國家財富、最適外匯儲備水準與主權基金;National Wealth, Optimal Foreign Exchange Reserve Levels and Sovereign Funds

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题名:	國家財富、最適外匯儲備水準與主權基金;National Wealth, Optimal Foreign Exchange Reserve Levels and Sovereign Funds
作者:	江承蒽;JIANG, CHENG-EN
贡献者:	產業經濟研究所
关键词:	外匯儲備;國家財富;主權財富基金;Foreign Exchange Reserves;Nation Wealth;Sovereign Wealth Fund
日期:	2023-11-13
上传时间:	2024-09-19 16:18:45 (UTC+8)
出版者:	國立中央大學
摘要:	本研究旨在探索我國的最適外匯儲備水平，採用J-R Model、Insurance Model以及B-G Model進行衡量。研究期間設定為2000年至2021年。研究結果顯示，我國的實際外匯儲備量大大超過這三個模型估計的最適外匯儲備水平。為了充分運用外匯儲備並降低其潛在風險，本研究提議成立主權財富基金，並以部分外匯儲備作為起始資金，以期最大化外匯儲備的效益。鑑於我國未曾設立主權財富基金，本研究以韓國的主權財富基金─韓國投資公司作為參考對象。這是基於韓國的經濟背景與我國相近，其主權財富基金的設立背景及運作模式也符合我國的需求。將韓國投資公司視為學習對象，將有助於我國在設立與發展主權財富基金的道路上取得實際參考與借鏡。 ;This study aims to explore the optimal level of foreign exchange reserves for our country, employing the J-R Model, Insurance Model, and B-G Model for measurement. The research period is set from 2000 to 2021. The results indicate that the actual foreign exchange reserves of our country significantly exceed the optimal levels estimated by these three models. To fully utilize the foreign exchange reserves and reduce their potential risks, this study proposes the establishment of a Sovereign Wealth Fund, with a portion of the foreign exchange reserves as initial capital, aiming to maximize the benefits of foreign exchange reserves. Given that our country has never established a Sovereign Wealth Fund, this study takes the Sovereign Wealth Fund of South Korea - the Korea Investment Corporation as a reference. This is based on the similarities in the economic backgrounds of South Korea and our country, and the background and operational model of their Sovereign Wealth Fund align with the needs of our country. Viewing the Korea Investment Corporation as a model to learn from will contribute to the establishment and development of our country′s Sovereign Wealth Fund.
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