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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
11

高社交焦慮者的自傳式記憶特性--關於記憶清晰度的探討

梁記雯 Unknown Date (has links)
本研究的主要目的在於運用自傳式記憶的作業探討高社交焦慮者是否有記憶偏誤的現象。根據Clark和Wells(1995)的模型,高社交焦慮者在社交焦慮情境中容易把大部分的注意力集中在自身相關(self-related)的訊息上,因而造成對自身相關訊息的記憶優於外界環境訊息的現象;然而根據Repee和Heimberg(1997)的模型則假設高社交焦慮者在社交情境中會關注與負向自我評價有關的訊息,而不論該訊息是來自自身或外界環境。本研究企圖同時檢測上述兩個模型。 本研究篩選出六十四名大學生分為高社交焦慮與低社交焦慮兩組,所有受試者皆須分別回憶一件社交焦慮事件及一件中性事件,受試者被要求先在腦海中形成對該事件的影像,然後寫下有關回憶事件的詳細描述並完成記憶清晰度的評估。 研究結果得出高社交焦慮者在進行社交焦慮事件的回憶時,傾向回憶出比低社交焦慮組更多的自身相關訊息;且高社交焦慮組在回憶社交焦慮事件時比低社交焦慮組更傾向評估自身相關訊息的記憶清晰度高於外界環境訊息,研究結果較支持Clark和Well(1995)的說法。 / The purpose of the present study was to utilize the autobiographical memory task to investigate the memory bias in socially anxious individuals. According to Clark and Wells’ (1995) view, socially anxious individuals were hypothesized to preferentially allocate almost attentional resources to self-related information and remember self-related information better than external information on entering an anxiety-provoking social situation. However, according to Repee and Heimberg’ s (1997) model, they supposed that socially anxious individuals tend to focus on negative self-evaluated information regardless of it were self-related or external information. The present study tried to examine the two models simultaneously. Sixty-four undergraduate students were assigned to either high or low social-anxiety group. All subjects were asked to recall one anxiety-provoking social situation about public-speaking and another neutral situation. They were requested to form an image of the event and write a detailed description about it. They then completed rating of memory vividness for each situation. The results revealed that high social anxiety group showed to retrieve more self-related information than low social anxiety group and displayed more preferential to rate the vividness of self-related information higher than external environmental information than low social anxiety group did when recalling anxiety-provoking social situation. The result supported Clark and Wells’ s model.
12

高社交焦慮者對於情緒性刺激的注意力偏誤--驗證「認知內容特定性假設」

陳姱蓁 Unknown Date (has links)
本研究主要的目的在於採用線索典範作業探討高社交焦慮者是否對於特定的情緒刺激有注意力偏誤的現象。高社交焦慮組有25 人與低社交焦慮組有29 人參與正式實驗,受試者分別被分派至社交焦慮情境中或無社交焦慮情境中,並且在電腦螢幕中的兩個長方形中出現中性、一般正向、一般威脅、社交正向、社交威脅、身體正向及身體威脅詞彙作為線索,當線索消失之後,受試者被要求對於目標物「E」或「F」進行判斷。在這些線索中,有些是有效線索(例如:目標物與線索出現在同一個位置上),有些是無效線索(例如:目標物與線索出現在不同的位置上)。 研究結果顯示當線索是社交正向詞彙時,被分派至社交焦慮情境中的高社交焦慮者相較於低社交焦慮者,在無效線索狀況下對於目標物的反應時間較快,且整體的注意力傾向,被分派至社交焦慮情境中的高社交焦慮者比低社交焦慮者較少將注意力投注在社交正向詞彙上。但並沒有有力的證據支持高社交焦慮者相較於低社交焦慮者,對於與社交焦慮有關詞彙,尤其是社交威脅詞彙具有注意力偏誤。這些研究發現認為高社交焦慮者有可能缺乏正向偏誤的保護機制,所以在社交焦慮情境中,容易選擇性忽略社交正向訊息,因而較缺少正向經驗與正向情感,反而會藉由逃避負面評價的方式,或是隱藏、抑制自己的社交焦慮情緒來維持良好的自我形象。
13

以資產為基礎的方法對國際風險分散之實證分析 / An Empirical Analysis of International Risk Sharing using Asset-based method

