• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 74
  • 57
  • 17
  • Tagged with
  • 74
  • 74
  • 66
  • 65
  • 33
  • 27
  • 23
  • 22
  • 14
  • 13
  • 12
  • 12
  • 12
  • 11
  • 11
  • 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.
71

臺灣上市公司宣告海外直接投資訊息對股東財富之影響-異質條件變異數分析法 / The Effect of Foreign Direct Investment in Taiwan Stock Market - GARCH Approach

黃楚淵, Huang, Chu-Yuan Unknown Date (has links)
本研究主要目的在探討公司宣告海外直接投資,是否會對股東財富有正面的影響,主要透過資本市場上,公司股票價格的漲跌來判斷其影響的方向及程度。研究期間為民國81年到84年,篩選出175筆對外投資宣告的樣本資料,採用事件研究法和市場模式來進行殘差分析,以估算及檢定事件期的平均異常報酬和累積平均異常報酬。此外,由於一些金融性資產如股票、債券、期貨等具有高度變異性的特質,造成殘差項之變異數不再為固定常數,而受上一期異質變異數之影響,且隨時間變動而變動,因此本研究也採用異質條件變異數法(GARCH)來分析。   一、總樣本而言   公司宣告進行對外直接投資,在宣告日當天股價有顯著為正的顯著異常報酬,股東認為公司進行投資是以公司價值極大化為目標,並能增加股東財富。   而本研究也根據不同的統計方法和檢定來比較結果差異,發現T檢定組、Z檢定組、OLS整體樣本組和OLS+GARCH整體樣本組四組所得的實證結果相當一致-異常報酬的變化方向皆相同且宣告日當天的異常報酬都顯著為正。   二、一般最小平方法(OLS)和異質條件變異數法之比較   本研究接著將72個具有異質變異數特性的樣本,分別以OLS法和GARCH法進行異常報酬的比較,實證結果發現,以OLS法估計具異質變異數的樣本,其平均異常報酬在事件日當天為正,達5%之顯著水準(t=2.459),而以GARCH法估計的具異質變異數的樣本,其正向異常酬在事件日當天顯著水準為15%(t=1.569),並不顯著異於零。   三、橫斷面複迴歸分析   就橫斷面分析結果來看,營業規模和投資東南亞地區達10%的顯著水準能解釋與異常報酬的關係,但呈現負向反應,表營業規模愈大則愈不利於股東財富和投資東南亞並無法增加股東財富。而其他解釋變數則未達顯著水準,其中經營績效、中國大陸地區之迴歸係數符號為正;相對投資金額、獨資之迴歸係數則為負。   整體而言,公司從事海外直接投資的宣告,股東都視之為利多消息,顯示海外直接投資對台灣企業的發展和延續有著重要的意義,然而在企業宣告投資後的跨國經營與管理才是台灣企業能否在全球競爭下,成功挑戰廿一世紀的關鍵因素。
72

台灣消費者物價指數的預測評估與比較 / The evaluations and comparisons of consumer price index's forecasts in Taiwan

張慈恬, Chang, Ci Tian Unknown Date (has links)
本篇論文擴充Ang et al. (2007)之基本架構,分別建構台灣各式月資料與季資料的物價指數預測模型,並進行預測以及實證分析。我們用以衡量通貨膨脹率的指標為 CPI 年增率與核心CPI 年增率。我們比較貨幣模型、成本加成模型、6 種不同設定的菲力浦曲線模型、3 種期限結構模型、隨機漫步模型、 AO 模型、ARIMA 模型、VAR 模型、主計處(DGBAS)、中經院(CIER) 及台經院(TIER) 之預測。藉由此研究,我們可以完整評估出文獻上常用之各式月資料及季資料預測模型的優劣。 我們實證結果顯示,在月資料預測模型樣本外預測績效表現方面, ARIMA 模 型對 2 種通貨膨脹率指標的樣本外預測能力表現最好。至於季資料預測模型樣本外預測績效表現, ARIMA 模型對未來核心 CPI 年增率的樣本外預測能力表現最好; 然而,對於 CPI 年增率為預測目標的預測模型則不存在最佳的模型。此外,實證分析中我們也發現本研究所建構的模型預測表現仍遜於主計處的預測,但部份模型的樣本外預測能力表現則比中經院與台經院的預測為佳。 / This paper compares the forecasting performance of inflation in Taiwan. We conduct various inflation forecasting methods (models) for two inflation measures(CPI growth rate and core-CPI growth rate) by using monthly and quarterly data. Besides the models of Ang et al. (2007), we also consider some macroeconomic models for comparison. We compare some Monetary models, Mark-up models, six variants of Phillips curve models, three variants of term structure models, a Random walk model, an AO model, an ARIMA model, and a VAR model. We also compare the forecast ability of these model with three different survey forecasts (the DGBAS, CIER, and TIER surveys). We summarized our findings as follows. The best monthly forecasting model for both inflation measures is ARIMA model. For quarterly core-CPI inflation, ARIMA model is also the best model; however, when comparing the quarterly forecasts for CPI inflation, there does not exist the best one. Besides, we also found that the DGBAS survey outperforms all of our forecasting methods/models, but some of our forecasting models are better than the CIER and TIER surveys in terms of MAE.
73

當血肉之軀成神話—瑪格麗特˙愛德伍《盲眼刺客》中的原型閱讀 / When a Person Becomes a Myth—An Archetypal Reading of Margaret Atwood's The Blind Assassin

