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題名:廠商直接投資之匯率問題研究:臺灣與東南亞國協貨幣之長期關係
書刊名:東吳經濟商學學報
作者:吳靖東
作者(外文):Wu, Jing-tung
出版日期:2021
卷期:103
頁次:頁67-82
主題關鍵詞:臺灣自我迴歸分佈式滯後模式東南亞國協匯率TaiwanAutoregressive distributed lag modelThe Association of Southeast Asian NationsExchange rate
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:1
  • 點閱點閱:7
期刊論文
1.Frankel, Jeffrey A.(1979)。On the mark: A theory of floating exchange rates based on real interest differentials。The American Economic Review,69(4),610-622。  new window
2.Hamilton, James D.、Susmel, Raul(1994)。Autoregressive Conditional Heteroskedasticity and Changes in Regime。Journal of Econometrics,64(1/2),307-333。  new window
3.Chen, Kun-Ming、Rau, Hsiu-Hua、Lin, Chia-Ching(2006)。The Impact of Exchange Rate Movements on Foreign Direct Investment: Market-oriented Versus Cost-oriented。The Developing Economies,44(3),269-287。  new window
4.Menkhoff, L.(1998)。The noise trading approach: questionnaire evidence from foreign exchange。Journal of International Money and Finance,17(3),547-564。  new window
5.Lee, Hsiu-Yun、Chen, Show-Lin(2006)。Why use Markov-switching models in exchange rate prediction?。Economic Modelling,23(4),662-668。  new window
6.Lee, Hsiang-Tai(2009)。Optimal Futures Hedging under Jump Switching Dynamics。Journal of Empirical Finance,16(3),446-456。  new window
7.Sarno, L.、Valente, G.(2000)。The cost of carry model and regime shifts in stock index futures markets: An empirical investigation。Journal of Futures Markets,20(7),603-624。  new window
8.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
9.Sarno, L.、Valente, G.、Wohar, M. E.(2004)。Monetary Fundamentals and Exchange Rate Dynamics under different Nominal Regimes。Economic Inquiry,42(2),179-193。  new window
10.Diebold, Francis X.、Nerlove, Marc(1989)。The dynamics of exchange rate volatility: A multivariate latent factor ARCH model。Journal of Applied Econometrics,4(1),1-21。  new window
11.Lin, Chia-Ching、Chen, Kun-Ming、Rau, Hsiu-Hua(2010)。Exchange Rate Volatility and the Timing of Foreign Direct Investment: Market-Seeking versus Export-Substituting。Review of Development Economics,14(3),466-486。  new window
12.陳坤銘、郭炳伸、林信助、林家慶(20120300)。新臺幣實質匯率與產業升級及對外投資關係。中央銀行季刊,34(1),3-38。new window  延伸查詢new window
13.Nkoro, Emeka、Uko, Aham Kelvin(2016)。Autoregressive distributed lag (ARDL) cointegration technique: application and interpretation。Journal of Statistical and Econometric Methods,5(4),63-91。  new window
14.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
15.Orlov, Alexei G.(2009)。A cospectral analysis of exchange rate comovements during Asian financial crisis。Journal of International Financial Markets, Institutions and Money,19(5),742-758。  new window
16.Baillie, Richard T.、Bollerslev, Tim(1989)。Common Stochastic Trends in a System of Exchange Rates。The Journal of Finance,44(1),167-181。  new window
17.Baillie, Richard T.、Bollerslev, Tim(1994)。Cointegration, Fractional Cointegration, and Exchange Rate Dynamics。The Journal of Finance,49(2),737-745。  new window
18.Pesaran, M. Hashem、Shin, Yongcheol、Smith, Richard J.(2001)。Bounds testing approaches to the analysis of level relationships。Journal of Applied Econometrics,16(3),289-326。  new window
19.Elliott, Graham、Rothenberg, Thomas J.、Stock, James H.(1996)。Efficient tests for an autoregressive unit root。Econometrica,64(4),813-836。  new window
20.吳靖東(20120300)。總體經濟因素對兩岸匯率變動的影響。東吳經濟商學學報,76,99-112。new window  延伸查詢new window
21.顏怡音(20201200)。Foreign Investment Experience and Accounting Investment Performance: An Empirical Study of Taiwanese Companies Investing in ASEAN, Southeast Asian and South Asian Countries。東吳經濟商學學報,101,41-79。new window  new window
22.Wu, Jing-Tung(2016)。The Markov-switching Granger causality of Asia-Pacific exchange rates。Romanian Journal of Economic Forecasting,19(3),94-115。  new window
23.Metsileng, L. D.、Moroke, N. D.、Tsoku, J. T.(2020)。The application of the multivariate GARCH models on the BRICS exchange rates。Academic Journal of Interdisciplinary Studies,9(4),23-38。  new window
24.Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society,57(2),357-384。  new window
25.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
會議論文
1.Williamson, John(2001)。The Case for a Basket, Band and Crawl (BBC) Regime for East Asia。Future Directions for Monetary Policies in East Asia,(會議日期: 2001/07/24)。Reserve Bank of Australia。  new window
學位論文
1.Ijumba, Claire(2013)。Multivariate analysis of the BRICS financial markets(碩士論文)。University of KwaZulu-Natal。  new window
圖書
1.Hamilton, James Douglas(1994)。Time Series Analysis。Princeton University Press。  new window
圖書論文
1.Pesaran, M. Hashem、Shin, Yongcheol(1998)。An autoregressive distributed-lag modelling approach to cointegration analysis。Econometrics and Economic Theory in the 20th Century。  new window
 
 
 
 
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