台股指數現貨、台股指數期貨與摩根台股指數期貨關聯性之研究--向量自我迴歸模型之應用

THE INFORMATION SPILLOVER AMONG THE TAIWAN SPOT INDEX , THE INDEX FUTURES AND THE MORGAN STANLEY INDEX FUTURES -- AN APPLICATION OF VAR MODEL

陳玲慧 

環球技術學院銀行保險科 

Helen Lin-Hui, Chen 

Department of Banking & Insurance
Transworld Institute of Technology

摘要

　　本論文係採台股指數期貨、台股指數現貨與摩根台股指數期貨分時資料，首先以單根檢定檢測其是否為定態，再以Granger之因果關係檢定三者是否具因果關係；最後以向量自我迴歸估計分析上述資料間之互動及變異之衝擊情形。實證結果發現，(1) 台股指數期貨、台股指數現貨與摩根台股指數期貨之報酬率分時資料數列均不具單根，皆為定態數列(2) 因果關係檢定結果發現，台股指數期貨報酬率領先台股指數現貨報酬率，台股指數現貨報酬率與摩根台股指數期貨報酬率間具有相互回饋之因果關係，台股指數期貨報酬率與摩根台股指數期貨報酬率間具有相互回饋之因果關係。(3)預測殘差分解顯示台股指數期貨對本身之變動反應最敏銳。前四期台股指數期貨報酬率的殘差變異可以由本身的變動來解釋的比例高達98%以上。(4)衝擊反應方面，台股指數期貨不論對台股指數期貨本身或摩根台股指數期貨的變動，其反應程度最大，而且多為正向反應。對衝擊之反應均在第二期出現極大變化，在第四期趨於緩和，至第七期逐漸消失。

關鍵字：關聯性 向量自我迴歸 預測殘差分解 衝擊反應

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產品設計方法實證研究--以行動電話為例

A EVIDENCE STUDY OF THE PRODUCT DESIGN METHOD-- AN EXAMINATION OF CELL PHONE

吳淑鶯 

勤益技術學院企業管理系 

Shwu-Ing Wu 

Department of Business Administration
National Chin-Yi Institute of Technology

摘要

　　本研究係在整合產品設計的方法並將其應用在行動電話的產品設計上。此法先收集消費者的需求而後將之定義成對產品的功能要求，再尋找出最佳之設計參數組合以滿足此功能要求。本研究主要應用Suh的設計原則，並參考QFD的概念及聯合分析法的優點，來設計出最佳化的產品，是一個簡單而有效的設計方法，此可由行動電話市場的實証研究結果而得驗証。

關鍵字：功能要求、設計參數

ABSTRACT

　　The objective of this paper is to integrate design methods, which are popular in product design and use to the cell phone market. It cluster consumers’ common needs and identify the significant functional requirements. Then propose a method for the selection of optimal elements of the product design that satisfy the functional requirements by Suh’s design axiom and integrating the advantages of QFD and conjoint analysis. An empirical study of cell phone market performed to validate the proposals.

Keywords: functional requirements, design parameters

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環境不確定性、企業文化差異、策略聯盟類型與策略聯盟績效關係之研究

THE STUDY ON RELATIONSHIP AMONG ENVIRONMENTAL UNCERTAINTY,CORPORATE CULTURE DIFFERENCE, STRATEGIC ALLIANCE TYPES AND STRATEGIC ALLIANCE PERFORMANCE

林文寶* 

南台科技大學資管系 

Wen-Bao, LIN 

Department of Information Management,
Southern Taiwan University of Technology

摘要

　　本研究目的在探究不同的策略聯盟類型在環境不確定構面上的互動性以及對於策略聯盟績效的影響性，也探究聯盟間企業文化的差異程度對於策略聯盟績效的影響性。透過對國內資訊與半導體產業進行策略聯盟109家廠商的調查，發現當市場變化速度較高時，採行功能性協定類型的可能性較高；當外部環境不確定程度愈低，對於策略聯盟績效有正向的顯著影響。除此之外，聯盟間企業文化差異程度對於策略聯盟績效呈現反向變動的關係，而且選擇股權投資的策略聯盟類型，往往有助於聯盟績效的表現。

關鍵字：環境不確定性、策略聯盟類型、企業文化差異、策略聯盟績效

ABSTRACT

　　The purpose of this research lies in studying the interaction of different strategic alliance types in the framework of environmental uncertainty and the influence to the performance of strategic alliance. In addition, studies were also conducted on the influence of the extent of corporate culture difference between alliances to the performance of strategic alliance. On this basis, a survey was conducted aiming at 109 domestic firms operated under strategic alliance in the realm of information technology and semiconductor. It was discovered that higher the speed of variation higher the possibility of function agreement type strategic alliance would become; on the contrary, lower the extent of uncertainty of external environment, more significant influence would be formed to the performance of strategic alliance in a positive manner. Furthermore, the extent of corporate culture difference between alliances tends to demonstrate counter-variation relationship to the performance of strategic alliance. However, the strategic alliance type in implementing equity investment would usually bring contribution to the performance of strategic alliance.