劉毓芝 Unknown Date (has links)
本文研究目的是在探討跨國的投資者在面對國際投資日益開放的同時,是否充分的利用國際上的資產市場以分散投資者所面對的風險。本文參考Brandt, Cochrane, and Santa-Clara(2006),建立一種衡量國際間風險分散程度的風險分散指數,並以台灣為本國基準,取台灣前三大貿易夥伴:美國、日本、中國為外國基準,以分析此四國的國際風險分散指數,衡量的標的為各國資產市場中的主要股票交易市場指數報酬率,以分析各國風險分散的情形。此外我們亦嘗試解釋國際間風險分散的情形並解釋我們所計算出的結果,並進行一些模型參數的演算,以分析在面對其他總體變化時將會遇到的情形。經由本文的實證研究發現,對於台灣而言,在國際間的風險分散程度是偏高的,亦即,面對此四國的資產市場,台灣投資者的投資配置符合風險分散的趨勢,當匯率波動愈小時,國際風險分散程度亦將愈高,大致上與Brandt et al.(2006)之以美國為本國基準所得之國際風險分散程度結果相似。 / This thesis tries to discuss if risks are shared internationally by the international asset markets. This study refers to the Brandt, Cochrane, and Santa-Clara (2006) which built an international risk sharing index to measure the degree of international risk sharing. We set up a international risk sharing indices between Taiwan and its important trading partners, US, Japan and China by the asset returns composed by the main stock indices in each country. Furthermore, we try to explain the empirical results and to show how the degree of international risk sharing will different with the changes of the macro-variables. Our empirical analyses find that the degree of the international risk sharing for Taiwan using asset-based method is better than we think. In addition, the empirical results of this thesis are similar to Brandt et al. (2006) that if the volatility of exchange rates declines, the degree of the international risk sharing will be better.
14

法人說明會資訊內容與分析師盈餘預測 / Conference Calls and Financial Analysts' Earnings Forecasts

許佩琪 Unknown Date (has links)
法人說明會為近年來企業最常使用的自願性揭露方式之一,已逐漸成為企業管理當局與投資人溝通的重要管道,然而法人說明會之參加人員通常僅限於法人股東與財務分析師,因此財務分析師在企業管理當局與投資人之間扮演了一個重要的資訊傳遞角色。本研究以台灣高科技產業上市(櫃)公司為研究對象,探討法人說明會資訊揭露之豐富度,對分析師盈餘預測之樂觀程度、預測準確度以及預測離散性之影響,以及不同國籍券商獲取法人說明會資訊對其預測之影響。研究結果發現,分析師在資訊豐富性高的法人說明會後所做的盈餘預測會偏向樂觀預測,亦容易出現樂觀偏誤的現象,且資訊越豐富,分析師盈餘預測之離散性越低。若進一步分析券商國籍對盈餘預測之影響,可以發現本國券商在資訊豐富性高的法人說明會後所做的盈餘預測會偏向樂觀預測,外國券商則無此現象,表示相較於外國券商,本國券商獲取法人說明會資訊對其盈餘預測之影響較大。 / Nowadays,conference calls are one of the most often used voluntary disclosures by firms, and have become an important way of communication between management and investors.However,participants of conference calls are often institutional shareholders and financial analysts.As a result,financial analysts play an important role as an information communicator between management and investors.Based on a sample of publicly listed firms in Taiwan,this study explores whether the extent to which the richness of the content of conference calls affect the optimism,bias and dispersion of financial analysts' earnings forecasts,and whether the nationality of brokers causes different effects when they acquire the information of conference calls.We find that analysts' earnings forecasts become more optimistic and biased if conference calls contain richer information,and the dispersion of forecasts also becomes lower.Furthermore,domestic brokers' forecasts are more optimistic after conference calls which contained rich information,while there is no such phenomenon for foreign brokers.This indicates that conference calls have a greater impact on domestic than foreign brokers in making earnings forecasts.
15

以注意力偏誤探討負向情感對安眠藥物的渴求之影響 / The Effect of Negative Affect on Craving of Hypnotics as Measured by Attention Bias

