摘要
2019年COVID-19疫情爆發後，全球經濟面臨劇烈波動，匯率變動成為影響資金流動因素之一。本研究旨在探討各國匯率的變化趨勢、匯率之間的相關性及其對資金流動的影響。研究涵蓋的時間範圍為2020年至2022年，運用了台灣與其主要貿易對手國家的貨幣對美元的即期匯率數據。研究方法採用皮爾森相關係數和複迴歸分析，對匯率變動進行了量化分析，並對不同地區之間匯率的相關性進行探討。 研究結果揭示，歐元對亞洲貨幣普遍呈現負相關，日圓在亞洲地區則顯示正相關，而韓元對某些亞洲貨幣呈現負相關。這些發現對於理解全球經濟動態和制定有效的金融政策具有重要意義。 建議未來研究應擴大時間範圍，增加經濟指標等多樣化的變數，並按重大事件劃分數據進行分析，以提高模型的預測力和風險管理效果。
並列摘要
After the outbreak of the COVID-19 pandemic in 2019, the global economy experienced significant volatility, with exchange rate fluctuations becoming one of the factors influencing capital flows. This study aims to investigate the trends in exchange rate changes, the correlations between different exchange rates, and their impact on capital flows. The research covers the period from 2020 to 2022 and uses the spot exchange rate data of the currencies of Taiwan and its major trading partners against the US dollar. The study employs Pearson Correlation Coefficients and Multiple Regression Analysis to quantify the exchange rate fluctuations and explore the correlations between exchange rates in different regions. The results of the study reveal that the Euro generally exhibits a negative correlation with Asian currencies, while the Japanese Yen shows a positive correlation within the Asian region, and the South Korean Won demonstrates a negative correlation with certain Asian currencies. These findings are significant for understanding global economic dynamics and formulating effective financial policies. Future research should expand the time range, incorporate a more diverse set of economic indicators, and segment data based on major events to enhance the predictive power of models and improve risk management outcomes.