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淡江大學日間部 九十二學年度第二學期教學大綱 商學院 財金所 博士班 授課老師：聶建中博士 .tw/niehcc 科目名稱： (英文) Seminar in International Finance 　 　 (中文) 國際金融研討 授課時段 : 四 8/9/10 (15:10-18;00) 授課教室 : L 415 請益時間: 二、三、四 13:00-14:00PM 研究室 : Office: B-1001 // Ba-832；Tel: ext. 2591, 2592, 2090 教科書目： (1) Mark, Nelson C. (2001) International Macroeconomics and Finance: Theory and Empirical Methods, Blackwell Publishers (2) Enders, Walter (2004) Applied Econometric Time-Series, 2nd Edition, NY: John Wiley Sons (雙葉書局) ______ (1996) Rats Handbook for Econometric Time Series, New York: John Wiley and Sons (3) Assigned papers 參考書目： (1) “國際金融” – 黃天麟 等著 (民國84年) (黎明文化事業) (2) “國際金融”(三版) -- 蕭欽篤 著 (民國89年) (智勝書局) (3) “國際金融理論” (基礎進階篇)-- 賴景昌 著(民國88年) (茂昌書局) 上課方式：以學理講課為主， 成績計算方式： Midterm：30% Term Paper：50% Presentation Participation：20% 2/19 Introduction M.1 2/26 International Monetary System 3/4* Some Useful Time-Series Methods (UR, CI, …) M.2 3/11 BOP Monetary Model M.3 3/18 Mundell-Fleming Model (I) M.8 (3/25* Mundell-Fleming Model (II) M.8 4/1 J-Curve HH(2003) 4/8 Lucas Model M.4 4/15 ~~~~~ Midterm ~~~~~ 4/22 The Economics of Exchange Rates Taylor(1995) 4/29 Int’l Parity (IRP, UIRP, PPP IFE) M.6/ M.7 5/6* Monetary Approach to ERD (flexible vs. stick) M.3 5/13 Monetary Approach to ERD (Various Models) M.3 5/20 Dornbush’s Overshooting M.3 BK(2002) 5/27 FX Market Efficiency, Black Market M.6 M(2001) (6/3* Portfolio Balance Approach, Target Zone Model) M.10 6/10 ~~~~~ Term Paper Due ~~~~~ **Paper reading assignments: @2/19= Intl Monetary System Intl Financial Mkt (R.21) *McKinnon, Ronald I., The Rules of the Game: International Money in Historical Perspective, Journal of Economic Literature, 31, March 1993, PP. 1-44. *_____, The Rules of the Game: International Money and Exchange Rates,Cambridge: MIT Press, 1996 @2/19, 3/5, 3/12, 3/19, 4/9= Lecture notes handout @3/