林郁秀, Lin, Yu Siou Unknown Date (has links)
研究目的 本研究的目的是要藉由線索暴露的實驗典範,探索長期使用安眠藥物 之患者對於安眠藥物相關刺激的注意力偏誤現象,並根據 Baker 及其同事們 (2004)與其他學者所提出的「藥物動機理論的情感模型」,強調負向情感在長 期使用安眠藥物的失眠患者所扮演的角色,本研究另欲探討長期使用失眠藥物的 患者是否在負向的情緒下能引發其對安眠藥物有更多的注意力及反應偏誤,並以 oddball 實驗典範來引發測量大腦皮質 ERP 波的注意力偏誤現象,並試圖以主觀 渴求問卷來測量個案是否在負向情感下有較強烈的主觀渴求反應。 方法 研究之有效樣本為 13 人。其中男性 5 人,女性 8 人,年齡介於 23-54 歲 (34.15 ± 11.07),參與研究之受試者會進行兩晚之實驗及多頻道睡眠生理檢查, 實驗情境分成基礎情境及挫折情境,在挫折情境中,受試者在進行較困難之認知 作業的同時,研究者會給予負向之指導語以進行情緒之操弄;而在基礎情境則給 予中性之指導語。在認知作業進行之後,開始進行線索暴露之 ERP 測量,受試 者須判斷圖片是否含有動物(目標刺激),另包含中性圖片刺激(96 張)、睡眠 相關刺激(32 張)及藥物相關刺激(32 張)。另外在認知測驗及線索暴露的前後 也會測量受試者之情緒狀態及主觀渴求狀態。研究分析以多變量變異數分析進行 檢驗。 結果 長期使用安眠藥物的患者相較於中性刺激,其對於藥物圖片刺激及睡眠相 關刺激皆有較大之 P300 及 SPW 腦波振幅。未在研究中驗證 Baker 等人提出之負 增強處理模式之因果關係,但發現,在基礎情境中,當受試者的正向情緒減少愈 多,受試者在單一題項渴求程度減少愈少;而負向情緒與其他的渴求指標較具有 相關性,研究發現當負向情緒增加愈多,單一題項渴求程度增加愈多,對藥物效 果的期待也愈高,對藥物的欲求與所帶來欣快感也會愈高,顯示情緒的改變於主 觀渴求狀態的相關性。此外本研究結果顯示客觀的腦波指標與部分主觀感受顯著 相關,其中 P300 與其對藥物的渴求程度呈正相關。 結論 無論是在基礎情境或挫折情境,長期使用安眠藥物之患者對安眠藥刺激及 睡眠相關刺激皆有注意力偏誤之現象,且此注意力偏誤現象與其對藥物的渴求程 度具有一定程度之相關性。在挫折情境中,受試者對藥物之主觀渴求有較大的傾向。 / Introduction The major goal of this study is to examine the phenomenon of craving in hypnotic use. The Affective Processing Model of Negative Reinforcement (Baker, Piper, McCarthy, Majeskie, & Fiore, 2004) suggests that negative affect would influence drug use through the change of cognitive process to a “hot information processing” and therefore increase the craving for drug use. The study explores the effects of negative affect on attentional bias and subjective craving associated with hypnotic use to test this model. Method Thirteen long-term hypnotic users were included in this study. They came to the sleep laboratory for two nights for an experimental night in which negative affect was induced by giving negative comments on their performance on a cognitive task and a control night with exactly the same procedure except that the negative comments was replaced by neutral comments. For both nights, craving was assessed with subjective ratings and measure of attentional bias with recording of event-related potentials (ERPs) induced by pictures related to hypnotic use, sleep and neutral pictures. Result The amplitude of P300 and SPW for sleep related pictures and hypnotic related pictures are significant larger than the amplitude for neutral pictures in both conditions. Also, results show that the picture of P300 are positively correlated with subjective craving for hypnotic drugs. Moreover, the data shows the tendency of condition difference in subjective craving. Conclusion The hypnotic long-term users do show attentional bias for sleep related and hypnotic related pictures. However, the result does not show more attentional bias for hypnotic related pictures in stressful situation. On the other hand, the data shows a tendency that the subjective craving is stronger in stressful situation than in baseline situation. The findings show only partial support for the Affective Processing Model of Negative Reinforcement.
16

社交焦慮者的解釋性偏誤改善療效探討 / The intervention effect of interpretative bias modification in social anxious individuals

