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題名：雙元匯率的套匯活動與體制崩潰
書刊名：經濟論文叢刊
作者：賴景昌 引用關係／謝宜倪 引用關係／張文雅
作者(外文)：Lai, Ching-chong／Hsieh, Yi-ni／Chang, Wen-ya
出版日期：1996
卷期：24:1
頁次：頁61-94
主題關鍵詞：雙元匯率；體制崩潰；Dual exchange rates；Regime collapse
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:12
  • 點閱點閱:23
　　　　　本文設立一適合於分析民眾參與套匯活動的雙元匯率模型。我們所研究 的題材是，經濟體系在面臨外匯存底不斷流失的壓力下，民眾已經知悉，一旦外 匯存底減少到政策當局所能容忍的門檻水準，政府將以提高套匯罰鍰的措施防止 它進一步流失。理論分析的結果指出;外匯當局所能容忍的外匯存底門檻水準不 僅決定了政府加重套匯罰鍰的時機，而且也左右了體制崩潰過程中相關經濟變數 的動態走勢。
　　　　　This paper presents a theoretical framework that is suitable for theanalysis of a dual exchange regime in the presence of illegal arbitrage activity between two foreign exchange markets. The economywe consider suffers from sustained decumulation of foreign reserves,and the public universally knows that the authorities will raise thefine for illegal arbitrage, once the foreign reserves have been depleted to the threshold level. It is found that the binding thresholdlevel of foreign reserves not only is the key factor in determining thetiming of raising the fine, but also governs the evolution of relevantvariables during the process of regime collapse.
期刊論文
1.Aizenman, Joshua(1985)。Adjustment to Monetary Policy and Devaluation under Two-Tier and Fixed Exchange Rate Regimes。Journal of Development Economics，18(1)，153-167。  new window
2.Bhandari, J. S.、Decaluwe, B.(1987)。A Stochastic Model of Incomplete Separation between Commercial and Financial Exchange Markets。Journal of International Economics，22，25-55。  new window
3.Guidotti, P. E.(1988)。Insulation Properties under Dual Exchange Rates。Canadian Journal of Economics，21(4)，799-813。  new window
4.Lai, Ching-chong、Chu, Yun-peng(1986)。Adjustment Dynamics under Dual Exchange Rates。Journal of International Economic Integration，1(2)，183-193。  new window
5.Blackburn, K.(1988)。Collapsing Exchange Rate Regimes and Exchange Rate Dynamics: Some Further Examples。Journal of International Money and Finance，7，373-385。  new window
6.Willman, Aplo(1988)。Balance-of-Payments Crises and Monetary Policy Reactions in a Model with Imperfect Substitutability between Domestic and Foreign Bonds。Economics Letters，26(1)，77-81。  new window
7.Flood, Robert P.(1978)。Exchange Rate Expectations in Dual Exchange Markets。Journal of International Economics，8(1)，65-77。  new window
8.Cumby, Robert E.(1984)。Monetary Policy under Dual Exchange Rates。Journal of International Money and Finance，3(2)，195-208。  new window
9.Marion, Nancy P.(1981)。Insulation Properties of a Two-Tier Exchange Markets in a Portfolio Model。Economica，48(1)，61-70。  new window
10.Gardner, Grant W.(1984)。Dynamic Stability in a Model of Dual Exchange Rates。Economics Letters，14(1)，67-72。  new window
11.Willman, Alpo(1987)。Speculative Attacks on the Currency with Uncertain Monetary Policy Reactions。Economics Letters，25(1)，75-78。  new window
12.Sutherland, A.(1995)。State-and Time-Contingent Switches of Exchange Rate Regime。Journal of International Economics，38，361-374。  new window
13.Agenor, P. R.、Bhandari, J. S.、Flood, R. P.(1992)。Speculative Attacks and Models of Balance-of-Payments Crises。IMF Staff Papers，39，357-394。  new window
14.Bhandari, J. S.、Vegh, C. A.(1990)。Dual Exchange Markets under Incomplete Separation: An Optimizing Model。IMF Staff Papers，37，146-167。  new window
