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1Dissertation/ Thesis
المؤلفون: 陳乃慈, Chen, Nai-Tzu
المساهمون: 張元晨
مصطلحات موضوعية: 外匯準備金制度, 海外投資限制, IFRS9, 海外投資比率, 傳統避險比率加計外幣保單比率, 一籃子貨幣避險比率, 股價報酬率, Hedging strategy, Foreign Exchange Reserve, Foreign investment ratio, Traditional hedging plus FX policy hedging ratio, Currency basket hedging ratio, Stock return rate
وصف الملف: 2711572 bytes; application/pdf
Relation: 一、中文資料\n林惠芳、張邦茹、葉寧欣，2012年，壽險公司使用衍生性金融商品決定因素之研究，風險管理學報，第十四卷第一期，25-47。\n陳振桐、梁正德，2010年。一籃子避險策略之實證研究，風險管理學報，12(1)，p.133-154。\n張士傑，2019年。匯率風險對我國壽險業經營之短中長期影響，財團法人台北外匯市場發展基金會專題研究計畫。\n李冠杰，2018年，「匯率避險策略對壽險業之影響–以利率變動型壽險商品為例」，國立政治大學風險管理與保險學系碩士論文。\n陳淑盈，1999 年，「上市公司運用衍生性金融商品避險之研究」，國立中興大學財務管理研究所碩士論文。\n\n二、英文資料\nAllayannis, G., and E. Ofek. 2001. Exchange rate exposure, hedging, and the foreign currency derivatives. Journal of International Money and Finance Vol.20 No.2: 273-296.\nAggarwal R, JT Harper, 2010. Foreign exchange exposure of “domestic” corporations. Journal of International Money and Finance 29 (2010) 1619–1636\nBoulland, R., GJ Lobo, GJ., and Paugam, L. 2019. Do investors pay sufficient attention to banks’ unrealized gains and losses on available-for-sale securities?. European Accounting Review 28 (5), 819-848\nBodnar, G.M., Gentry, G.M., 1993. Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA. Journal of International Money and Finance 12 (1), 29–46.\nBartram SM, GW Brown, BA Minton, 2010. Resolving the exposure puzzle: The many facets of exchange rate exposure. Journal of Financial Economics 95 (2010) 148–173\nBodnar, G. M., and M. H. F. Wong. 2003. Estimating exchange rate exposures: Issues in model structure. Financial Management Vol.32 (Spring): 35-68.\nBartov Eli and Gordon M. Bodnar, 1994. Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect. The Journal of Finance, Vol. 49, No. 5 (Dec., 1994), pp. 1755-1785\nGeczy Christopher, Bernadette A. Minton, Catherine Schrand, 1997. Why Firms Use Currency Derivatives. The Journal of Finance, Vol. 52, No. 4 (Sep., 1997), pp. 1323-1354\nHe, J., and Ng, L. K., 1998. The Foreign Exchange Exposure of Japanese Multinational Corporations. Journal of Finance, Vol. 53, pp. 733-753.\nJorion, P. 1990. The exchange-rate exposure of U.S multinationals. Journal of Business Vol.63 No.3 : 331-345.\nJJ Choi, E Elyasiani, KJ Kopecky, 1992. The sensitivity of bank stock returns to market, interest and exchange rate risks. Journal of Banking and Finance 16 (1992) 983–1004. North-Holland\nShapiro, A.C., 1975. Exchange-rate changes, inflation, and the value of the multinational corporation. Journal of Finance 30 (2), 485–502.\nSchrand, C. M. 1997. The association between stock-price interest rate sensitivity and disclosure about derivative instruments. The Accounting Review Vol.72 No.1 (Jan):87-109.\nVenkatachalam, M. 1996. Value-relevance of banks’ derivatives disclosures. Journal of Accounting and Economics Vol. 22 : 327-355.\nWilliamson R, 2001. Exchange rate exposure and competition: evidence from the automotive industry. Journal of Financial Economics 59 (2001) 441– 475; G0107357020; https://nccur.lib.nccu.edu.tw//handle/140.119/130531; https://nccur.lib.nccu.edu.tw/bitstream/140.119/130531/1/702001.pdf