賴怡臻, Lai, Yi Jen Unknown Date (has links)
本研究的主要目的有二:其一,驗證經過修改後的「句詞關聯作業」此一實驗派典,是否可以成為一套能有效區辨高、低社交焦慮者解釋性認知偏誤的測量工具。其二,驗證以「句詞關聯作業」作為解釋性認知偏誤修正工具時,是否能夠有效且持續地改善高社交焦慮者不適應的解釋性偏誤情形與社交焦慮症狀。為達到上述兩個研究目的,分為研究一與研究二進行。研究一選取86名高社交焦慮與59名低社交焦慮之非臨床大學校內學生,施予社交焦慮與情緒相關量表、句詞關聯作業以及解釋性偏誤相關問卷。研究一的結果顯示,相較於低社交焦慮者,高社交焦慮者同時具有較高程度的威脅解釋偏誤,以及較低程度的非威脅解釋偏誤。當執行組內比較時,則進一步發現並非高社交焦慮者具備某種解釋性的偏誤,反而是低社交焦慮者的解釋傾向展現出某些特殊性。此外,藉由相關分析,發現解釋性偏誤的在線與離線歷程、威脅與非威脅解釋偏誤之間具有緊密關聯,而句詞關聯作業與其他相關的測量工具彼此具備聚斂性。研究二邀請研究一之80名高社交焦慮者繼續參與實驗,隨機分派為改善訓練組與中性訓練組。受試者根據所屬組別接受相對應的訓練程序,為期四週共八次。訓練結束後再度施予社交焦慮與情緒相關量表、句詞關聯作業以及解釋性偏誤相關問卷,並於一個月後進行追蹤評估。研究二的結果顯示,改善訓練程序的確可有效地降低高社交焦慮者的威脅解釋偏誤,並且提升其非威脅解釋偏誤。細究此療效之所以發生的機制,主要在於促使高社交焦慮者形成與低社交焦慮者相似的解釋偏誤特性。然而,在降低社交焦慮症狀上,本研究並未看見明顯效果,內文將對此非預期結果進行討論。總體而言,針對社交焦慮者的解釋性偏誤情形,「句詞關聯作業」的確具備成為輔助性評估與介入工具之潛力。 / The purpose of the present study was twofold. First, it aimed to examine if the modified paradigm, sentence word association paradigm (SWAP), can differentiate interpretation between high and low social anxious individuals. Second, it tried to investigate the effects of interpretational training, using the training version of SWAP as cognitive bias modification program, in modifying interpretative bias and in reducing social anxiety symptoms in high social anxious individuals. In study 1, a total of 86 high social anxious and 59 low social anxious participants completed seven questionnaires and SWAP. The results showed that high social anxious individuals had greater threat interpretative bias and smaller benign interpretative bias compared to low social anxious individuals. Further, it was important to note that when comparing within group, actually not high but low social anxious individuals showed some special interpretation patterns. In addition, the statistics revealed significant correlations between on-line and off-line data, threat and benign interpretative bias. The current study also had found the consistency between SWAP and questionnaires measurements. In study 2, eighty high social anxious participants from study 1 were assigned randomly into modification training and neutral control group. All participants completed eight interpretaional training sessions delivered over four weeks (twice a week). Participants were also required to complete postassessments and follow-up assessments. The results indicated that the modification training program successfully increased the benign interpretative bias and decreased the threat interpretative bias, compared to the neutral control condition. When exploring the training mechanism, the current study discovered that modification training program helped high social anxious individuals gain the same interpretation patterns as low social anxious individuals had. However, the modification training program didn’t reduce social anxiety symptoms in high social anxious individuals. This unexpected finding were discussed. In conclusion, SWAP may have clinical utility when applied as assessment and intervention.
17