15.Buiter, W. H.(1987)。Borrowing to Defend the Exchange Rate and the Timing of and Magnitude of Speculative Attacks。Journal of International Economics，23，221-239。  new window
16.Delbecque, B.(1993)。Dual Exchange Rates under Pegged Interest Rate and Balance-of-Payments Crisis。Journal of International Money and Finance，12，170-181。  new window
17.Djajic, S.(1989)。Dynamics of the Exchange Rate in Anticipation of Pegging。Journal of International Money and Finance，8，559-571。  new window
18.Dornbusch, R.(1986)。Special Exchange Rates for Capital Account Transaction。World Bank Economic Review，1，3-33。  new window
19.Dornbusch, R.(1987)。Collapsing Exchange Rate Regimes。Journal of Development Economics，27，71-84。  new window
20.Edwards, Sebastian(1988)。Real and Monetary Determinants of Real Exchange Rate Behavior: Theory and Evidence from Developing Countries。Journal of Development Economics，29(3)，311-341。  new window
21.Flood, R. P.、Marion, N. P.(1983)。Exchange-Rate Regimes in Transition: Italy 1974。Journal of International Money and Finance，2(3)，279-294。  new window
22.Gardner, Grant W.(1985)。Money, Price, and the Current Account in a Dual Exchange Rate Regime。Journal of International Economics，18(3/4)，321-338。  new window
23.Gros, D.(1988)。Dual Exchange Rates in the Presence of Incomplete Market Separation。IMF Staff Papers，35，437-460。  new window
24.Haaparanta, Pertti(1988)。Dual Exchange Markets and Intervention。Canadian Journal of Economics，21(4)，814-825。  new window
25.Lai, Ching-chong、Chang, Wen-ya(1987)。Dynamic Stability under a Dual Exchange Rate Regime with Neutral Intervention Operations。Economics Letters，25(1)，67-70。  new window
26.Lai, Ching-chong、Chang, Wen-ya(1990)。The Long-Run Effects of Alternative Monetary Policies under Two-Tier Exchange Rates。Economics Letters，32(2)，163-167。  new window
27.Lai, C. C.、Chu, Y. P.、Chang, W. Y.(1989)。Exchange Rate Dynamics under Dual Exchange Rates: The Case of Neutral Intervention Policy。The Manchester School of Economic and Social Studies，57(3)，235-247。  new window
28.Marion, N. P.(1994)。Dual Exchange Rates in Europe and Latin America。World Bank Economic Review，8，213-245。  new window
29.Obstfeld, M.(1984)。Balance-of-Payments Crises and Devaluation。Journal of Money, Credit, and Banking，16，208-217。  new window
30.Obstfeld, M.(1986)。Rational and Self-Fulfilling Balance of Payments Crises。American Economic Review，76(1)，72-81。  new window
31.Willman, Alpo(1989)。Devaluation Expectations and Speculative Attacks on the Currency。Scandinavian Journal of Economics，91(1)，97-116。  new window
32.Flood, R. P.、Garber, P. M.(1984)。Collapsing Exchange Rate Regimes: Some Linear Examples。Journal of International Economics，17(1/2)，1-13。  new window
33.賴景昌、張文雅(19881200)。匯率制度變遷與物價調整方式。經濟論文叢刊，16(4)，543-563。new window  延伸查詢new window
圖書
1.Gandolfo, Giancarlo(1980)。Economic Dynamics: Methods and Models。Amsterdam：North-Holland Publishing Co。  new window
2.陳師孟(1990)。總體經濟演義。台北：陳師孟。  延伸查詢new window
圖書論文
1.Obstfeld, M.、Stockman, A. C.(1985)。Exchange-Rate Dynamics。Handbook of International Economics Vol. II。Amsterdam：North-Holland。  new window
 
 
 
 
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