碩士 / 銘傳大學 / 財務金融學系碩士在職專班 / 104 / The banking industry in Taiwan has the highest branch intensity in the world. Accompanying with the decreasing spread of interest rates on deposits and loans of banks, every banks try to promote the “Wealth Management” business, the business of providing financial products or services to a customer for a fee or commission. Banks engaged in wealth management activities are exposed to many risk factors and must effectively identify, measure, control, and monitor risks We use historical data(January 2004-September 2015) to analyze how the sales volumes of equity funds, balanced funds and bond funds relate to U.S. dollar index (USDX), U.S. ten-year government bond yield rate, and Standard and Poor’s 500 (S&P500) index after U.S. QE policy had been executed.
According to our regression model, the actual proof shows that the ten-year government bond yield rate has remarkably positive influences upon the sales volumes of bond funds; U.S. dollar index (USDX) has remarkably negative influences upon the sales volumes of equity funds, balanced funds and bond funds, representing when the USDX rising the sales volumes of variant funds relatively decreasing and Standard Poor’s 500 (S&P) index has remarkably negative influences upon the sales volumes of bond funds except the An-Ben Asia-Pacific Fund which has not been significantly affected. The execution of U.S. QE policy has remarkably positive influences upon the sales volumes of every kind of funds.
| Identifer | oai:union.ndltd.org:TW/104MCU01214135 |
| Date | January 2016 |
| Creators | Hsiou-Yuan Tang, 湯琇媛 |
| Contributors | Ho,Tzu-Ping, 何祖平 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 53 |
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