碩士 / 國立臺北大學 / 經濟學系 / 101 / This research analyzes the effects of the Cross-Strait Currency Clearing Cooperation
Memorandum on Taiwan's economy. We establish a theoretical model with a cash-in-advance
constraint, which is applied to the purchase of a subset of goods, to estimate the swap transaction
costs.
We use generalized method of moment （GMM）to estimate the swap transaction costs before
signing the Cross-Strait Currency Clearing Cooperation Memorandum. According to the
uncovered interest rate parity（UIP）, we choose variables to analyze the impulse response
functions of the vector autoregression（VAR）model. After signing the Cross-Strait Currency
Clearing Cooperation Memorandum, the swap transaction costs has dropped, and the response of
the rates of change in the exchange rate to Taiwan interbank offered rate has been narrowed
down
| Identifer | oai:union.ndltd.org:TW/101NTPU0389015 |
| Date | January 2013 |
| Creators | Lai, Wan-Jhen, 賴琬臻 |
| Contributors | Guan, De-Xing, 官德星 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 57 |
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