課程資訊
課程名稱
國際金融
International Finance 
開課學期
104-2 
授課對象
經濟學系  
授課教師
陳旭昇 
課號
ECON4003 
課程識別碼
303 47500 
班次
01 
學分
全/半年
半年 
必/選修
必修 
上課時間
星期一6,7,8(13:20~16:20) 
上課地點
社科301 
備註
總人數上限:68人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1042ECON4003_01 
課程簡介影片
 
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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. 

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. 
課程要求
Problem Sets (15\%)
Midterm Exam (40\%)
Final Exam (45\%)
 
預期每週課後學習時數
 
Office Hours
 
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).
 
指定閱讀
My lecture notes will be available on CEIBA.
 
評量方式
(僅供參考)
   
課程進度
週次
日期
單元主題
第1週
2/22  (1) Syllabus
(2) Globalization and the Multinational Corporation 
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
 
第6週
3/28  A Brief Introduction about Foreign Exchange Markets 
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 
第9週
4/18  (1) Answer Key to Midterm Exam

(2) Empirical Distribution of Midterm Scores 
第10週
4/25  Uncovered Interest Rate Parity 
第11週
5/02  (1) Purchasing Power Parity and Real Exchange Rates

(2) Introduction to Time Series 
第12週
5/09  (1) Exchange Rate Determination and Forecasting

(2) Problem Set 3 (Due on 5/30) 
第13週
5/16  Beveridge and Nelson Decomposition 
第14週
5/23  Exchange Rate Systems and Official Interventions 
第15週
5/30  Answer Key to PS3 
第16週
6/06  期末考成績