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題名:總體經濟政策宣告與股價動態調整--政策增量不確定情況下的分析
書刊名:東海管理評論
作者:廖培賢 引用關係陳睿廷
作者(外文):Liaw, Peir-shyanChen, Zhuyin-tin
出版日期:2013
卷期:15:1
頁次:頁93-144
主題關鍵詞:流動性效果直接效果紅利效果政策跨時搭配錯向調整Liquidity effectDirect effectDividend effectIntertemporal policy mixMis-adjustment
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(1) 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:39
  • 點閱點閱:12
期刊論文
1.Chao, C. C.、Hu, S. W.、Tai, M. Y.、Wang, V.(2011)。Monetary Policy Announcement and Stock Price Dynamics in a Small Open Economy。International Review of Economics and Finance,20(4),520-531。  new window
2.Van der Ploeg, F.(1989)。Election Outcomes and the Stock Market。European Journal of Political Economy,5(1),21-30。  new window
3.Gray, Malcolm R.、Turnovsky, Stephen J.(1979)。The Stability of Exchange Rate Dynamics under Perfect Myopic Foresight。International Economic Review,20(3),643-660。  new window
4.廖培賢、楊立均(20050700)。政策跨時搭配、政策不確定與匯率的動態調整--雙元匯率制度下的分析。東海管理評論,7(1),203-254。new window  延伸查詢new window
5.Boyer, Russell、Hodrick, Robert(1982)。Perfect Foresight, Financial Policies, and Exchange Rate Dynamics。Canadian Journal of Economics,15(1),143-164。  new window
6.Buiter, W. H.(1984)。Saddlepoint Problems in Continous Time Rational Expectations Models: A General Method and Some Macroeconomics Examples。Econometrica,52,665-680。  new window
7.Hung, Yen-Sheng(1998)。Stock Price Reaction to Daily Limit Moves: Evidence from the Taiwan Stock Exchange。Journal of Business Finance and Accounting,25,469-483。  new window
8.Wilson, C. A.(1979)。Anticipated Shocks and Exchange Rata Dynamics。Journal of Political Economy,87,639-647。  new window
9.Holmes, J. M.、Smyth, D. J.(1972)。The Specification of the Demand for Money and the Tax Multiplier。Journal of Political Economy,80(1),179-185。  new window
10.Lo, A. W.、MacKinlay, A. C.(1990)。When are Contrarian Profits due to Overreaction?。Review of Financial studies,3(1),175-205。  new window
11.廖培賢(20081200)。利率目標區下的蜜月效果直覺圖形分析--產出與股價雙預期的考量。經濟論文,36(4),427-473。new window  延伸查詢new window
12.廖培賢、鄭怡嵩(20120900)。資產替代性、總體經濟政策宣告與股價的動態調整。東吳經濟商學學報,78,1-43。new window  延伸查詢new window
13.陳師孟、蔡雪芳(19880300)。完全預期下之政策跨時搭配與滙率動態。經濟論文叢刊,16(1),1-23。new window  延伸查詢new window
14.Aoki, M.(1985)。Misadjustment to Anticipated Shocks: An Example of Exchange Rate Response。Journal of International Money and Finance,4,415-420。  new window
15.Gavin, Michael(1989)。The stock market and exchange rate dynamics。Journal of International Money and Finance,8(2),181-200。  new window
16.Chang, W. Y.、Lai, C. C.(1997)。Election Outcomes and the Stockmarket: Further Result。European Journal of Political Economy,13(1),143-155。  new window
17.Zarowin, Paul(2004)。Does the Stock Market Overreact to Corporate Earnings Information?。The Journal of Finance,44(5),1385-1399。  new window
18.朱美麗、曹添旺(19870900)。產出水準、股票市場與滙率動態調整。經濟論文,15(2),45-59。new window  延伸查詢new window
19.Dornbusch, Rudiger(1976)。Expectations and Exchange Rate Dynamics。Journal of Political Economy,84(6),1161-1176。  new window
20.Blanchard, Olivier J.(1981)。Output, the Stock Market, and Interest Rates。American Economic Review,71(1),132-143。  new window
21.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
22.Daniel, B. C.(1989)。One-Sided Uncertainty about Future Fiscal Policy。Journal of Money, Credit and Banking,21,176-189。  new window
會議論文
1.張文雅、溫學華、賴景昌(1994)。宣示效果與不確定的政策搭配。八十三年度行政院國科會經濟學門專題研究成果發表會。台北:國科會。  延伸查詢new window
研究報告
1.Obstfeld, M.(1994)。“International capital mobility in the 1990s”。  new window
學位論文
1.李瑞苓(2002)。政策跨時搭配、政策不確定與匯率動態(碩士論文)。逢甲大學。  延伸查詢new window
2.金志婷(1999)。股價與匯價的穩定:開放經濟的分析(碩士論文)。國立臺灣大學。  延伸查詢new window
3.陳睿廷(2009)。不確定的政策劑量、政策跨時搭配與股價的動態調整 ─ 物價僵固與產出浮動下的分析(碩士論文)。東海大學。  延伸查詢new window
圖書
1.Heijdra, B. J.(2009)。The Foundations of Modern Macroeconomics。Oxford University Press。  new window
2.Gandolfo, G.(1980)。Economic Dynamics: Methods and Models。Amsterdam:North-Holland。  new window
3.陳師孟(1990)。總體經濟演義。台北:陳師孟。  延伸查詢new window
4.賴景昌(1994)。國際金融理論:進階篇。茂昌出版社。  延伸查詢new window
圖書論文
1.Laban, R.、Larrain, F.(1994)。The Chilean Experience with Capital Mobility。The Chilean Economy: Policy Lessons and Challenges。Washington, DC:Brookings Institution Press。  new window
2.Burmeister, E.(1985)。On the Assumption of Government Rational Expectations。Issues in Contemporary Macroeconomics and Distribution。London:Macmillan。  new window
 
 
 
 
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