抽樣調查中關於缺失資料之各種補齊法性質之研究

楊淑蘭, YANG, SHU-LAN Unknown Date (has links)
由於時代的急速變遷,人們所面臨的問題日趨複雜。在有限的人力與財力限制之下, 欲對目標母體(TARGET POPULATION ),作一詳細的調查與研究通 常是不可能的, 因此如何藉由抽樣方法從母體中抽取具有代表性的樣本是重要的。在抽樣調查的過程 中我們常常發現樣本回收率沒有原來預期的高,若我們只用回收的樣本去做資料分析 ,常常使我們做成的結果是偏誤(BIASED)。本文的目的即在針對此一問題,做一深 入的研究探討。 抽樣調查中無觀測值(NONOBSERVATION)通常有三種情況發生: (1)未包括的範圍(NONCOVERAGE ),(2)未回收(TOTAL NONRESPONSE )(3 )回答不完全(ITEM NONRESPONSE)。吾人針對回答不完全。使用插補法(IMPUTATI O )予以研究,即是對於缺失資料的項目依據種插補法給定一些值,使回收的資料具 完整性,以利資料的分析利用。 在日常生活中經常會遇到斤欲研究變數Y 與其另一輔助變數X 有某種線性關係存在。 例如農作物產量與種植面積、家庭收入與家庭支出、1980年全市人口總數與19 70年全市人口總數等。為方便研究起見,首先假設一簡單的線性迴歸模式: y I = β × I+εI εI ∼ i.i.d.N(O.σ□) 在上式中,若(XI,yI) i=1,2,……n 為一完整的資料集,即n 個隨機樣本(X I,yI )皆無缺失值,則β與σ□的最小平方估計式可以很快求出,現在假設y 值有 部份缺失值,則必須想辨法把缺失的 值補齊,才能進一步研究β與σ□的性質,本 文即針對下列六種插補法。(a )平均插補法(MO)、(b )隨機插補法(RO)、( C )分層平均 插補法(MC)、(d )分層隨機插補法(RC)、(e )簡單迴歸插補法(RG)及(f )隨機迴歸插補法(RRS,RRN),根據所建立的模式,運用各種不同的插補法將缺失 值予以補齊後,對模式結果作理論的探討,並對各種插補法作綜合分析比較。 最後利用其理論結果,配合1986年美國零售交易普查資料作實證研究,並分析其 實結果。
18

雙界二分選擇詢價法-願付價格之起價點偏誤研究

吳孟勳 Unknown Date (has links)
為了處理在願付價格的研究中,極端受訪者對於估計結果所造成的誤差。本文沿用Tsai(2005)所建議採用的三要素混合模型,將受訪者區分為價格再高都願意支付、願意支付合理價格以及價格再低都不願意支付等三種類型。在評估願付價格時,以加速失敗模型(accelerated failure time model,簡稱AFT model)針對願意支付合理價格的受訪者進行估計,並且在考慮不同起價點可能會造成不同程度的起價點偏誤(starting point bias)或是定錨效果(anchoring effect)的情形下,提出一個起價點偏誤調整模型來做探討。我們並以CVDFACTS中的高血壓之願付價格資料進行實證分析。分析結果發現,教育程度越高的男性對於能降低高血壓病患罹患心臟血管相關疾病之新藥願意付較高的金額。此外我們也發現在此筆資料中,不同起價點確實會造成不同程度的偏誤,經由偏誤調整後會得到較高的願付金額。 / A study of willingness-to-pay often suffers from the bias introduced by extreme respondents who are willing to or not willing to pay any price. To overcome the problem, a three-component model proposed by Tsai (2005) is adopted. Under such a circumstance, respondents are classified into three categories, i.e. respondents who are willing to pay any price, unwilling to pay any price, or willing to pay a reasonable price. The willingness-to-pay for those subjects who are willing to pay a reasonable price is again modeled by an accelerated failure time model (AFT model). In this study, we, however, propose an unified model that allows us to look into the issue related to starting point bias and anchoring effect, simultaneously. Willingness-to-pay for cardiovascular disease treatment from a longitudinal follow-up survey- CVDFACTS, is investigated using the new model. Through the use of the model, we are able to detect the effects of starting point biases, and make a proper adjustment accordingly. Our analysis indicates that male respondents with higher education level have an inclination to pay higher price for the new treatment. Besides, we also discover that starting point bias does exist in this dataset.
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以壓力反應特性、注意力偏誤、與睡眠監控行為探討不同 失眠病程發展之相關因素 / The Contributing Roles of Stress Reactivity, Attentional Bias, and Monitoring Behaviors in the Course of the Development of Insomnia

