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題名:貨幣政策、匯率與股價的動態調整﹣﹣理論分析與模擬驗證
書刊名:經濟論文叢刊
作者:曹添旺 引用關係朱美麗 引用關係
出版日期:1990
卷期:18:4
頁次:頁449-466
主題關鍵詞:股價動態貨幣政策匯率調整
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(9) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:9
  • 共同引用共同引用:23
  • 點閱點閱:112
期刊論文
1.Lucas, Robert E.(1982)。Interest Rates and currency prices in a two-country world。Journal of Monetary Economics,10(3),335-360。  new window
2.Gavin, Michael(1989)。The stock market and exchange rate dynamics。Journal of International Money and Finance,8(2),181-200。  new window
3.Mundell, Robert A.(1963)。Capital Mobility and Stabilization Policy under Fixed and Flexible Exchange Rates。Canadian Journal of Economics and Political Science,29(4),475-485。  new window
4.Blanchard, O. J.(1981)。Output, the Stock Market, and Interest Rate。American Economic Review,71(1),132-143。  new window
5.Fischer, S.、Merton, R.(1984)。Macroeconomics and Finance: The Role of the Equity Market。Carnegie-Rochester Conference Series on Public Policy,21,57-108。  new window
6.Niehans, J.(1987)。Monetary Policy and Investment Dynamics in Interdependent Economies。Journal of Money, Credit and Banking,19(1),33-45。  new window
7.Frankel, J.(1982)。In search of the exchange risk premium: A six currency test assuming mean variance optimization。Journal of International Money and Finance,1(3),255-274。  new window
8.Goldfeld, S. M.(1973)。The Demand for Money Revisited。Brookings Papers on Economic Activity,3,577-646。  new window
9.Sargent, T. J.、Wallace, N.(1975)。Rational Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule。Journal of Political Economy,83,241-254。  new window
10.Obstfeld, Maurice、Rogoff, Kenneth(1984)。Exchange Rate Dynamics with Sluggish Prices under Alternative Price-Adjustment Rules。International Economic Review,25(1),159-174。  new window
11.Taylor, J. B.(1977)。Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations。Econometrica,45(6),1377-1385。  new window
12.Peel, D. A.(1981)。Non-uniqueness and the Role of the Monetary Authorities。Economics Letters,7(1),25-28。  new window
13.Scarth, W. M.(1985)。A Note on Non-Uniqueness in Rational Expectations Models。Journal of Monetary Economics,15(2),247-254。  new window
14.McCallum, B. T.(1983)。Comments 'A Model of Commodity Money'。Journal of Monetary Economics,12(1),189-196。  new window
15.Minford, P.、Matthews, K.、Marwaha, S.(1979)。Terminal Conditions as a Means of Ensuring Unique Solutions for Rational Expectations Models with Forward Expectations。Economics Letters,4(2),117-120。  new window
16.Buiter, W. H.、Miller, M. H.(1981)。Monetary Policy and International Competitiveness: The Problems of Adjustment。Oxford Economic Papers,33,143-175。  new window
17.Buiter, W. H.(1982)。Real Exchange Rate Overshooting and the Output Cost of Bringing Down Inflation。European Economic Review,1(18),85-123。  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.Fleming, J. Marcus(1962)。Domestic Financial Policies under Fixed and Floating Exchange Rates。IMF Staff Papers,9(3),369-379。  new window
會議論文
1.Tsaur, T. W.、Chu, M. L.(1988)。Output, Equities and Exchange Rate Dynamics。The 14th Annual Convention of the Eastern Economic Association。  new window
研究報告
1.曹添旺、朱美麗(1989)。股價與匯率動態調整--理論分析與模擬驗證 (計畫編號:NSC 77-0301-H 001-33 R)。  延伸查詢new window
2.Frankel, J.、Froot, K.(1986)。The Dollars as a Spectulative Bubble: A Tale of Fundamentalists and Chartists。  new window
3.Liviatan, N.(1980)。Anti-inflationary Monetary Policy and the Capital Import Tax。University of Warwick。  new window
圖書
1.Niehans, J.(1984)。International Monetary Economics。Baltimore:The John Hopkins University Press。  new window
2.Aoki, Masanao(1981)。Dynamic Analysis of Open Economies。Academic Press。  new window
3.Scarth, W. M.(1987)。Macroeconomics: An Introduction to Advanced Methods。Harcourt Brace Jovanovich, Inc.。  new window
4.Begg, D. K. K.(1982)。The Rational Expectations Revolution in Macroeconomics: Theory and Evidence。John Hopkins University Press。  new window
單篇論文
1.Dooley, M.,Isard, P.(1986)。Tax Avoidance and Exchange Rate Determination,International Monetary Fund。  new window
2.Chu, M. L.(1988)。Exchange Rate and Asset Price Dynamics。  new window
圖書論文
1.Miller, M.、Salmo, M.(1985)。Policy Coordination and Dynamic。International Economic Policy Coordination。Cambridge:Cambridge University Press。  new window
2.Carlozzi, N.、Taylor, J.(1985)。International Capital Mobility and the Coordination of Monetary Rules。Exchange Rate Management under University。Cambridge:Cambridge University Press。  new window
3.Currie, D.、Levine, P.(1985)。Macroeconomic Policy Design in an Interdependent World。International Economic Policy Coordination。Cambridge:Cambridge University Press。  new window
 
 
 
 
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