5925 - 國際金融理論 英授 Taught in English

Theory of International Finance

教育目標 Course Target

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.

The purpose of this course is to provide 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 Course Description

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。

This course is designed as a continuation of the fourth-year undergraduate course "International Financial Theory" in the Department of Economics. The course content covers various practical operations in the foreign exchange market, knowledge and understanding of the operation of various exchange rate systems, dynamic adjustment of exchange rates, announcement effect, exchange regime switching, and exchange regime collapse. collapse), the portfolio balance approach, dual exchange rate system: dynamic level analysis, black market foreign exchange market, open economy: application of optimal control model, the exchange rate target zone, currency and financial crisis crises) and other topics, it is an elective course related to general economic theory for students to choose after completing the required courses on general economic theory.

參考書目 Reference Books

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

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

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
mid-term test
mid-term test
30 期中考
paper presentation I
paper presentation I
40 學期中報告
final test
final test
30 期末考

授課大綱 Course Plan

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 5925
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Thursday/2,3,4[M612]
  • 授課教師 Teacher:
    陳仕偉
  • 修課班級 Class:
    國貿碩1,2
  • 選課備註 Memo:
    限本系10人選課,外系同學請至系辦公室人工加選。
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 2 人

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