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
顯示具有 10292002,102上學期,已選,彭群真 標籤的文章。 顯示所有文章
顯示具有 10292002,102上學期,已選,彭群真 標籤的文章。 顯示所有文章

2013-10-27

AEC's Exchange Rates Risk on Interbank Money Market: Evidence from Thailand

作者:
Rujira, Gongkhonkwa; Zongjun, Wang
作者關係機構:
Huazhong U Science and Technology; Huazhong U Science and Technology
資料來源:
International Journal of Economics and Finance, June 2013, v. 5, iss. 6, pp. 20-33
出版日期:
June 2013
摘要:
Exchange rate risk is one part of systematic risk that able to be transfer between countries and markets. Therefore, many researchers are seeking the suitable way to reduce the exchange rate risk. This study aims to analyze the AEC's exchange rates risk on interbank money market thereby we perform our test with econometric test by using the linear regression to be our model. This study has found some evidence from the variance decomposition test and impulse response test that suggested the exchange rates of AEC member countries such the Indonesian Rupiah (IDR), and Philippine Peso (PHP) can be explained the interrelationship between exchange rate and BIBOR better than other currencies. Moreover, we also found the degree of relation of the exchange rates vary direction with the tenor of BIBOR as well. And, almost every currency of the AEC's exchange rates had positive relation on BIBOR except the PHP. The results from this study will be extending knowledge and understanding of exchange rate risk on BIBOR to the central bank, financial institution, and everyone who interesting in exchange rate risk moreover this result can apply for risk management as well.
描述項:
Foreign Exchange (F310)
International Financial Markets (G150)
Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance (O160)
International Linkages to Development; Role of International Organizations (O190)
關鍵字:
Exchange Rate
地理位置描述項:
ASEAN; Thailand
Geographic Region:
Asia
ISSN:
1916971X
出版品類型:
Journal Article
有無:
http://ccsenet.org/journal/index.php/ijef
更新代碼:
201307
入藏號碼:
1380748
資料庫:
EconLit
全文資料庫:
Business Source Complete


期中影片
https://www.youtube.com/watch?v=nwYwFHH7sGY

期末影片

2013-10-02

國際金融學習記事-彭群真

2013.09.23

期初測驗
課程大綱
 
 
2013.09.30
國際金融名詞
各種匯率
國際金融重點
國際金融之架構


2013.10.07
gretl軟體介紹
回歸模型檢定
線性函數
利率評價

2013.10.14
UIP理論模型
無風險利率評價說
練習


2013.10.21
LOP理論
.PPP理論
Fisher equation




2013.10.28

ARMA 模型,白噪音
 AR,MA模型的經濟意涵
自我相關函數

2013.11.04 
期中報告
 
2013.11.18
期中報告
 
2013.11.25
期中報告
 
 

2013.12.09

定態與非定態之判斷準則?單位圓
看ACF與PACF的圖分辨AR(1)
Random walk (pure, with drift, with noise)


2013.12.16

DF、ADF檢定與操作
KPSS單根檢定

2013.12.30
期末報告




















 

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」