淡江大學機構典藏:Item 987654321/95238
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 62830/95882 (66%)
造訪人次 : 4105098      線上人數 : 856
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/95238


    題名: The Effect of the Asian Financial Crisis on Exchange Rate Volatility, Export, Import and Productivity among Asian Countries
    作者: Nieh, Chien-Chung
    貢獻者: 淡江大學財務金融學系
    關鍵詞: 匯率波動;衝擊反應函數;亞洲;金融危機;生產力;進口;出口;共整合檢定;Exchange Rate Volatility;Impulse Response Function;Asia;Financial Crisis;Productivity;Import;Export;Cointegration Test
    日期: 2000-03
    上傳時間: 2014-02-11 23:57:12 (UTC+8)
    摘要: This study investigates the Asian financial crisis effect for Taiwan, Korea, Malaysia, and Indonesia. Cointegration test shows no change for the long-run equilibrium relationship among these variables through crisis. Granger causality finds that some exogeneity orderings alter from pre- to post-crisis period for countries considered. Impulse response functions (IRs) for pre-crisis period demonstrate an important role of productivity, then export. For post-crisis period, oscillatory paths around zero of the IRs imply an ambiguous finding for the direction of effect and relative exogeneity among variables studied. Finally, the variance decompositions in export for Taiwan, Korea and Malaysia, and in productivity for Malaysia and Indonesia did not change from pre-crisis to post -crisis era. Most of the rest forecast error variances in variables were decomposed into their own innovation more proportional in pre-crisis period than in post-crisis period, which is supported by Vector error correction model that all variables were strongly affected by their own past information.
    關聯: 二000年亞太金融市場研討會會議論文集=Proceedings of the 2000 Conference on Asia-Pacific Financial Markets and Economies，頁161-185
    顯示於類別:[財務金融學系暨研究所] 會議論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    The Effect of the Asian Financial Crisis on Exchange Rate Volatility, Export, Import and Productivity among Asian Countries_英文摘要.docx15KbMicrosoft Word140檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

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