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課程名稱 |
國際金融
International Finance |
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開課學期 |
104-2 |
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授課對象 |
經濟學系 |
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授課教師 |
陳旭昇 |
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課號 |
ECON4003 |
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課程識別碼 |
303 47500 |
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班次 |
01 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期一6,7,8(13:20~16:20) |
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上課地點 |
社科301 |
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備註 |
總人數上限：68人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1042ECON4003_01 |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
This course examines the economics of international financial markets. We will study the economics of foreign exchange rates, the determination of real and nominal exchange rates, the determination of capital flows and current account balances, the exchange rate regime, and the exchange rate crisis. |
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課程目標 |
This course examines the economics of international financial markets. We will study the economics of foreign exchange rates, the determination of real and nominal exchange rates, the determination of capital flows and current account balances, the exchange rate regime, and the exchange rate crisis. |
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課程要求 |
Problem Sets (15\%)
Midterm Exam (40\%)
Final Exam (45\%)
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
My lecture notes will be available on CEIBA.
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參考書目 |
There is no required textbook for the course, however, some lectures will follow closely the following reference books
G. Bekaert and R. J. Hodrick (2014). International Financial Management (Pearson New International Edition, 2/E).
Terra C. (2015) Principles of International Finance and Open Economy Macroeconomics Theories, Applications, and Policies (Academic Press, 1/E)
Cheol Eun and Bruce Resnick (2014). International Finance, 7th global edition (McGraw-Hill).
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評量方式
(僅供參考) |
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週次 |
日期 |
單元主題 |
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第1週 |
2/22 |
(1) Syllabus
(2) Globalization and the Multinational Corporation |
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第3週 |
3/07 |
(1) The Balance of Payments
(2) Intertemporal Models of Current Account Dynamics
(3) Problem Set 1
(4) Answer key to PS1
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第6週 |
3/28 |
A Brief Introduction about Foreign Exchange Markets |
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第8週 |
4/11 |
(1) Forward Markets and Transaction Exchange Risk
(2) Problem Set 2
(3) Covered Interest Rate Parity
(4) Answer Key to PS2 |
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第9週 |
4/18 |
(1) Answer Key to Midterm Exam
(2) Empirical Distribution of Midterm Scores |
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第10週 |
4/25 |
Uncovered Interest Rate Parity |
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第11週 |
5/02 |
(1) Purchasing Power Parity and Real Exchange Rates
(2) Introduction to Time Series |
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第12週 |
5/09 |
(1) Exchange Rate Determination and Forecasting
(2) Problem Set 3 (Due on 5/30) |
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第13週 |
5/16 |
Beveridge and Nelson Decomposition |
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第14週 |
5/23 |
Exchange Rate Systems and Official Interventions |
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第15週 |
5/30 |
Answer Key to PS3 |
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第16週 |
6/06 |
期末考成績 |
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