詹雅雯, Jan, Ya Wen Unknown Date (has links)
研究目的 失眠的過度激發是目前最廣為接受的失眠病因之一。無論在生理、認知、行為三不同層面上,多可觀察到失眠者有身心過度激發的狀態。根據失眠三因子模式,不同失眠病程階段,影響過度激發的背後成因有所差異。在慢性失眠部分,過 去累積了相當多的實證研究證實其過度激發的現象,但尚未進入慢性病程前之過度激發相關機轉,仍有待研究進一步探討。本研究嘗試以橫斷式的研究方法,並依據過去失眠病因發展推導,選擇從壓力反應特性 (包含壓力操弄後的壓力反應強度和 消退速度)、注意力偏誤 (包含警覺性注意力和注意力移除困難)、與睡前的睡眠監控行為三個面向切入,探討不同病程階段個體過度激發的背後機轉,並進一步檢驗上述之差異是否可用以預測在壓力操弄情境下,不同病程個體睡前的激發反應變化,藉此檢驗失眠病程發展之病因假說,並希望未來可據此發展有效之失眠防治與介入策略。 研究方法 本研究共計招募受試者 58 人,年齡介於 24-48 歲,包含符合 ICSD-3 慢性失眠者 18 人,以及以壓力下失眠反應量表( Ford Insomnia Response to Stress Test; FIRST)區分出急性失眠高危險組 19 人與低危險組 21 人。每位受試者皆需到睡眠實驗室進行兩階段的實驗,第一階段包含晤談評估、問卷填答、壓力反應的生理測量(以指溫與膚電為指標)、與包含威脅與睡眠刺激之點偵測注意力作業,之後需配戴腕錶與記錄睡眠日誌配合充足且規律作息一週後,再到睡眠實驗室進行第二階段的評量,包含睡前 2 小時、1 小時、關燈前生理指標 (指溫、膚電) 與腦波的測量和主觀身心激發狀態 (Pre-Sleep Arousal Scale, 簡稱 PSAS) 評量,於睡前填寫睡眠相關監測指標 (Sleep Associated Monitoring Index,簡稱 SAMI),並完成一晚的 PSG 測量以排除其他睡眠相關疾患。 研究結果 首先,以單因子變異數分析比較不同組別間在壓力反應與回復和二因子變異數分析注意力警覺/移除困難指標的差異。在壓力生理反應表現上,慢性失眠組與高危險組在接受壓力操弄後的激發消退時間較低危險組來得長。在注意力層面,高危險組對壓力(威脅圖片) 刺激有顯著的警覺與移除困難注意力偏誤,慢性失眠組則是對睡眠刺激有顯著的移除困難注意力偏誤。在行為層面,慢性失眠組與高危險組睡前的注意力監控行為 (包含監測自身身體感覺訊息是否與入睡狀態不一致、鬧鐘 時間、環境) 均顯著較低危險組來得多。再者,以皮爾森相關探討注意力偏誤與睡前激發反應之關聯性,結果顯示高危險組的注意力偏誤現象與睡前高頻腦波與主觀生理激發的降幅呈現顯著負相關; 而慢性失眠組的注意力偏誤指標卻與膚電、主觀認知激發的降幅呈顯著正相關。 結論 本研究結果支持不同失眠病程背後的過度激發影響機制有所差異,生理層面較慢的激發消退能力與對壓力源的認知偏誤的前置因子,可能為急性失眠者易受日常壓力源誘發睡眠困擾之原因;而影響慢性失眠族群的持續因子主要在於其將睡眠視 為壓力源的認知歷程與行為轉變。此外,研究更進一步發現兩組分別對於壓力與睡眠的注意力轉移困難,使其在覺察壓力後易持續表現出過度激發現象。本研究結果除支持失眠過度激發理論之外,更釐清不同階段失眠的認知歷程的機制,並彰顯不 同失眠病程介入策略應有所差異,和急性失眠高危險族群及早介入預防之重要性。 / Introduction Hyperarousal has been recognized to be a major etiological factor of chronic insomnia. Cumulated research evidences have demonstrated that chronic insomnia patients are hyperaroused in somatic, cognitive, and behavioral aspects. According to Spielman’s 3P Model of Insomnia, there were different factors are involved at different points during the course of insomnia. However, there are seldom study to investigate the difference mechanism of hyperarousal in the course of the development of insomnia. The present study used cross-sectional design to compare the difference of good sleeper (low sleep vulnerability, LV), acute insomnia (high sleep vulnerability, HV), and chronic insomnia (CI) in stress reaction (eg. reactivity and recovery), attentional bias (eg. vigilance and disengagement), and sleep associated monitoring behaviors to investigate the underlying mechanism of hyperarousal. Furthermore, the study examined the correlation between attentional bias indices and subsequent pre-sleep arousal to investigate the impact of attentional bias on sleep in different groups. Method The present study recruited fifty-eight subjects, aged between 24-48. They included eighteen chronic insomniacs (CI) diagnosed ICSD-3, nineteen healthy individuals scoring high (HV) and twenty-one healthy individuals scoring low (LV) on the Ford Insomnia Response to Stress Test (FIRST). All subjects visited sleep lab twice. During the first visit, the subjects filled in a package of questionnaires, and went through psychophysiological recording (including) of stress reaction, and a visual dot-probe task. They then were required to keep a sleep log and wear actigraphy at home for one-week to make sure they followed a regular sleep schedule. During the second visit, subjects went through a pre-sleep physiological recording (including peripheral temperature, skin conductance, and EEG) and filled in two questionnaires (Pre Sleep Arousal Scale [PSAS] and Sleep Associated Monitoring Index[SAMI]) at three time points and had a PSG recording to screen for sleep disorders. Result One-way ANOVAs were conducted to compare the differences of stress reaction/recovery among three groups. Two-way ANOVAs were used to compare the differences in attentional bias (vigilance/ disengagement) of threatening and sleep-related stimulus among three groups. In stress related physiological activity, CI and HV showed slower recovery rate than LV. Considering attentional bias, HV had significant vigilance and disengagement bias to threatening pictures, and CI had significant disengagement bias to sleep-related pictures. CI and HV also showed more prevalent sleep-associated monitoring behaviors than LV. Furthermore, Spearman’s correlation was used to examine the association between attentional bias and pre-sleep arousal. The result shows the attentional bias of HV had negative correlation with reduction of high frequency EEG and somatic sub-score on the PSAS. In contrast to our prediction, CI showed positive correlation between decrease of skin conductance and the cognitive sub-score on the PSAS. Conclusion The study showed that stress recovery ability and stress-related attentional bias were the major differences between individuals with low and high sleep vulnerability, indicating that increased information processing to threats and stress-related stimulus as well as decreased recovery ability of autonomic arousal in reacting to stress may predisposed an individual to stress-related sleep disturbances. On the other hand, the attention shift from threat toward sleep can differentiate chronic insomnia from those individual with frequent acute insomnia. Moreover, the difficulty in disengagement from sleep-related stimulus, rather the vigilance, might explain the cause of hyperarousal that perpetuate insomnia. The results support the transition of arousal from general treat to sleep-related stimulus in the development of chronic insomnia. The study not only further the understanding of the etiological mechanism of insomnia, but also imply that different strategies should be applied in the treatment of acute and chronic insomnia. It also highlights the importance of preventive intervention for individuals with high sleep vulnerability
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美國FED二階段升息對利率交換契約凸性偏誤之實證

