匯率不確定性對台灣出口波動之影響

碩士 === 國立政治大學 === 國際經營與貿易研究所 === 96 === This paper investigates into the effect of exchange rate uncertainty on Taiwan export volatility. Under the theoretical framework of Barkoulas et al.(2002) and the empirical monthly data of Taiwan exports from 1989 to 2007, it is summarized that the exchange r...

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Main Authors: Kuo, Pei Ting, 郭佩婷
Other Authors: Chen, Kun Ming
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/37941612209307408957
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spelling ndltd-TW-096NCCU53210132016-05-16T04:10:16Z http://ndltd.ncl.edu.tw/handle/37941612209307408957 匯率不確定性對台灣出口波動之影響 Kuo, Pei Ting 郭佩婷 碩士 國立政治大學 國際經營與貿易研究所 96 This paper investigates into the effect of exchange rate uncertainty on Taiwan export volatility. Under the theoretical framework of Barkoulas et al.(2002) and the empirical monthly data of Taiwan exports from 1989 to 2007, it is summarized that the exchange rate volatility of NTD/USD and NTD/JPY had no effect on the Taiwan exporting volume toward U.S. or Japan. However, the exchange rate volatility of NTD/USD did have positive effect on the export volatility of Taiwan to U.S. while that of NTD/JPY had no significant effect on the export volatility of Taiwan to Japan.It is argued that the dominant source of NTD/USD exchange rate volatility resulted from the variance of monetary authorities’ information advantage. On the other hand, it exists no such a dominant source in NTD/JPY exchange rate volatility. Chen, Kun Ming Rau, Hsiu Hau 陳坤銘 饒秀華 2008 學位論文 ; thesis 61 zh-TW
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description 碩士 === 國立政治大學 === 國際經營與貿易研究所 === 96 === This paper investigates into the effect of exchange rate uncertainty on Taiwan export volatility. Under the theoretical framework of Barkoulas et al.(2002) and the empirical monthly data of Taiwan exports from 1989 to 2007, it is summarized that the exchange rate volatility of NTD/USD and NTD/JPY had no effect on the Taiwan exporting volume toward U.S. or Japan. However, the exchange rate volatility of NTD/USD did have positive effect on the export volatility of Taiwan to U.S. while that of NTD/JPY had no significant effect on the export volatility of Taiwan to Japan.It is argued that the dominant source of NTD/USD exchange rate volatility resulted from the variance of monetary authorities’ information advantage. On the other hand, it exists no such a dominant source in NTD/JPY exchange rate volatility.
author2 Chen, Kun Ming
author_facet Chen, Kun Ming
Kuo, Pei Ting
郭佩婷
author Kuo, Pei Ting
郭佩婷
spellingShingle Kuo, Pei Ting
郭佩婷
匯率不確定性對台灣出口波動之影響
author_sort Kuo, Pei Ting
title 匯率不確定性對台灣出口波動之影響
title_short 匯率不確定性對台灣出口波動之影響
title_full 匯率不確定性對台灣出口波動之影響
title_fullStr 匯率不確定性對台灣出口波動之影響
title_full_unstemmed 匯率不確定性對台灣出口波動之影響
title_sort 匯率不確定性對台灣出口波動之影響
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/37941612209307408957
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