Summary Reviews of Empirical International Finance: 何岱軒

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2012-11-11

Exchange Rates And Equity Markets: Evidence From Some European Countries

http://journals.cluteonline.com/index.php/JABR/article/view/328/318

摘要

檢視歐洲七國匯率對股價的影響

◎理論

購買力平價理論

◎研究方法

單根檢定 VEC VAR 共整合

2012-10-25

Evaluation of Weak Form of Efficiency: An Empirical Study of Emerging South Asian Stock Markets.

http://0-web.ebscohost.com.cylis.lib.cycu.edu.tw/ehost/viewarticle?data=dGJyMPPp44rp2%2fdV0%2bnjisfk5Ie46bROsKavSK6k63nn5Kx95uXxjL6nrkewq61KrqewOLewsU%2b4q684v8OkjPDX7Ivf2fKB7eTnfLujsku3r65Ksq%2bvPurX7H%2b78OZF8u2kfOCz4IzmnPJ55bO%2fZqTX7FW1rLNNt6mvTqTc7Yrr1%2fJV5OvqhPLb9owA&hid=10 摘要:實證研究南亞新興正確市場是否為弱勢有效市場 ◎理論有效市場理論 ◎研究方法單根檢定(ADF) Q統計 ◎計算方式軟體E-views

2012-09-25

國際金融學習記事何岱軒

2012-9-24

gretl 操作介紹
時事新聞導讀

2012-9-17

期初測驗
宣布課程學期計畫

2012-9-24

　1. 介紹Gretl的發展過程以及使用方法

　2. 每週關注國進金融相關新聞

2012-10-1

1. S(外國幣/本國幣)，當S上升則本國幣貶值
2. 外匯需求:
1. 進口之需求
2. 外國 investment 之需求 arbitrage(套利)
3. 投機性需求speculative
3. 外匯供給:
1. 出口之供給
2. 外人對本國投資之需求
3. 外人對本國資產投機性之需求

2012-10-8

學習建立實証模型與提出虛無假設

2012-10-29

AMAA模型的概念

白噪音

2012-11-5

期中報告
評語:服裝宜更正式&PAPER題目需重找

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」

重要事項 Import Notes