臺灣債券市場發展之影響因素

機構典藏 > College of Business and Management > Graduate Institute & Department of Banking and Finance > Thesis > Item 987654321/110724

Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/110724

Title:	臺灣債券市場發展之影響因素
Other Titles:	Determinants of Taiwan bond market development
Authors:	劉希聖;Liu, His-sheng
Contributors:	淡江大學財務金融學系碩士在職專班邱建良;黃健銘
Keywords:	市場深度;流動性;利率;金融海嘯;國際貨幣環境;Market Depth;Liquidity;Interest rate;The Financial Tsunami;The International Monetary Environment
Date:	2016
Issue Date:	2017-08-24 23:34:23 (UTC+8)
Abstract:	本文研究我國債券市場的特性，如市場深度、資訊傳遞效率性與流動性等特性，作相關的分析。以及對於2008年所發生之全球金融海嘯，大量的資金移動加速造成債券市場交易產生劇烈的變動，本論文引入國際貨幣環境變化之子期間進行研究，以捕捉債券市場特性的變化。本論文使用高頻資料，並引入總體經濟變化因素，觀測影響債券市場交易的效果為何。最後，對於不同類別債券商品如公債、公司債與金融債等，本研究樣本資料採用相關係數資料來進行回歸模式的估計研究其個體特性的差異。本文研究成果，預期可作為政府機構或是債券投資人合理評價利率相關商品，及債券投資管理之參考依據。 In this paper, China''s bond market characteristics such as market depth, information transfer efficiency and liquidity and other characteristics, as a relative analysis. And for the year of 2008 the global financial tsunami occurred, resulting in a lot of money moving to accelerate bond market produced a dramatic change, this paper introduced the sub-period changes in the international monetary environment research to capture the changes in the bond market characteristics. In this paper, the use of high-frequency data, and the introduction of changes in the overall economic factors affect the observed effect is why the bond market trading. The last estimate, for different categories of goods such as public debt bonds, corporate bonds and financial bonds, etc., the present study sample data using correlation coefficient regression model data to study differences in their individual characteristics. In this paper, the research results are expected to be as a government agency or a reasonable bond investors evaluate interest rate related products, and management of the reference bond investments.
Appears in Collections:	[Graduate Institute & Department of Banking and Finance] Thesis

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	152	View/Open

Loading...