王建華 Unknown Date (has links)
「凸性偏誤」(Convexity Bias),非債券的「凸性因子」(Convexity),來自利率非平行變動對債券價格的影響。對利率交換契約而言,有其特殊意義。是指利用一連串到期日連續的期貨契約,作為評價利率交換契約的模型,卻因為在期貨契約到期前,其隱含利率並不等於遠期利率的情況下,採用未經修正過的模型,將錯誤估算交換契約的價格。而此偏誤值因隨著到期日的增加,或利率的波動增高而逐漸擴大,呈曲線特性,故稱之為「凸性偏誤」(Convexity Bias)。 由於完整資料收集不易,本論文的重心就限於探討美國歷史上,從1994年至1996年間,美國聯邦準備理事會(Federal Reserve Board;FED),第一階段利息大幅變動期間,利率的變動對凸性偏誤的影響,並預測之後利率變動時,對利率交換契約價格的影響。旨在以實證資料作完整分析,希望藉此探討凸性偏誤是否也會因利率變動程度的不同,進而對利率交換契約價格產生不同程度的影響。並進一步利用簡單的模型,推算出準確的遠期利率,作為評價利率交換契約的指標。將來若利率發生變動,交換契約的交易雙方,也能因此得到正確的交換契約價格,進行交易或避險,以減低利率風險可能帶來的損失。

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