DSpace collection: 專書之單篇

一帶一路對柬埔寨發展的機會與挑戰

title: 一帶一路對柬埔寨發展的機會與挑戰

寮國經濟發展的挑戰與展望

title: 寮國經濟發展的挑戰與展望

破除投資障礙-提振經濟發展動能

title: 破除投資障礙-提振經濟發展動能 abstract: 本書就近年臺灣投資成長低迷的根源、近年投資臺灣受阻個案，以及主要國家促進投資的政策作為，加以詳盡剖析，並據此提出激勵產業界投資意願的具體建議，並提供給政府相關主管單位作為參考...

The Asymmetric Contagion from the U.S. Stock Market Around the Subprime Crisis

title: The Asymmetric Contagion from the U.S. Stock Market Around the Subprime Crisis abstract: The Enders and Siklos (2001) asymmetric threshold co-integration model was applied to examine the long-term asymmetric equilibrium relationships between the U.S. and three major European and the U.S. and three major Latin American stock markets around the subprime mortgage crisis. First, from the major empirical results of our research, we have found that partially asymmetric co-integration relationships between the U.S. and European and the U.S. and Latin American stock markets has increased during the crisis, which partly supports the “contagion effect” and partly supports the “interdependence effect” of the international stock markets, which was proposed by Forbes and Rigobon (2001). Hence, the event of the subprime mortgage crisis enhanced partial co-movement between the U.S. and European and the U.S. and Latin American stock markets, except the Brazil stock market, which demonstrated only the interdependence effect with the S&P 500 index. Therefore, if the investors in these countries want to diversify risks by utilizing the investment portfolios of the stock markets in the U.S. and their own countries, they should cautiously consider the correlations of the categories of industries before making any investment during the subprime mortgage crisis. The subprime mortgage crisis, which is different from previous financial crises in emerging markets, reveals that the financial linkage of a country to the U.S. markets determines the degrees of contagion effects.

資訊市場品質提升

title: 資訊市場品質提升

Regime Shifts and the Term Structure of Interest Rates

title: Regime Shifts and the Term Structure of Interest Rates

「財富管理小辭典」推薦序

title: 「財富管理小辭典」推薦序

Raw Material Convenience Yields and Business Cycle

title: Raw Material Convenience Yields and Business Cycle

『兩房風暴』對美國與全球經濟衝擊之評析

title: 『兩房風暴』對美國與全球經濟衝擊之評析

(推薦序)當世界不再消費，後世將何以觀

title: (推薦序)當世界不再消費，後世將何以觀

(推薦序)次貸風暴餘溫未減！

title: (推薦序)次貸風暴餘溫未減！

(推薦序)大國衰弱

title: (推薦序)大國衰弱

(導讀)一窺「經濟學」究竟

title: (導讀)一窺「經濟學」究竟

(推薦序)一本讓「經濟活力」快速重現的好書

title: (推薦序)一本讓「經濟活力」快速重現的好書

赫克徹－歐林理論

title: 赫克徹－歐林理論

財經大事紀：兩岸金融監理合作應全面展開協商

title: 財經大事紀：兩岸金融監理合作應全面展開協商

台灣產險產業規模經濟和成本效率之研究

title: 台灣產險產業規模經濟和成本效率之研究

台灣金融改革-金融制度篇

title: 台灣金融改革-金融制度篇

金融全球化發展趨勢

title: 金融全球化發展趨勢

痛定思痛，強化股市機能

title: 痛定思痛，強化股市機能

加速債券市場國際接軌, 發展台灣成為籌資中心

title: 加速債券市場國際接軌, 發展台灣成為籌資中心

Is the debit market sound?

title: Is the debit market sound?

Multistage compound real options: theory and application

title: Multistage compound real options: theory and application abstract: We explore primarily the problems encountered in multivariate normal integration and the difficulty in root-finding in the presence of unknown critical value when applying compound real call option to evaluating multistage, sequential high-tech investment decisions. We compared computing speeds and errors of three numerical integration methods. These methods, combined with appropriate root-finding method, were run by computer programsFortran and Matlab. It is found that secant method for finding critical values combined with Lattice method and run by Fortran gave the fastest computing speed, taking only one second to perform the computation. Monte Carlo method had the slowest execution speed. It is also found that the value of real option is in reverse relation with interest rate and not necessarily positively correlated with volatility, a result different from that anticipated under the financial option theory. This is mainly because the underlying of real option is a nontraded asset, which brings dividend-like yield into the formula of compound real options. In empirical study, we evaluate the initial public offering (IPO) price of a new DRAM chipmaker in Taiwan. The worldwide average sales price is the underlying variable and the average production cost of the new DRAM foundry is the exercise price. The twin security is defined to be a portfolio of DRAM manufacturing and packaging firms publicly listed in Taiwan stock markets. We estimate the dividend-like yield with two methods, and find the yield to be negative. The negative dividend-like yield results from the negative correlation between the newly constructed DRAM foundry and its twin security, imply the diversification advantage of a new generation of DRAM foundry with a relative low cost of investment opportunity. It has been found that there is only a 4.6 percent difference between the market IPO price and the estimated one.

BOT投資策略是實質選擇權的組合

title: BOT投資策略是實質選擇權的組合

證券市場交易秩序面面觀

title: 證券市場交易秩序面面觀

從投資觀點談IC產業前景

title: 從投資觀點談IC產業前景

證券詢價圈購制度面面觀

title: 證券詢價圈購制度面面觀

Adjusting gini coefficients with quantile regression : Taiwan, 1978-1999

title: Adjusting gini coefficients with quantile regression : Taiwan, 1978-1999

Pricing interest rate swaps with stochastic volatility

title: Pricing interest rate swaps with stochastic volatility

An empirical study of forecasting power of turnover and book-to-price for stock returns in Taiwan

title: An empirical study of forecasting power of turnover and book-to-price for stock returns in Taiwan

取得資金容易，有利活絡中小企業

title: 取得資金容易，有利活絡中小企業