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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23653

    Title: 利率價差對國際匯價走勢之影響
    Other Titles: Interest Differentials and Exchange-Rate Determination
    Authors: 李命志;邱哲修;李英菖;鄭婉秀
    Contributors: 淡江大學財務金融學系
    Keywords: 匯兌風險補償;利率差
    Date: 2004-01
    Issue Date: 2009-11-30 17:48:06 (UTC+8)
    Publisher: 台中市:朝陽科技大學管理學院
    Abstract: 本文主要在探討決定匯兌風險補償之兩大因素:利率差及當期與長期均衡匯率間之偏差;此即風險補償是由利率差和當期與長期均衡匯率間之缺口所決定。本文討論了美國、日本、英國和台灣等四國利率差所導致之匯價波動變化情形。從本文中我們發現,遠期匯率和預期未來即期匯率之間確實有著密切的關係,而交易者是否會在遠匯市場進行買賣,主要取決於交易者對未來即期匯價的預期。事實上,若交易者完全不在乎風險,則遠期匯率之大小將全由未來即期匯率的期望值所決定,只有當遠期溢價(折價)和預期即期匯價變動相等手,市場均衡才得以達成。
    Relation: 朝陽商管評論 3(1),頁 55-76
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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