| DC 欄位 |
值 |
語言 |
| DC.contributor | 經濟學系 | zh_TW |
| DC.creator | 陳致壹 | zh_TW |
| DC.creator | CHIH-YI CHEN | en_US |
| dc.date.accessioned | 2021-7-1T07:39:07Z | |
| dc.date.available | 2021-7-1T07:39:07Z | |
| dc.date.issued | 2021 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:444/thesis/view_etd.asp?URN=108429005 | |
| dc.contributor.department | 經濟學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 本文以台灣上市產業為研究對象，探討在2000年至2020年間，新台幣兌美元未預期匯率變動對於產業報酬率以及營收變動率所造成的影響。本文採用兩種不同的方法，分別為資本市場法與現金流量法，試圖估計產業之匯率曝露風險，並加以比較分析。兩種方法的實證結果皆顯示，台灣上市產業的報酬率與營收變動率在短期可能會受到未預期匯率變動的影響，但長期來看匯率曝露風險普遍不存在於台灣的上市產業中。 | zh_TW |
| dc.description.abstract | This paper takes Taiwan′s listed industries as the research object, and explores the impact of unexpected exchange rate changes of the New Taiwan dollar against the US dollar on the value of the industry between 2000 and 2020.We used capital market method and cash flow method to estimate foreign exchange exposures.The empirical results show that the value of Taiwan′s listed industries may be affected by unexpected exchange rate changes in the short term, but in the long run, exchange rate exposure risks generally do not exist in Taiwan′s listed industries. | en_US |
| DC.subject | 匯率曝險 | zh_TW |
| DC.subject | 資本市場法 | zh_TW |
| DC.subject | 現金流量法 | zh_TW |
| DC.subject | foreign exchange exposures | en_US |
| DC.subject | capital market method | en_US |
| DC.subject | cash flow method | en_US |
| DC.title | 台灣產業匯率曝險之研究 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |