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    题名: 進軍亞太金融中心:兩岸三地貨幣市場聯動性之探討
    其它题名: Toward the Asis-Pacific Financial Center---The Interrelationships among China, Hong Kong and Taiwan Money Markets
    作者: 聶建中;姚蕙芸
    贡献者: 淡江大學財務金融學系
    关键词: 貨幣市場;亞太金融中心;相互關係;中國大陸;香港;台灣;利率;Money Market;Asia-Pacific Financial Center;Interrelationship;Mainland China;Hong Kong;Taiwan;Interest Rate
    日期: 2002-04
    上传时间: 2014-02-11 23:56:27 (UTC+8)
    摘要: 本研究主要以大陸、台灣、香港的利率為對象,利用Johansen共整合檢定、Granger因果關係檢定、衝擊反應函數與預測誤差變異數分解等時間序列模型,探討在1997年亞洲金融風暴發生後,兩岸三地貨幣市場的長短期互動關係,並試圖自三地貨幣市場互動之實證中,檢測出何者有較佳的條件成為未來的亞太金融中心。實證結果發現,兩岸三地中,大陸市場居於領先地位,其次為台灣、香港。
    This paper tries to figure out the possible leading role of tomorrow'sAsia-Pacific Financial Center by analyzing the long-term andshort-term interrelationships in economic behavior among China, HongKong, and Taiwan money markets after the Asian Financial Crisis. Theresearch is done on the basis of the interest rates of the threeplaces considered, using various time series models such as Johansencointegration test, Granger causality test, impulse response analysis,and forecast error variance decomposition. The overall finding isthat, even though the three places frequently interact with oneanother and hold the long-run equilibrium relationships, the Chinamoney market possesses the leading position and has the greatestinfluence to dominate the other two markets - Taiwan and Hong- Kong.This paper concludes that China money market has the greatestcompetence to become the leader of the future Asia-Pacific FinancialCenter in the "Great Chinese Economic Area".
    關聯: 2002海峽兩岸財經與商學研討會論文集(上冊),頁39-54
    显示于类别:[財務金融學系暨研究所] 會議論文

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