參考文獻 | 參考文獻
中文部分:
1、王鶴松(2005),《金融危機與金融改革》。
2、古耀文(1996),「台灣股價與總體經濟因素之研究」,碩士論文,中興大學企業管
理研究所。
3、李榮謙,「貨幣及銀行信用在貨幣政策目標中分演角色-兼論選擇性信用管制」,中央
銀行季刊,第11 卷第1 期,1989 年三月,頁53-70。
4、李榮謙(2000),《貨幣銀行學》,台北:智勝文化。
5、余世昌(2002) 「台灣貨幣政策指標之研究」 碩士論文,國立政治大學行政
管理碩士學程
6、林鐘雄(1990),《貨幣銀行學》,三民書局,六版。
7、林奕秀(1997),「股價與總體經濟因素之關聯性研究」碩士論文,成功大學企業管理
研究所。
8、林憶華(2004),「利用結構VAR模型推估台灣貨幣政策之效果」碩士論文,國立台北大
學經濟研究所?
9、林士良(2004),「異常外匯交易與各項總體經濟指標關聯性之研究」碩士論文,台北
大學統計研究所。
10、張大成、沈中華與陳伯羽(2000),「國家通貨危機與總體經濟指標-外匯市場壓力指
數及縱橫資料分析」,貨幣觀測與信用評等,第24 輯第4 期,頁107-125.
11、何佩如(1996),「不對稱訊息、淨值與貨幣政策效果」碩士論文,政治大學經濟學研
究所。
12、邱立貞(2001),「從銀行放款角色探討貨幣政策傳遞管道」碩士論文,中正大學經濟
學研究所。
13、張元(2001),「貨幣政策之銀行信用傳遞管道-臺灣的實證研究」碩士論文,世新大學經濟學研究所。
14、周傳斌(1997),「貨幣政策傳遞機能之信用管道-臺灣的實證分析」碩士論文,中正
大學國際經濟研究所。
15、葉又菁(2001),「信用市場不健全與貨幣政策工具最佳選擇」碩士論文,中正大學經
濟學研究所。
16、連惠萍(1996),「股票報酬率之預測誤差變異數分解」碩士論文,淡江大學金融研究
所。
17、俞海琴(1986),「我國央行外匯干預行為之研究」碩士論文,臺灣大學商學研究所。
18、許振明(2001),貨幣政策與中央銀行決策機制,國改研究報告2001年5 月
19、黃永裕(1999),「貨幣政策與股市報酬之關連性研究--以向量共整合及VAR模型分
析」碩士論文,國立成功大學國際企業研究所。
20、黃偉寧(1999),「貨幣與股、匯市之關連性研究」,私立輔仁大學金融研究碩士論
文。
21、黃瓊如(1992),「中央銀行外匯市場干預行為之研究-臺灣之實證分析」碩士論文,
逢甲大學經濟研究所。
22、郭易奇(2004),「資產報酬與貨幣政策論文集--台灣金融市場實證」碩士論文,國立
中正大學財務金融所。
23、陳一端(2000),〈簡介中央銀行之利率操作目標政策暨其傳遞機制〉,《中央銀行季
刊》, 22:4 , 頁81-94。
24、楊靜怡(2004),「台灣貨幣政策與股票市場關聯性分析」碩士論文,私立東吳大學國
際貿易研究所。
25、歐宏國(1997) ,「台灣金融總計數之訊息內容-傳統VAR之實證分析」 碩士論文,
國立中興大學經濟研究所
26、劉茂亮(2003),「金融變數與經濟成長之關係」,私立輔仁大學金融研究碩士在職專
班論文。
27、賴景昌(1999),《國際金融理論》,初版六印,茂昌圖書有限公司。
28、薛博文(2004),「貨幣危機領先指標間因果關係之探討─以泰國為例」碩士論文,靜
宜大學會計研究所。
29、趙尊彬(2002),「中央銀行干預政策對外匯市場干預指標的影響」,私立中原大學國
際貿易學系碩士論文。
30、蔡麗玲(1989),「臺灣匯率水準的決定及外匯市場的調整」碩士論文,東吳大學經濟
研究所。
31、羅雅惠(1996),「貨幣傳送結構-廣義信用管道之實證研究」碩士論文,清華大學經
濟學研究所。
32、繆燕鴦(2002),「亞太地區貨幣政策與股市報酬之關聯性分析—以向量自我迴歸及共
整合模型為例」,中原大學企業管理學系碩士論文。
33、邊秀梅(1996),「股價報酬與總體經濟因素關係之探討」碩士論文,東華大學國際
經濟研究所。
英文文獻:
1、Ajayi, Richard A. and Mougoue, Mbodja, “On the Dynamic Relation between Stock Prices and Exchange Rates,” Journal of Financial Research, Vol. XIX, (2), 1996, Summer, P193~207.
