重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2011-10-04

Does the Interest Differential Explain Future Exchange Rate Return? A Re-Examination of the UIP Hypothesis for the Turkish Economy

Saatcioglu, Cem and Korap, Leven,"Does the Interest Differential Explain Future Exchange Rate Return? A Re-Examination of the UIP Hypothesis for the Turkish Economy,"International Research Journal of Finance & Economics, Issue 10, p120-128, p120-128(原文連至)

基本理論 Theoretic Grounds:
本篇文章主要理論為未拋補利率平價
研究方法 與邏輯 Methodology: 

1. Augmented Dickey-Fuller(ADF)

2. Kwiatkwski, Phillips, Schmidt, and Shin(KPSS)

3. Engle-granger Cointegration Test

4. Johansen and Juselius Multivariate Cointegration Test

需要的統計數據 Required Data: 

1. 國債利息(取於美國聯邦儲備系統)

2. 名目利率(TL/US dollar)

主要實證結果 Main Findings: 

透過共整合檢定之下，可得投均衡模型利差和匯率(TL/US dollar)之下存在著弱相關。

困難處或遭遇之問題 Your Questions and Difficulties ：

1. 看英文期刊，用了很多時間在了解文章內容所要表達的意思，有些文字看了很多次才發現自己解釋錯誤。

2. 一開始不太能夠理解研究方法的邏輯，對於TABLE的數據理解能力仍有待加強

有用的參考文獻 Other Useful Resources:

1. 時間序列分析(楊奕農 著)
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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」