104年第2學期-5926 國際金融理論 課程資訊

評分方式

評分項目	配分比例	說明
mid-term test	40	期中考
paper presentation I	30	學期中報告
paper presentation II	30	期末報告

教育目標

The purpose of this course is to provides rigorous introduction to international finance. The main focus of the course is on foreign exchange and international capital markets. To this end, we will explain the relevant theories and associate empirical tools in this class. The course is organized into two parts (theoretical models and empirical studies). First, we begin with an introduction to the foreign exchange market, basic open-economy macroeconomics and theoretical models for understanding how foreign exchange rates are determined (the Mundell and Fleming propositions) and forward exchange rate market. Second, I will introduce how to conduct empirical studies for testing, for example, the PPP hypothesis, the monetary model and the current account sustainability.

課程概述

本課程乃係延續經濟學系大學部四年級的「國際金融理論」這門課程進行設計而來，課程內容涵蓋了外匯市場的各項實務操作、各種匯率制度運作的認識與了解、匯率的動態調整(dynamic adjustment)、宣告效果(announcement effect)、匯率制度變遷(the exchange regime switching)、匯率制度崩潰(the exchange regime collapse)、資產組合平衡模型分析(the portfolio balance approach)、雙元匯率制度:動態層面的分析、黑市外匯市場、開放經濟:最適控制模型的應用、匯率目標區(the exchange rate target zone)、通貨與金融危機(currency and financial crises)等課題，以做為本所學生修完總體經濟理論必修課程後，供學生選擇的一門總體經濟理論相關選修課程。

基本資料

必選課，學分數：0-3
上課時間：四/2,3,4[M107]
修課班級：國貿碩1,2
修課年級：年級以上
選課備註：

參考書目

Paul R. Krugman, Maurice Obstfeld, Marc Melitz (2015), International Economics: Theory and Policy 10E ISBN: 9780133423648.
Robert C. Feenstra and Alan M. Taylor (2012), International Economics, 2nd ed., ISBN-13: 978-1429231183