2、Bernanke,Ben S.,and Blinder,Alan S.,“Credit、Money and Aggregate
Demand.” American Economic Review,Vol.78,Issue 2,1988,pp435-439.
3、Bernanke,Ben S.,and Blinder,Alan S.,“The Federal Funds Rate and the
Channels of Monetary Transmission.”The American Economic
Review,Vol.8,1992, pp.901-921.
4、Bernanke,Ben S.,and Gerler Mark, “Inside the Black Box: the Credit
Channel of Monetary Policy Transmission.”NBER Working Paper Series
No.5146,June 1995.
5、Baig, Taimur (2003), "Monetary Policy in a Deflationary Environment", in Japan's Lost Decade: Policies for Economic Revival,edited by Tim Callen and Jonathan D. Ostry, IMF.
6、Burdekin, R. C. K. and P. Burkett (1990),"A re-examination of the monetary
model of exchange market pressure:Canada 1963-1988",Review of Economics
and Statistics ,72, 677-681.
7、Cheung, D. W. W. 1997, Pacific rim stock market integration under different federal funds rate regimes. Journal of Business Finance and Accounting. 24, 1343-1351.
8、Cheung, D. W. W. and B. W. S. Hung. 1998, The international transmission of U.S., Eurodollar and Asian dollar interest rates: some empirical evidence. Pacific-Basin Foinance Journal, 6, 77-86.
9、Diltz, J. D., and Suhkyong Kim. 1996, The relationship between stock and option price changes. Financial Review, 31, 499-519.
10、Dickey, D. A. and W. A. Fuller, “Distribution of the Estimators for Autoregressive Times Series with a Unit Root,” Journal of American Statistical Association, 76, 1979, P427~431.
11、Engle, R. E. and C. W. J. Granger (1987), “Cointegration and Error-Correction: Representation, Estimation, and Testing, Econometrica,55, 251-276.
12、Eichengreen, B., Andrew, K.and C.Wypiosz(1995) ,"Exchange market mayhem:
The antecedents and aftermath of speculative attacks",Economic Policy, 21,
October, 249-312.
13、Eichengreen, Andrew K. Rose, Charles Wyplosz (1996), "Contagious Currency
Crises, " National Bureau of Economic Research (NBER), Working Paper, Brian
Caplen, "Emerging Markets, " Euromoney.
14、Girton, Lance and Don Roper (1977): “A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience”, The American Economic Review, 67:4, pp.537-548.
15、Gochoco-Bautista, Maria Socorro and Carlos C. Bautista (2002): “Monetary Policy and Exchange Market Pressure: the Case of the Philippines”, mimeo., University of the Philippines ( 2005 in Journal of Macroeconomics).
16、Johansen, S. and K. Juselius, “Maximum Likelihood Estimation and Inference on Cointegration with Application to the Demand for Money,” Oxford Bulletin of Economics and Statistics, 52(5),1990, P169~210
17、Johansen,Sorer and K. Juselius(1990), “Maximum Likehood Estimation and Inference of Economics and Statistics 52, 169-210
18、Kaminsky G, Saul L, and C.M. Reinhart (1997), "Leading Indicators of CurrencyCrises, " IMF working paper.
