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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/66855

    Title: 台灣利率和股價波動對總體經濟影響之分析;The Study on the Relationship of Interest Rate, Stock Price Volatility
    Authors: 張航溱;Chang,Hang-chen
    Contributors: 產業經濟研究所在職專班
    Keywords: 利率;股價波動;Interest Rate;Stock Price Volatility
    Date: 2015-01-26
    Issue Date: 2015-03-16 15:51:14 (UTC+8)
    Publisher: 國立中央大學
    Abstract: 本研究主要結合利率與股價議題,將探討貨幣政策與股價及總體經濟
    因素之間的關係。企圖分析自2000 年以後,台灣在股市開放外資及政府
    濟指標的因。最後,並支持加權股價指數的漲跌為總體經濟的領先指標。;The target of this research is to integrate the issues of interest rates and share prices, scrutinizing the connections between monetary policy, share prices, and macroeconomic factors. The research attempted to analyze the connection of monetary policy, share prices, and macroeconomic indicators after the opening of foreign direct investment (FDI) in stock market and the amelioration of financial markets in 2000. The main axis of discussion is about the long-term balance and short-term interactive relationship of the sequences, which are interest rates, weighted stock index, New Taiwan Dollar and US Dollar exchange differences, total export values, gross domestic product (GDP), index of industrial production, and unemployment rate.
    Depending upon the outcome, there was a superiority that the change of interest rate could prior to reflect the tendency of macroeconomics as well as there was a leading position that the change of interest rate could prior to the change of macroeconomic indicators. Additionally, changes between share prices and exchange rates represented an inverse relationship that the rising share prices accompanying with the appreciation of exchange rates. Furthermore, the outcome referred the change of share prices brought about the interest rate change of Granger Cause whereas the change of exchange rate resulted in the interest change of Granger Cause; namely, the change of interest rates are respectively the causes of the change of export rate, the change of industrial production, and the change of unemployment rate. Eventually, the ebb and flow of weighted stock index was the leading indicator of macroeconomics.
    Appears in Collections:[產業經濟研究所碩士在職專班 ] 博碩士論文

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