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題名:臺灣殖利率曲線之建構分析與利率傳遞機制之驗證--兼論臺美利率關聯性
書刊名:中央銀行季刊
作者:蔡釗旻
出版日期:2017
卷期:39:4
頁次:頁47-76
主題關鍵詞:殖利率曲線預期利率期限貼水利率傳遞
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:1
  • 共同引用共同引用:73
  • 點閱點閱:15
期刊論文
1.Rudebusch, Glenn D.、Sack, Brian P.、Swanson, Eric T.(2007)。Macroeconomic Implications of Changes in the Term Premium。Federal Reserve Bank of St. Louis Review,89(4),241-269。  new window
2.Ang, A.、Piazzesi, M.(2003)。A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables。Journal of Monetary Economics,50(4),745-787。  new window
3.Nelson, C. R.、Siegel, A. F.(1987)。Parsimonious Modeling of Yield Curves。The Journal of Business,60(4),473-489。  new window
4.周建新、于鴻福、張千雲(20030800)。利率期限結構估計模型之實證研究。管理學報,20(4),775-804。new window  延伸查詢new window
5.吳懿娟(20041200)。我國貨幣政策傳遞機制之實證分析。中央銀行季刊,26(4),33-68。new window  延伸查詢new window
6.林金龍(20030300)。利率政策的傳遞機制及其對總體經濟金融影響效果之實證分析。中央銀行季刊,25(1),5-47。new window  延伸查詢new window
7.Hamilton, J. D.、Kim, D. H.(2002)。A reexamination of the predictability of economic activity using the yield spread。Journal of Money, Credit, and Banking,34(2),340-360。  new window
8.張志揚(20141200)。臺灣地區通膨預期與總體變數動態關係之探討。中央銀行季刊,36(4),51-74。new window  延伸查詢new window
9.Blake, A. P.、Rule, G. R.、Rummel, O. R.(2015)。Inflation Targeting and Term Premia Estimates for Latin America。Latin American Economic Review,24(3),1-21。  new window
10.Bernanke, B. S.、Mihov, I.(1998)。Measuring Monetary Policy。Quarterly Journal of Economics,108(3),869-902。  new window
11.Adrian, Tobias、Crump, Richard K.、Moench, Emanuel(2013)。Pricing the Term Structure with Linear Regressions。Journal of Financial Economics,110(1),110-138。  new window
12.Gerlach, P.、Hördahl, P.、Moessner, R.(2011)。Inflation Expectations and the Great Recession。Bank of International Settlements Quarterly Review,2011(Mar.),39-51。  new window
13.王泓仁(20050300)。臺幣匯率對我國經濟金融活動之影響。中央銀行季刊,27(1),13-45。new window  延伸查詢new window
會議論文
1.Cochrane, J. H.、Piazzesi, M.(2008)。Decomposing the Yield Curve。AFA 2010 Atlanta Meetings。  new window
2.(2015)。Enhancing Economic Resilience Amid a Changing Global Environment。SEACEN Governors' Conference。Manila。  new window
研究報告
1.Bulíř, A.、Vlček, J.(2015)。Monetary Transmission: Are Emerging Market and Low Income Countries Different?。  new window
2.Nier, E.、Sedik, T. S.、Mondino, T.(2014)。Gross Private Capital Flows to Emerging Markets: Can the Global Financial Cycle Be Tamed?。  new window
3.Lildholdt, P.、Panigirtzoglou, N.、Peacock, C.(2007)。An Affine Macro--Factor Model of the UK Yield Curve。  new window
4.Thornton, Daniel L.(2012)。Greenspan's Conundrum and Fed's Ability to Affect Long-Term Yields。  new window
5.Sonali, J. C.、Unsal, D. F.(2012)。The Effectiveness of Monetary Policy Transmission under Capital Inflows: Evidence from Asia。  new window
6.Wright J. H.(2008)。Term Premium and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset。Washington, DC:Federal Reserve Bank。  new window
7.Wright J. H.(2006)。The Yield Curve and Predicting Recessions。  new window
圖書
1.Bernanke, B. S.(2006)。Reflections on the Yield Curve and Monetary Policy。Board of Governors of the Federal Reserve System。  new window
2.Guajardo, J.、Mano, R.、Peiris, S. J.、Komatsuzaki, T.、Jones, B.、World Bank(2015)。Philippines: Selected Issues。  new window
單篇論文
1.Kim, J.,Lee, J.(2013)。How Important are Inflation Expectations in Driving Asian Inflation?,http://ssrn.com/abstract=2249701。  new window
其他
1.Favero, C. A.,Kaminska, I.,Söderström, U.(2005)。The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation。  new window
2.Sahay, R.,Arora, V. B.,Arvanitis, A. V.,Faruqee, H.,N'Diaye, P.,Griffoli, T. M.(2014)。Emerging Market Volatility: Lessons from the Taper Tantrum。  new window
 
 
 
 
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