19、Kaminsky G. and C.M. Reinhart (1997), "The Twin Crises: The Causes of Banking and Balance-of-Payments, " International Finance discussion paper, University of Maryland Working Paper, No.37.
20、Kim Y.S. and H.K. Koo(1999) "Asia's contagious financial crisis and its impact on Korea" Journal of Asian Economics, 10, 111-121.
21、Kim, S. and N. Roubini (2000),“Exchange Rate Anomalies in the Industrial Countries:A Solution with a Structural VAR Approach,” Journal of Monetary Economics, 45, pp.561-586
22. Kim, I.(1985),"Exchange market pressure in Korea:An application of the Girton -Roper monetary model", Journal of Money, Credit and Bankung, 17(2), 258-263.
23、Lee, B.S.and M.E.Wohar (1992),"An application of the Girton-Roper monetary
model of exchange market pressure:The Japanese experience,1959-1991",
International Economic Journal, 5, 993-1013.
24、Loopesko, B.E.(1984) ,"Relationships among Exchange Rates, intervention and
Interest Rates:An Empirical Investigation",Journal of International Money
and Finance, 3,257-77.
25、MacKinnon, J. G. 1991, Critical values for cointegration tests in Long-run Economic Relationships: Reading in Cointegration, eds. R. F. Engle and C W. J. Granger, New York: Oxford Univ. press, 266-276.
26、Mishkin, Frederick (1995), "Symposium on the Monetary Transmission
Mechanism", Journal of Economic Perspectives, Vol. 9 (Fall),pp.3-10.
27、Persaran,M Hashem and Shin, Yongcheol(1998),”Generalized Impulse Response Analysis in Linear Multivariate Models”,Economics Letter 58,17-29
28、Phillips, P. 1987, Time series regression with a unit root. Econometrica, 55, 277-301.
29、Phillips, P. and P. Perron. 1988, Testing for unit root in time series regression. Biometrika, 75, 335-346.
30、Phillips,P.C.B(1994),“Impulse Response and Forest Error Variance Asymptotics in Nonstationary VARs”,Cowles Foundation Discussion Paper 1102
31、Roper, D.and J.Turnovsky(1980),"Optimal exchange market intervention in a
simple stochastic macro model",Candian Journal of Economics, May,296-309.
32、Sachs, J., Aaron, T.and A.Velasco(1996),"Financial crises in emerging markets:
The lessons from 1995",NBER, 5576.
33、Sachs Jeffrey D., Aaron Tornell, and Andres Velasco(1996), "Financial Crises in Emerging Markets: The Lessons from 1995, " Brooking Papers on Economic
Activity, No.1.
34、Sachs Jeffrey D and Steven Radelet (1998), "The Onset of the East Asian Financial Crisis, " paper prepared for the Harvard Institute Development, March 30, 1998.
35、Spencer,Dale,and Andrew,G.Haldane,“A Simple Modil of Monetary,Credit
and Aggregate Demand.”Working Paper Series-Bank of England,No.7,
1993.
36、Spencer,Dale,and Andrew,G.Haldane, “Interest Rates and the Channels
of Monetary Transmission: Some Sectoral Estimates.“European Economic
Rreview 39,1995,pp.1611-1626.
37、Tanner, Evan (2001): “Exchange Market Pressure and Monetary Policy: Asia and Latin America in the 1990s”, IMF Staff Paper, 47:3, pp. 311-333, International Monetary Fund.
38、Weymark, D.N.(1995),"Estimating exchange market pressure and the degree of
exchange market intervention for Canada", Journal of International Economics,
39, 273-295. (1997),"Measuring the degree of exchange market intervention in a small open econpmy" , Journal of International Money and Finance, 16,55-79.
|