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題名:亞洲金融風暴是否為自我實現預言?
書刊名:明新學報
作者:梁雪富詹蕙綺
作者(外文):Liang, Sheue-fuhChang, Hui-chi
出版日期:2010
卷期:36:1
頁次:頁87-99
主題關鍵詞:金融危機自我實現預言馬可夫模型Currency crisisSelf-fulfilling speculationMarkov-switching models
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:61
期刊論文
1.Morris, Stephen、Shin, Hyun Song(1998)。Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks。American Economic Review,88(3),587-597。  new window
2.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
3.Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society,57(2),357-384。  new window
4.Jeanne, O.(1997)。Are Currency Crises Self Fulfilling? A Test。Journal of International Economics,43(3),263-286。  new window
5.Kaminsky, Graciela L.、Reinhart, Carmen M.(1999)。The Twin Crises: The Causes of Banking and Balance-of-Payments Problems。American Economic Review,89(3),473-500。  new window
圖書
1.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
2.Kim, C. J.、Nelson, C. R.(1999)。State-space models with regime switching: classical and gibbs sampling approaches with applications。MIT Press。  new window
其他
1.陳至還(2005)。大額交易者、市場信心與貨幣危機。new window  延伸查詢new window
2.Alvarez-Plata, P. ; Schrooten, M.(2006)。The argentinean currency crisis: a markov switching model estimation。  new window
3.Boinet, V. ; Napolitano, O. ; Spagnolo, N.(2005)。Are currency crises self-fulfilling: the case of argentina。  new window
4.Eichengreen, B. ; Wyplosz, C.(1993)。Currency crisis and unemployment: Sterling in 1931。  new window
5.Eichengreen, B. ; Rose, A.K. ; Wyplosz, C.(1995)。Exchange market mayhem: the antecedents and aftermath of speculative attacks。  new window
6.Fratzscher, M.(2003)。On currency crises and contagion。  new window
7.Henderson, C.(1998)。Asia falling?。  new window
8.Jeanne, O. ; Masson, P.(2000)。Currency crises, sunspot and markov-switching regimes。  new window
9.Krugman, P.(1979)。A model of balance-of-payment crises。  new window
10.Krugman, P.(1999)。Balance sheets, the transfer problem, and financial crisis。  new window
11.Masson, P.(1999)。Contagion: macroeconomics models with multiple equilibria。  new window
12.McKinnon, R. ; Pill, H.(1996)。Credible liberalizations and international capital flow: the overborrowing syndrome。  new window
13.Obstfeld, M.(1994)。The logic of currency crises。  new window
14.Obstfeld, M.(1996)。Model of currency crises with self-fulfilling features。  new window
15.Obstfeld, M. ; Rogoff, K.(1995)。The mirage of fixed exchange rates。  new window
16.Sachs, J. ; Radelet, S.(1998)。The onset of the East Asian financial crisis。  new window
圖書論文
1.Krugman, P.(1996)。Are Currency Crisis Self-fulfilling?。NBER Macroeconomics Annual。Cambridge, MA:MIT Press。  new window
 
 
 
 
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