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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.
1

最適即期遠期外匯市場干預之研究

林淑惠, LIN, SHU-HUI Unknown Date (has links)
現有文獻中,有關於最適外匯市場干預法則之探討,通常只考慮現貨外匯市場而不考 慮期貨外匯市場;而模型中納入期貨外匯市場者,卻又忽略了最適外匯市場干預法則 之探討,只偏執於投機彈性(期貨市場中,投機者對當期期貨匯率與下一期現貨匯率 之反應大小)對於國內、外各干擾項的隔絕效果之研究。 事實上,自浮動匯率制度普遍為各主要工業化國家採行以來,期貨外匯市場之考慮則 有其必要性。本文即係在一包括現貨與期貨外匯市場之總體隨機模型下,探討政府欲 達一定目標時之最適即期、遠期外匯市場干預政策。

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