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題名:股票市場報酬率總體外匯風險之衡量
書刊名:企業管理學報
作者:康信鴻 引用關係劉靜芳
作者(外文):Kang, Hsin-hongLiu, Jin-fang
出版日期:1996
卷期:39
頁次:頁115-162
主題關鍵詞:匯率外匯風險向量自我迴歸模型多變數自我迴歸模型股票市場Exchange rateForeign exchange riskVector autoregression modelVARHVARStock market
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(2) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:85
期刊論文
1.Hekman, C. R.(1985)。A financial model of foreign exchange exposure。Journal of International Business Studies,16(2),83-99。  new window
2.Ceglowski, J.(1989)。Dollar Depreciation and U. S. Industry Performance。Journal of International Money and Finance,1989(Jun.),233-251。  new window
3.Booth, L.、Rotenberg, W.(1990)。Assessing foreign exchange exposure: Theory and application using Canadian firms。Journal of International Financial Management and Accounting,2(1),233-251。  new window
4.于政長(19890500)。外匯操作與外匯風險規避。台灣經濟金融月刊,25(5),184-189。  延伸查詢new window
5.李存修(19890100)。匯率風險的衡量與規避之道。管理雜誌,175,184-189。  延伸查詢new window
6.貿易週刊資料室(1987)。如何管理外匯風險。貿易週刊,1219/1220。  延伸查詢new window
7.項蓮華(19881100)。匯率風險之衡量與管理。主計月報,66(5)。  延伸查詢new window
8.蔡豐清、程登源(19890700)。外匯風險、通貨需求與匯率決定。企銀季刊,13(1),45-50。  延伸查詢new window
9.Alder, M.、Dumas, B.(1984)。Exposure to Currency Risk: Definition and Measurement。Financial Management,1984(Spring),41-51。  new window
10.Aggarwal, Raj、Baker, James C.(1975)。Using Foreign Subsidiary Accounting Data: A Dilemma for the Multinational Corporation。Columbia Journal of World Bussiness,26-42。  new window
11.Choi, J. J.(1986)。A Model of Firm Valution with Exchange Exposure。Journal of International Bussiness Studies,1986(Summer),153-160。  new window
12.DeMaskey, Andrea L.(1995)。Acomparison of the effectiveness of currency and currency options in the contex of foreign Exchange risk Management。Managerial Finance,40-51。  new window
13.Hodder, J. E.(1985)。Exposure to Exchange Rate Movement。Journal of International Economics,1985(Nov.),375-386。  new window
14.Johnson, Robert、Soenen, Luc(1994)。Evaluating the impact of investment projects on the firm's currency Exposure。Managerial Finance,51-58。  new window
15.Ma, C. K.、Kao, G. W.(1990)。On Exchange Rate Changes and Stock Price Reaction。Journal of Business Finance & Accounting,17(3),441-449。  new window
16.Soenen, Luc、Sun, Bin(1995)。Cash & Foreign Exchange Management practices Chinese enterprises。Multinational Business Review,45-52。  new window
17.Shapiro, A. C.(1992)。Rate Change, Inflation and The Value of the Multinationals。Journal of Finance,185-205。  new window
18.Hauser, Shmuel、Marcus, Matityahu、Yaari, Uzi(1995)。Investing in Emerging Stock Markets: Is It Worthwhile Hedging Foreign Exchange Risk?。Business Credit,76-81。  new window
19.Wetmore, Jill L.、Brick, John R.(1994)。Commercial Bank Risk: Market, Interest Rate, and Foreign Exchange。Journal of Finance Research,17(4),585-596。  new window
20.朱麗珍(19880800)。如何辨認、分析滙率變動的風險及其影響。會計研究月刊,35,8-11。  延伸查詢new window
21.Bonder, G. M.、Gentry, W. M.(1993)。Exchange Rate Exporsure and Industry Characteristics: Candan, Japan, and USA。Journal of International Money and Finance,29-45。  new window
22.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
23.Jorion, Philippe(1990)。The Exchange Rate Exposure of U.S. Multinationals。Journal of Business,63(3),331-345。  new window
會議論文
1.潘璟靜、洪仁杰、劉玉珍(1994)。台灣股票市場日內報酬、成交量與買賣張數關係比之實證研究--VAR模型之應用。中國財務學會八十三年年會。  延伸查詢new window
學位論文
1.歐朝銓(1994)。企業匯率風險管理之研究:以國內貿易商為例(碩士論文)。國立政治大學。  延伸查詢new window
2.巫鈴惠(1994)。外匯風險管理之實證研究--以製造業為例(碩士論文)。文化大學。  延伸查詢new window
3.陳尚培(1994)。匯率自由化後外匯風險之衡量與定價(碩士論文)。國立中正大學。  延伸查詢new window
4.曾麗蓉(1994)。多國籍企業外匯風險管理之研究(碩士論文)。東海大學。  延伸查詢new window
5.劉建哲(1994)。實質匯率變動對不同國際化程度企業之影響--經濟風險的衡量與規避策略(碩士論文)。國立中興大學。  延伸查詢new window
6.錢盡忠。台灣地區匯率與股票價格關係之研究(碩士論文)。國立政治大學。  延伸查詢new window
7.張昭彬(1991)。股價、物價、貨幣供給因果關係分析(碩士論文)。淡江大學。  延伸查詢new window
8.陳俊宏(1994)。臺灣產業外匯風險之實證研究(碩士論文)。國立中山大學。  延伸查詢new window
圖書
1.Maddala, G. S.(1992)。Introduction to Econometrics。New York, NY:Macmillan Publishing Company。  new window
2.何憲章(1993)。國際財務管理--理論與實務。新陸書局。  延伸查詢new window
3.何鄭陵(1995)。證券投資產經分析。華泰書局。  延伸查詢new window
4.李麗(1993)。外匯投資理財與風險。三民書局。  延伸查詢new window
5.康信鴻(1994)。國際金融理論與實際。台北:三民書局。  延伸查詢new window
6.陳松男(1994)。匯率決定論與匯率風險管理策略。華泰書局。  延伸查詢new window
7.陳正澄(1990)。計量經濟學。台北:三民書局。  延伸查詢new window
8.廖振元(1990)。外匯風險管理。三民書局。  延伸查詢new window
9.Shapiro, A. C.(1992)。Multinational Financial Management。  new window
 
 
 
 
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