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系統識別號 U0002-1506200511494600
中文論文名稱 兩岸危機事件對台灣股匯市之跳躍風險
英文論文名稱 Jump Risk Resulted From The cross-strait Crisises Impact to Taiwan Stock and Foreign Exchange Markets
校院名稱 淡江大學
系所名稱(中) 財務金融學系碩士班
系所名稱(英) Department of Banking and Finance
學年度 93
學期 2
出版年 94
研究生中文姓名 趙桂光
研究生英文姓名 Kuei-Kuang Chao
學號 791490120
學位類別 碩士
語文別 中文
口試日期 2005-05-28
論文頁數 86頁
口試委員 指導教授-邱建良
共同指導教授-陳玉瓏
委員-李命志
委員-邱哲修
委員-林卓民
中文關鍵字 跳躍-擴散模型  ARJI模型  GARCH-constant jump模型  兩岸危機事件 
英文關鍵字 Jump-process model  ARJI model  GARCH-constant jump model  The cross-strait crisises evemt 
學科別分類 學科別社會科學商學
中文摘要 本文以兩種跳躍-擴散模型ARJI與GARCH-constant jump來探討台灣股票市場及外匯市場在面對兩岸危機事件時所產生的異常跳動狀態與變異反應,經由模型估計出的跳躍頻率與跳躍大小加以印證,兩岸危機事件是否顯著的影響股價指數及匯率,實證結果整理於下:
1.經由Schwarz Criterion與概似比例檢定,結果顯示ARJI模型的配適度較GARCH-constant jump模型為佳。
2.兩岸危機事件使股價指數與匯率發生跳躍的機率增加,且跳躍過程所引發的變異均高過擴散過程,顯示跳躍過程在兩岸危機事件期間的重要性。
3.由跳躍過程所引發的變異顯示,股票市場於兩岸危機事件期間所引發的變異,因受限於交易制度上資券相抵交割交易制度之差異,致集中市場所引發的跳躍變異大於櫃檯市場。
4.匯率在兩岸危機事件期間,跳躍頻率及跳躍大小變異數皆減小,故跳躍頻率及跳躍大小相較於股票市場反應較為緩和。
5.結論建議投資人可以選擇利用衍生性金融商品於兩岸危機事件期間進行避險,以確保投資組合在面臨政治經濟事件的衝擊時,能夠避險減少損失。
關鍵字﹕跳躍-擴散模型、ARJI模型、GARCH-constant jump模型、兩岸危機事件
英文摘要 This paper includes two Jump-diffusion models ARJI and GARCH-constant jump to discuss the abnormal jumping status and irregular reactions when Taiwan stock market and foreign exchange market encounter the cross-strait crisises. Through models jump frequency and jump range are computed to demonstrate if the cross-strait crisises will have prominent influence on stock index and exchange rate, and the results of real practice are stated as following: (1) Certify through Schwarz Criterion and Likelihood Ratio test, it is found that ARJI model fits the data better than GARCH-constant jump model. (2) The cross-strait crisises increase the possibility for stock index and exchange rate to jump. Since variation induced by jumping process is higher than that by diffusion process, the importance of jumping process becomes apparently during the period of the cross-strait crisises. This finding could be provided as a reference for option pricing and hedging strategy of investors. (3) As for the variation induced by jumping process, the stock market jumping variation of main market induced during the cross-strait crisises is higher than that of OTC market. All is because main market has payment and securities netting system. (4) During the cross-strait crisises, the jumping frequency and jumping range variant of exchange rate is decreased. Therefore, the reaction of jumping frequency and jumping rage comparing to stock market is moderate. (5) In conclusion, we suggest investors could hedge by using derivative products during the cross-strait crisises in order to minimize the loss of their investment portfolio when encounter political or economic conflicted events.
論文目次 目錄
頁次
中文摘要……………………………………………………………….I
英文摘要……………………………………………………………….II
目錄…………………………………………………………………….IV
圖目錄………………………………………………………………….VI
表目錄………………………………………………………………….VII
第一章 緒論
第一節 研究背景與動機……………………………………………1
第二節 研究目的……………………………………………………3
第三節 研究架構……………………………………………………6
第四節 研究流程圖…………………………………………………7
第二章 文獻回顧
第一節 國內文獻部分………………………………………………8
第二節 國外文獻部分…………………………………………….33
第三章 研究方法
第一節 研究對象及研究期間…………………………………….48
第二節 單根檢定………………………………………………….48
第三節 實證模型………………………………………………… 52
第四章 實證結果分析
第一節 基本統計量分析………………………………………….58
第二節 單根檢定………………………………………………….60
第三節 GARCH-Constant Jump模型與ARJI模型…………………61
第四節 概似比例檢定與Schwarz Criterion比較………………66
第五節 兩岸危機事件期間股匯市之跳躍……………………… 67
第五章 結論…………………………………………………… 75
參考文獻
一、國內文獻…………………………………………………………76
二、國外文獻…………………………………………………………80
圖目錄
頁次

【圖1.4.1】論文架構……………………………………………………7
【圖4.1.1】加權股價指數、OTC指數與新台幣匯率價格的走勢圖…59
【圖4.1.2】加權股價指數、OTC指數與新台幣匯率報酬率的走勢圖…………………………………………………………………………59
【圖4.3.1】加權股價指數、OTC指數與新台幣匯率的不連續跳躍頻率…………………………………………………………………………65
【圖4.5.1】兩岸危機事件期間加權股價指數之跳躍頻率………… 72
【圖4.5.2】兩岸危機事件期間OTC股價指數之跳躍頻率……………73
【圖4.5.3】兩岸危機事件期間新台幣匯率之跳躍頻率…………… 74
表目錄
頁次
【表1.1.1】歷次兩岸重大政治危機利空事件加權股價指數變化……3
【表4.1.1】基本敘述統計…………………………………………… 59
【表4.2.1】單根檢定………………………………………………… 61
【表4.3.1】GARCH-Constant Jump模型估計與檢定…………………63
【表4.3.2】ARJI模型估計與檢定…………………………………… 65
【表4.4.1】概似比例檢定與Schwarz criterion比較………………66
【表4.5.1】ARJI模型-虛擬變數設為危機事件期間…………………68
【表4.5.2】兩岸危機事件期間加權股價指數之跳躍機率與跳躍頻率…………………………………………………………………………72
【表4.5.3】兩岸危機事件期間OTC股價指數之跳躍機率與跳躍頻率…………………………………………………………………………73
【表4.5.4】兩岸危機事件期間新台幣匯率之跳躍機率與跳躍頻率…………………………………………………………………………74
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