Keywords: Environmental Uncertainty, Strategic Alliance Type, Corporate Culture Difference, Strategic Alliance Performance

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研究發展支出對國防工業廠商經營績效之影響

THE IMPACTS OF R&D EXPENDITURE ON FIRM PERFORMANCE IN DEFENSE INDUSTRIAL

楊忠城 

龍華技術學院財務金融系 

傅鍾仁* 

雲林科技大學企業管理系 

張寶光 

淡江大學會計學系 

Chung-Cheng Yang 

Department of Finance, Lunghwa Institute of Technology 

Chung-Jen Fu 

Department of Business Administration,
National Yunlin University of Science and Technology 

Bao-Guang Chang 

Department of Accounting, Tamkang University

摘要

　　本文以對國家安全有重大影響的國防工業廠商為對象，建構理論模型來探討研究發展支出對其經營績效之影響，並選取我國12家軍事生產工廠，以1995至1999年之定組追蹤資料進行實證分析。實證結果顯示，影響我國軍事工廠經營績效提昇之原因，主要係來自生產力之提昇，此包含技術進步效果，以及研發投資的成長效果，而勞動及資本兩生產要素投入之成長對廠商經營績效之效果並不明顯。這些結果在敏感度分析中相當穩健，本研究結果對國防工業主管機構之研發投資具政策意涵。

關鍵字：國防工業、研究發展、經營績效、技術變遷

ABSTRACT

　　This paper examines the impacts of R&D expenditure on operating performance theoretically and empirically in defense industrial. We test these impacts by examining 12 military factories during the 1995-1999 time periods in Taiwan. We find little effects between labor and capital factors on firm performance, but a significant factor is productivity, including technology progress and growth, size, and spillover effects of R&D investment. The findings have important R&D policy for defense industrial authority. These results are generally robust in sensitivity analysis.

Keywords: Defense industrial, R&D, Firm performance, Technology change

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以系統思考擴充ＰＣ模式--臨床取向的個案研究

USING SYSTEMS THINKING TO ENRICH PROCESS CONSULTATION -- A CLINICAL APPROACH CASE STUDY

王思峰[1] 蔡靜萍[2] 林于荻[3] 

東吳大學企業管理系 

Sy-Feng Wang Ching-Ping Tsai Yu-Di Lin 

Department of Business Administration,
Soochow University

摘要

　　對企業管理領域的學者而言，如何兼顧研究與服務、理論與實務，實為一重要議題。過程諮商(Process Consultation; PC)不僅為如何實際幫助企業的方法，亦為質化研究的取向之一。採用PC模式於臨床取向的研究，不僅有益於組織，而且組織成員有強烈動機提供深度的資料，研究者亦能依此深度資料，或驗證理論、或發展理論。

　　本研究即採臨床研究，於幫助企業的個案中，發展了以系統思考擴展PC模式的架構。讀者亦可由個案中的研究過程與方法，了解到PC模式與臨床研究的實作場景與原則。該架構不僅顧問或管理學者能夠應用，在今日領導者不再是最聰明的人，知識是為專業員工所擁有的知識型社會中，對經理人亦應有相當的應用意涵。此外，只要是PC模式可應用的幫助與被幫助關係的，該架構亦或應有一些參考價值。

關鍵字：過程諮商、系統思考、問題解決、組織學習、臨床研究

ABSTRACT

　　Process Consultation (PC) is an important methodology for organizational development, learning and change. What PC model does is a clinical approach’s qualitative research. Researches with PC’s clinical approach can gather the deeper data underlying organizational behavior, dynamics and culture. This paper used the clinical research method to study the organizational learning and change issue in one corporate case. We develop one framework of using Systems Thinking to enrich PC’s problem solving model. The framework was developed and tested in the case. Models and principles of the framework are also constructed and discussed in the paper.

Keywords: Process Consultation, Systems Thinking, Problem Solving, Organizational Learning, Clinical Research

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[1] 東吳大學企業管理系助理教授
[2] 東吳大學企業管理系碩士班研究生
[3] 東吳大學企業管理系碩士班研究生

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