An Investigation on Volatility and the Interrelationship between the US Equity Market and Macroeconomic Variables - An Application of the VEC GJR DCC-GARCH-M Model
美國股市及其總體經濟變數間關連性與波動性之研究－VEC GJR DCC-GARCH-M之模型應用

Hsiang-His Liu (劉祥熹); Teng-Tsai Tu (涂登才)

JEL Classification: C32, C52, F30, G15

Vol. 48, No. 1, 2012/01/31, P139 - 189

Graphical Analyzing the Honeymoon Effect of Spot Foreign Exchange Rate Target Zones - The Dual Expectations Consideration of the Spot Foreign Exchange Rate and Stock Price
即期匯率目標區下的蜜月效果分析－即期匯率與股價雙預期變數的考量

Peir-Shyan Liaw (廖培賢)

JEL Classification: E52, F31, F41

Vol. 48, No. 1, 2012/01/31, P81 - 138

Bargaining and Inflation
談判與通貨膨脹

Hsiu-Yen Chiang (江秀燕)

JEL Classification: E31, E52, J52

Vol. 48, No. 1, 2012/01/31, P51 - 79

A Study on Production Efficiency Using a Metafrontier Function Approach for the Member States of OECD and APEC
應用共同邊界函數探討OECD與APEC諸國總體生產效率 

Tai-Hsin Huang (黃台心 ); Ying-Hsiu Chen (陳盈秀); Ming-Tai Chung (鍾銘泰)

JEL Classification: C23, C61, E23, O47

Vol. 48, No. 1, 2012/01/31, P1 - 50