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題名:境外貨幣市場之整合與新加坡模式之啟示
書刊名:中國財務學刊
作者:林恩從謝俊德
作者(外文):Lin, AntsongHsieh, Nigel C. T.
出版日期:1997
卷期:4:4
頁次:頁1-27
主題關鍵詞:境外貨幣市場共整價格均等定律誤差修正模型新加坡模式Offshore money marketCointegrationLaw of one priceError correction modelSingapore experience
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:15
  • 點閱點閱:29
期刊論文
1.Bernauer, K.(1983)。The Asian Dollar Market。Federal Reserve Bank of San Francisco Economic Review,4,47-62。  new window
2.Fukao, M.、Okubo, T.(1984)。International Linkage of Interest Rates: The Case of Japan and the United States。International Economic Review,25,193-207。  new window
3.Glick, R.(1987)。Interest Rate Linkages in the Pacific Basin。Federal Reverse Bank of San Francisco Economic Review,3,31-42。  new window
4.Giddy, Ian H.、Dufey, G.、Min, S.(1979)。Interest Rate in the U.S. and Eurodollar Markets。Weltwirtschaftliches Archiv,115,51-67。  new window
5.Levin, Jay H.(1974)。The Eurodollar Market and the International Transmission of Interest Rates。Canadian Journal of Economics,7,205-224。  new window
6.Swanson, P. E.(1987)。Capital Market Integration over the past Decade: The Case of the U.S. Dollar。Journal of International Money and Finance,6,15-25。  new window
7.Lin, Antsong、Swanson, Peggy E.(1993)。Measuring Global Money Market Interrelationships: An Investigation of Five Major World Currencies。Journal of Banking and Finance,17(1),609-628。  new window
8.林恩從、呂雪花(19950700)。從境外貨幣市場之整合論臺灣金融國際化、自由化之進展。中國財務學刊,3(1),1-19。new window  延伸查詢new window
9.許遠東(19950900)。發展中的臺北金融中心及外商銀行的角色。中央銀行季刊,17(3),11-15。new window  延伸查詢new window
10.許遠東(19950900)。發展臺北成為區域金融中心的策略與展望。中央銀行季刊,17(3),4-10。new window  延伸查詢new window
11.洪金和(1993)。我國建立金融中心之研究。台灣經濟金融月刊,29(10),1-17。  延伸查詢new window
12.Arshanapalli, Bala、Doukas, John(1994)。Comon Stochastic Trends in A System of Eurocurrency Rates。Journal of Banking and Finance,18,1047-1061。  new window
13.楊雅惠(19931000)。亞太金融中心的理想與現實。經濟前瞻,8(4)=32,22-26。  延伸查詢new window
14.Argy, Victor、Hodjera, Zoran(1973)。Financial Integration and Interest Rate Linkages in Industrial Countries, 1958-1971。International Monetary Fund Staff Papers,20,1-77。  new window
15.Kaen, Fred R.、Hachey, George A.(1983)。Eurocurrency and National Money Market Interest Rates。Journal of Money, Credit, and Banking,15,327-328。  new window
16.Hsiao, C.(1981)。Autoregressive Modelling and Money-lncome Causality Detection。Journal of Monetary Economics,7,85-106。  new window
17.Lin, Anstong、Swanson, Peggy E.(1997)。The U.S. Dollar in Global Money Markets: A Multivariate Cointegration Analysis。The Quarterly Review of Economics and Finance,37(1),139-151。  new window
18.Osterwald-Lenum, Michael(1992)。Practitioner's Comer: A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics。Oxford Bulletin of Economics and Statistics,461-472。  new window
19.Miller, Stephen M.、Ruseek, Frank S.(1991)。Co-integration and Error-Correction Models: The Temporal Causality between Government Taxes and Spending。Southern Economic Journal,57,121-129。  new window
20.Lin, Antsong、Shen, Chung-hua(19950900)。International Money Market Integration: An Application of GARCH Model with Consideration of Missing Data。中山管理評論,3(3),1-14。  new window
21.Lin, Antsong、Leu, Shirley(19940900)。Offshore Money Market Integration-Evidence of the U.S. Dollar Yields in Taiwan, Singapore, and the United Kingdom。中山管理評論,2(3),1-13。  new window
22.Hendershott, Patric H.(1967)。The Structure of International Interest Rate: The U.S. Treasury Bill Rate and Eurodollar Deposit Rate。Journal of Finance,22,455-465。  new window
23.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
24.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
25.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
26.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
27.何中達、沈中華(19960100)。我國遠期外匯市場重新開放後之效率性檢定。中國財務學刊,3(2),63-85。new window  延伸查詢new window
研究報告
1.中央銀行經濟研究處(1996)。中華民國台灣地區金融統計月報。中央銀行經濟研究處。  延伸查詢new window
2.李正福(1994)。發展台北成為區域金融中心之方向與具體建議。  延伸查詢new window
學位論文
1.呂雪花(1994)。境外貨幣市場之整合研究:以台灣、新加坡、倫敦為例(碩士論文)。國立中山大學。  延伸查詢new window
2.Lin, Antsong(1991)。An Application of Cointegration to Investigate Global Market Integration(博士論文)。University of Texas,Arlington。  new window
圖書
1.Bhattacharya, A. K.(1977)。The Asian Dollar Market: International Offshore Financing。Praeger Publishers。  new window
2.陳松男(1994)。匯率決定論與風險管理策略。華泰書局。  延伸查詢new window
3.(1994)。Annual Report。Monetary Authority。  new window
4.Luckett, Dugley G.、Schulze, David L.、Wong, Raymond W. Y.(1994)。Banking Finance & Monetary Policy in Singapore。McGraw-Hill Book Co.。  new window
5.Charemza, Wojciech W.、Deadman, Derek F.(1992)。New Directions in Econometric Practice。Edward Elgar Publishing Limited。  new window
6.黃俊英(1991)。多變量分析。華泰書局。  延伸查詢new window
其他
1.賀桂芬,黃梅萍(19951205)。台灣的亞太之路系列專題之二--爭奪亞太金融霸主:台、泰、馬放手一搏。  延伸查詢new window
2.Shen, Chung-Hua,Huang, Bwo-Nung(1994)。Reconciliation of Recent Cointegration Testing of Foreign Exchange Market--Further Evidence。  new window
圖書論文
1.吳中書(1995)。台灣進口物價匯率轉嫁效果之探討。開放總體經濟論文集。中研院經濟所。  延伸查詢new window
 
 
 
 
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