林嘉慧, Lin, Chia-hui Unknown Date (has links)
本論文將用榮格的原型觀念(archetypes)探討瑪格麗特˙愛德伍小說《盲眼刺客》中的人物性格。 本論文由五章組成。第一章將大略介紹《盲眼刺客》的內容以及其評論。第二章將會介紹榮格對集體無意識(the collective unconscious)的概念以及其和原型概念的關連;接著,將會根據兩位新榮格學派的學者,瑪莉恩˙伍德曼(Marion Woodman)和卡蘿˙皮爾森(Carol S. Pearson)對原型理論的闡述,針對兩個原型加以探討──鬥士原型和殉道者原型。在父權社會的影響下,這兩個原型時常會被過度簡化成對兩性的刻板印象,而在這簡化過程裡,原本屬於這兩個原型的能量和複雜性都被忽視或壓抑了。 第三章始於對愛德伍小說人物的辯護,說明其人物並不是一般所說的刻版人物,而是充滿衝突與能量的原型人物。而後,我會把小說中的人物和象徵和神話及童話中的人物作連結。在一方面,我將會對於小說中的現實人物,如艾麗絲和蘿拉(Iris and Laura),和小說中的象徵角色,盲眼刺客和獻祭少女,做連結且並討論;另一方面,我將會將這兩個象徵角色延伸出去,探討與之相關的神話或童話人物,或是,更上一層的原型人物。在第四章,我則會依據小說人物和其原型的關係加以剖析,檢視他們和其原型的認同狀況,及他們膨脹(Inflation)的程度。 在最後的第五章,將以原型的概念來詮釋小說中各個人物的悲劇做為總結。《盲眼刺客》中的每個人物都傾向於過份認同某個原型,而忽略了讓自我有平衡發展的重要性。 / This thesis is to discover the psychological depths of the characters in Margaret Atwood’s The Blind Assassin and to analyze them according to the Jungian conception of archetypes and the influence of archetypes upon the human psyche. This thesis consists of five chapters. Chapter One is an introduction, including the overview of the novel and its critical backgrounds. And Chapter Two introduces C.G. Jung’s conception of the collective unconscious and its relation with archetypes and follow with specific discussion of certain archetypes—the Warrior and the Martyr—mainly according to the theories of two neo-Jungian scholars, Marion Woodman and Carol S. Pearson. Since these two archetypes are often over-simplified to fit in gender stereotypes under the influence of patriarchal society, the energies and complexity of these archetypes are always neglected or repressed. Chapter Three begins with an argument that Atwood’s characters are not stereotypical but rather archetypal, for they possess the contradictory energies within them that are correspondent with that of archetypes. On the one hand, I discuss how the characters in the memoir are symbolized in the science-fiction allegory, being reflected as the blind assassin and the sacrificial maiden; on the other hand, I make a connection between the symbols of the novel—the blind assassin and sacrificial maiden—and the mythological and fairy-tale allusions, and further, the archetypes behind them. In Chapter Four, I examine the psychic problems of the characters according to their relations with the archetypes—to examine how much they identify unconsciously with the archetypes and the extent of their inflation. Finally, Chapter Five concludes with the archetypal explanation of the tragic life of the characters in the novel. Each of them is trapped in an overwhelming power of a certain archetype instead of having the ego balanced between these multiple archetypes, they turn themselves into mythical figures that are too rigid for humanity.
74

社會網路與貨幣政策: 兼論「權衡」與「法則」 / Social network and monetary policy: rule versus discretion

溫明昌 Unknown Date (has links)
本文建構代理人基之社會網路新凱因動態隨機一般均衡模型(Social Network-Based DSGE model),並分別使用權衡性門檻型泰勒法則與一般線型泰勒法則作為代理人基之社會網路新凱因斯動態一般均衡模型中的貨幣政策方程式,模擬產出缺口、通貨膨脹、利率等總體經濟變數資料,接著利用模擬資料,探討不同網路結構對產出缺口、通貨膨脹等總體經濟變數的影響,同時比較權衡性貨幣政策與法則性貨幣政策穩定經濟的有效性。   透過產出缺口與通貨膨脹的波動性分析,本研究發現某些特定社會網路結構的影響力大於貨幣政策的影響力,決定了經濟變數的波動程度。在完全連結網路(Fully)的結構下,通貨膨脹與產出缺口的波動度明顯低於其他結構,而無標度網路(Scalefree)的結構會使產出與通膨的波動程度最大。經過驗證,本研究發現群聚度大、平均路徑短的網路結構內節點之間資訊流通速度較快,對穩定經濟有正面助益;相反的,由於無標度網路強大的中心性,使該網路內指標性節點對其餘節點具有龐大影響力,增加節點內決策的不確定性,連帶造成經濟的大幅波動。另外,在相同的網路結構下比較權衡與法則貨幣政策,研究結果指出權衡性政策會造成較大的產出缺口波動,但對抑制通貨膨脹波動的效果較佳;相對的,法則性政策對產出缺口的穩定效果較好,但卻無法兼顧通貨膨脹的波動性。 / We construct an agent-based New Keynesian DSGE model (Dynamic Stochastic General Equilibrium) with different social network structures to investigate the effects of the rule and discretion monetary policy. According to our simulation results, we find the economic stability depends on the specific social network structure rather than the monetary policy basis like rule and discretion. Generally speaking, the more average path length (the less average clustering coefficient) the network structure is, the more economic fluctuation would be. Also, the results show that scalefree network will lead the most dramatic economic fluctuations. These results are ascribed to scale -free’s high centrality. However, if the social network structure is too complicate to control, the central banker can only manipulate the monetary policy to stabilize the economy. With different policy basis, we find the rule monetary policy will lead less output gap volatility.

Page generated in 0.0315 seconds