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| 研究生： |
蘇郁涵 Yu-han Su |
|---|---|
| 論文名稱： |
美國總體經濟與員工股票選擇權價值之關係 The Relationships between the Macroeconomics and the Value of Incentive Stock Options in US |
| 指導教授： |
傅承德
Cheng-der Fuh |
| 口試委員: | |
| 學位類別： |
碩士 Master |
| 系所名稱： |
理學院 - 統計研究所 Graduate Institute of Statistics |
| 畢業學年度： | 97 |
| 語文別： | 中文 |
| 論文頁數： | 28 |
| 中文關鍵詞： | 廣義估計方程式 、廣義線性模型 、員工股票選擇權 、匯率 、貨幣供給額 、消費者物價指數 、失業率 |
| 外文關鍵詞： | generalized estimating equation, generalized linear model, incentive stock option, money supply, exchange rate, CPI, unemployment rate |
| 相關次數： | 點閱：14 下載：0 |
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員工股票選擇權是近年來各企業所流行激勵員工的方法， 原本是希望員工能積極工作， 造就公司與員工雙贏的局面，
但有時候受到大環境經濟因素的影響， 即使員工努力工作， 公司所發行的員工選擇權卻毫無價值，
因此本文希望能找出國家的總體經濟和員工選擇權之間的關係。
我們利用廣義估計式(Generalized Estimating Equation)估計廣義線性模型(Generalized Linear Model)，
並以美國為對象， 描述失業率、 消費者物價指數、 貨幣供給額以及匯率等四個總體經濟指標和員工選擇權價值間的關係。
美國在2007年下半年爆發次級房屋貸款問題， 引爆一連串的金融危機， 各國的經濟結構皆有變化，
本文另外討論了這個特殊時期總體經濟和員工選擇權價值間的關係。
The incentive stock option is one way the companies use to encourage their employees to work diligently.
But sometimes the value is affected by the macroeconomics so that it is valueless even you work diligently.
This article will find the relationships between the value and the macroeconomics.
We use the GLM (Generalized Linear Model) estimated by the GEE (Generalized Estimating Equation) to describe the relationships between unemployment rate,
CPI, money supply, and the exchange rate with the value of incentive stock options in US.
The subprime loan crisis broke out in July 2008 in America, and the economic structures may be changed,
so we discuss the relationships in this specified time.
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