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題名:臺灣黃金市場、外匯市場與總體變數相互關係之研究--聯立方程式模型
書刊名:臺大管理論叢
作者:康信鴻 引用關係陳雍仁
作者(外文):Kang, Hsin-hongChen, Yung-jen
出版日期:1999
卷期:9:2
頁次:頁101-135
主題關鍵詞:黃金市場外匯市場聯立方程式黃金價格匯率Gold marketForeign exchange marketSimultaneous equations modelGold priceExchange rates
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:12
  • 點閱點閱:35
本文之目的乃是欲以聯立方程式模型對台灣的黃金市場、外匯市場與總體變數之相互關係作一實證研究。在聯立方程式方面,本文之實證乃是以美元匯率、台灣黃金價格與世界黃金價格作為內生變數,並以影響此三個內生變數之相關經濟因素做外生變數,然後建立聯立方程式模型,以探討黃金市場與外匯市場之互動關係。
The main purpose of the paper is to do an empirical study on the interrelationships among gold market, foreign exchange market and macroeconomic variables in Taiwan. By treating exchange rate, Taiwan's gold price and world's gold price as endogenous variables and treating other variables which affecting exchange rate, Taiwan's gold price and world gold price as exogenous variables, the paper constructs simultaneous equations models to discuss the interactions of gold market and foreign exchange market.
期刊論文
1.Chua, Jess、Woodward, R. S.(1982)。Gold as an Inflation Hedge: A Comparative Study of Six Major Industrial Countries。Journal of Business Finance & Accounting,9(2),191-197。  new window
2.Kolluri, B. R.(1981)。Gold as a Hedge against Inflation: An Empirical Investigation。Quarterly Review of Economics and Business,21(4),13-24。  new window
3.Mossa, I. A.(1994)。The Monetary Model of Exchange Rates Revisited。Applied Financial Economics,4(4),279-287。  new window
4.康信鴻、初家祥(19960300)。臺灣地區外匯市場與股票市場互動關係之實驗研究--聯立方程式模型。中山管理評論,4(1),113-134。new window  延伸查詢new window
5.Dornbusch, R.、Fischer, S.(1980)。Exchange Rates and the Current Account。American Economic Review,70(5),960-971。  new window
6.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
7.林金龍、吳中書、劉興嘉(19930900)。臺灣美元遠期即期匯率關係之探討--共整合分析之應用。中國統計學報,31(2),271-287。new window  延伸查詢new window
8.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
9.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
10.Abken, P. A.(1980)。The Economics of Gold Price Movement。Federal Reserve Bank of Richmond, Economic Review,March/ April,3-13。  new window
11.Boughton, J. M.(1987)。Test of the Performance of Reduced-Form Exchange Rate Models。Journal of International Economics,23,41-56。  new window
12.Dooley, Michael P.、Isard, Peter、Taylor, Mark(1995)。Exchange Rate, Country-Specific Shocks, and Gold。Applied Financial Economics,121-129。  new window
13.Koutsoyiannis, A.(1983)。A Short-Run Pricing Model for a Speculative Asset, Tested with Data from the Gold Bullion Market。Applied Economics,15(5),563-581。  new window
14.Lashgari, M.(1986)。Gold Investing Behavior over the Phase of the Business Cycle。Atlantic Economic Journal,14(4)。  new window
15.Shearman, E. J.(1987)。A Gold Pricing Model。The Journal of Portfolio Management,29-34。  new window
16.Beckers, Stan、Soenen, Luc(1984)。Gold: More Attractive to Non-U. S. than to U. S. Investors?。Journal of Business Finance & Accounting,11(1)。  new window
17.Solt, M. E.、Swanson, P. J.(1981)。On the Efficiency of the Markets for Gold and Silver。The Journal of Business,54(3),453-478。  new window
18.Tschoegl, A. E.(1980)。Efficiency in the Gold Market: A Note。Journal of Banking & Finance,371-379。  new window
19.Tschoegl, A. E.(1987)。Seasonally in Asset Return: Evidence from the Gold Market。Managerial and Decision Economics,8,251-254。  new window
研究報告
1.MacKinnon, J. G.(1990)。Critical Values for Cointegration Tests。0。  new window
學位論文
1.伍永富(1990)。世界與臺灣金價之決定因素及預測模式之建立,0。  延伸查詢new window
2.陳銘琦(1990)。黃金價格數列模型,0。  延伸查詢new window
3.張嘉烈(1991)。匯率水準決定之實證研究,0。  延伸查詢new window
4.黃政仁(1996)。貴金屬市場中黃金與白銀期貨間互動性與效率性之探討-根據每小時資料,0。  延伸查詢new window
圖書
1.李麗(1996)。我國外匯市場與匯率制度。我國外匯市場與匯率制度。沒有紀錄。  延伸查詢new window
2.錢money理財研究室(1994)。黃金投資。黃金投資。沒有紀錄。  延伸查詢new window
3.IMF(1997)。International Financial Statistics。International Financial Statistics。沒有紀錄。  new window
4.Maddala, G. S.(1997)。Introduction to Econometrics。International Financial Statistics。New York, NY。  new window
其他
1.中央信託局貿易處(1995)。臺灣黃金市場簡史,0。  延伸查詢new window
 
 
 
 
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