English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51296/86402 (59%)
Visitors : 8155117      Online Users : 70
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/105078


    Title: 日幣貶值對日經225指數之影響研究
    Other Titles: The impact of Japanese Yen depreciation on Nikkei225
    Authors: 鄭作祥;Cheng, Tso-Hsiang
    Contributors: 淡江大學財務金融學系碩士班
    聶建中;韋伯韜
    Keywords: 日經225指數;日幣貶值;平滑移轉模型;總體變數;Nikkei225;Japanese Yen depreciation;Smooth Transition Model;Macroeconomic Variable
    Date: 2015
    Issue Date: 2016-01-22 14:47:13 (UTC+8)
    Abstract: 本論文研究以日經225指數作為衡量日本經濟發展之代理變數。探討美國、日本量化寬鬆政策後,日經225指數在日幣匯率貶值的變化下,受總體經濟變數及日幣貶值之非線性影響。
    本研究透過平滑移轉模型,預期日本量化寬鬆政策之後之日本股票市場會出現大幅上揚的情況。其中,預期實證結果之平滑移轉模型會呈現ESTR,當上個月日幣匯率超越某門檻後,投資人預期日本出口產業獲利增加,將資金投入股票市場,使股票市場勁揚。日本和台灣皆為仰賴國際貿易的國家,探討日本這次量化寬鬆的政策成功與否,可做為台灣執政當局的借鏡,檢驗寬鬆的貨幣政策是否為解決當前經濟困境的一帖良藥亦或是毒藥。
    In this thesis, the Nikkei225 index as a measure of proxy variables Japanese economic
    development .Discussion on after the United States and Japan quantitative easing, the
    non-linear effects of Nikkei225 through the yen exchange rate depreciation, changes in macroeconomic variables. Through the smooth transition model, this study expected the Japanese stock market will be sharp rise after the Japan quantitative easing. In the case, which is expected to the smooth transition model will show ESTR, when last month the Japanese yen exchange rate beyond a certain threshold, the investors expect earnings increase in Japan’s export industries, putting money into the stock market, so the stock market rise. Japan and Taiwan are all dependent on the international trade, and to explore whether the quantitative easing policy in Japan success or not, can be used as the ruling authorities learn in Taiwan, testing quantitative easing policy in order to solve the current economic difficulties are a quote medicine or poison.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML55View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback