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    ASIA unversity > 管理學院 > 財務金融學系 > 博碩士論文 >  Item 310904400/111820

    Please use this identifier to cite or link to this item: http://asiair.asia.edu.tw/ir/handle/310904400/111820

    Title: 虛擬貨幣的事件效果
    The event study of virtual currency
    Authors: 陳柏宇
    Contributors: 財務金融學系碩士在職專班
    Keywords: 虛擬貨幣;過度反應;事件研究
    Virtual Currency;over reaction;event study
    Date: 2019
    Issue Date: 2019-05-22 10:19:55 (UTC+8)
    Publisher: 亞洲大學
    Abstract: 依據經濟學的定義,貨幣本來就不必是實際的物品。社會逐漸趨於科技文明,許多經濟活動並不局限於實體交易。高科技網域的發展,互聯網的時代來臨,而虛擬貨幣(Virtual Currency)的出現與應用,正大幅衝擊現有的實體經濟,甚至直接影響人群的消費習慣與國家經濟。
    本文以事件研究法(Event Study)探討2016與2017兩年間,虛擬貨幣對現有交易市場之關聯,採用異常報酬檢定、單一母體檢定與因果關係檢定,選定2種實體貨幣與2種公開市場較具代表性之虛擬貨幣,進行研究分析。
    本文研究結果發現: (1)虛擬貨幣與實體貨幣在不同事件的影響下,多數具有正向反應。(2) 虛擬貨幣與實體貨幣並無明顯過度反應或反應不足現象。(3)各種貨幣之間因果關係並無明顯一致關係。
    According to the definition of economics, the currency does not have to be a reality material. When the society goes to technological civilization, many economic activities are not just only the reality trade. With the development of high technology, and the internet generation rising, the appearance and application of Virtual Currency makes much impact on reality economy now, even direct effects people’s consuming behavior and the country economy.
    In this paper, we do discuss and research for the Virtual Currency’s connection of trading market by using Event Study between 2016 and 2017, and using abnormal return testing, single population testing and causation testing by choosing 2 material money and 2 much representative Virtual Currency on open market.
    This research shows three results: 1. Most response of virtual currency and material money in different events are positive. 2. There is no overreaction or underreaction between virtual currency and material money. 3. The causation between kinds of currency has no consistency relationship.
    Appears in Collections:[財務金融學系] 博碩士論文

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