English  |  正體中文  |  简体中文  |  Items with full text/Total items : 65317/65317 (100%)
Visitors : 21319141      Online Users : 222
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version


    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/78593


    Title: 經濟政策不確定性對於外匯市場的影響;Impacts of Economic Policy Uncertainty in Foreign Exchange Markets
    Authors: 高櫻芬
    Contributors: 國立中央大學財務金融學系
    Keywords: 經濟政策不確定性;貨幣風險溢酬. 資訊效率;交易量;Economic Policy Uncertainty;Currency Risk Premium;Informational Efficiency;Trading Volume
    Date: 2018-12-19
    Issue Date: 2018-12-20 12:06:24 (UTC+8)
    Publisher: 科技部
    Abstract: 本計畫探討經濟不確定型對於外匯市場的影響, 分別由貨幣的風險溢酬, 匯率的資訊效率, 與匯率與外匯交易量對於貨幣政策之反應來探討. 透過由全球經濟不確定性與個別國家的經濟不確性來探討期對於匯率的變化與外匯市場ˋ 價個效率和交易活動的影響, 藉以深入了解經濟環境的變化與總體經濟政策的對於外匯市場之影響。 ;In times of high economic uncertainty about fiscal, regulatory, and monetary policies,rational agents would behave more conservatively andreact to increase precautionary saving and decrease real investment,and rebalance portfolios away from risky assets towards safe assets.This project aims to study three themes about how foreign exchange (FX) traders reactto heightened economic uncertainty in currency pricing, trading activities, andthe response to monetary policy news. The first sub-project explores if uncertainty isor is not priced into currency excess returns.We are interested to understand how return dynamicson risky currencies differ from those of safe currenciesin the face of variations in economic uncertainty.The second sub-project investigates how informational efficiency varies with the variation ineconomic uncertainty. The third sub-project studies if the reaction ofcurrency returns, trading volume, and volatility to U.S. monetary policy news change with global economic uncertainty.
    Relation: 財團法人國家實驗研究院科技政策研究與資訊中心
    Appears in Collections:[財務金融學系] 研究計畫

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML56View/Open


    All items in NCUIR are protected by copyright, with all rights reserved.

    社群 sharing

    ::: Copyright National Central University. | 國立中央大學圖書館版權所有 | 收藏本站 | 設為首頁 | 最佳瀏覽畫面: 1024*768 | 建站日期:8-24-2009 :::
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback  - 隱私權政策聲明