(2010)。Comparing the performance of relative stock return differential and real exchange rate in two financial crises。Applied Financial Economics,20,137-150。  new window
14.Muller, A.(2006)。Asymmetric Foreign Exchange Risk Exposure: Evidence from U.S. Multinational Firms。Journal of Empirical Finance,13(4/5),495-518。  new window
15.Prasad, A. M.、Choi, J. J.(1995)。Exchange risk sensitivity and its determinants: A firm and industry analysis of U. S. multinationals。Financial Management,24(3),77-88。  new window
16.Bahmani-Oskooee, Mohsen、Sohrabian, Ahmad(1992)。Stock Prices and the Effective Exchange Rate of the Dollar。Applied Economics,24(4),459-464。  new window
17.Soenen, L. A.、Hennigar, E. S.(1988)。An Analysis of Exchange Rates and Stock Prices--The U. S. Experience between 1980 and 1986。Akron Business and Economic Review,19(4),7-16。  new window
18.Solnik, B.(1987)。Using financial prices to test exchange rate models: a note。Journal of Finance,42(1),141-149。  new window
19.Ma, Christopher K.、Kao, G. Wenchi(1990)。On Exchange Rate Changes and Stock Price Reactions。Journal of Business Finance & Accounting,17(3),441-449。  new window
20.Bartov, Eli、Bodnar, Gordon M.(1994)。Firm Valuation, Earnings Expectations, and the Exchange-rate Exposure Effect。The Journal of Finance,49(5),1755-1785。  new window
21.Jorion, P.(1990)。The Exchange-Rate Exposure of U. S. Multinationals。Journal of Business,63(3),331-345。  new window
22.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
23.He, Jia、Ng, Lilian K.(1998)。The Foreign Exchange Exposure of Japanese Multinational Corporations。The Journal of Finance,53(2),733-753。  new window
24.Jonon, Philippe(1991)。The Pricing of Exchange Rate Risk in the Stock Market。Journal of Financial & Quantitative Analysis,26(3),363-376。  new window
25.蔡明憲、江淑貞、郭照榮、徐守德(1999)。臺灣上市公司不同產業的外匯風險之實証研究。亞太管理評論,4(2),131-146。new window  延伸查詢new window
 
 
 
 
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