期刊論文1. | Jeon, B. N.、Von Furstenberg, G. M.(1990)。Growing International Co-Movement in Stock Price Indexes。The Quarterly Review of Economics & Business,30(3),15-30。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Kanas, A.(1998)。Volatility Spillovers across Equity Markets: European Evidence。Applied Financial Economics,8(3),245-256。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Aggarwal, R.、Park, Y. S.(1994)。Relationship between Daily U.S. and Japanese Equity Prices: Evidence from Spot versus Futures Markets。Journal of Banking and Finance,18(4),757-773。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Karolyi, G. A.(1995)。A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada。Journal of Business & Economic Statistics,13(1),11-25。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Tsay, R. S.(1998)。Testing and Modeling Threshold Autoregressive Processes。Journal of American Statistical Association,84(405),231-240。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Lobo, Bento J.、Tufte, David(1998)。Exchange Rate Volatility: Does Politics Matter?。Journal of Macroeconomics,20(2),351-365。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Engle, R. F.(1982)。Autoregressive Conditional Heteroske- dasticity with Estimates of the Variance of U.K. Inflation。Econometrica,50(4),987-1008。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Pericli, A.、Christofi, A.(1999)。Correlation in Price Changes and Volatility of Major Latin American Stock Markets。Journal of Multinational Financial Management,9(3),79-93。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Theodossion, P.、Kahya, E.、Koutoms, G. A.、Chrisofi, A.(1997)。Volatility Reversion and Correlation Structure of Returns in Major International Stock Markets。The Financial Review,32(2),205-224。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Engle, Robert F.、Ng, Victor K.(1993)。Measuring and testing the impact of news on volatility。The Journal of Finance,48(5),1749-1778。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Koutmos, Gregory、Booth, G. Geoffrey(1995)。Asymmetric Volatility Transmission in International Stock Markets。Journal of International Money and Finance,14(6),747-762。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Koutmos, G.(1996)。Modeling the Dynamic Interdependence of Major European Stock Markets。Journal of Business Finance & Accounting,23(7),975-988。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Christie, Andrew A.(1982)。The Stochastic Behavior of Common Stock Variances: Value, Leverage and Interest Rate Effects。Journal of Financial Economics,10(4),407-432。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
其他1. | 王淳儒(1997)。美、英、日、德、法與亞太新興國家股市關聯性之研究。 延伸查詢![new window](/gs32/images/newin.png) |
2. | 宋瑞蛟(1993)。臺灣與亞太各國股票市場收益率之序列相關與關聯性實證研究。 延伸查詢![new window](/gs32/images/newin.png) |
3. | 邱建良(2000)。國際股票市場共整合與動態關聯性之實證研究。 延伸查詢![new window](/gs32/images/newin.png) |
4. | 徐守德(1993)。台灣與國際股價互動關係之研究。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 楊踐為(1999)。美日港臺四地股價指數聯動關係之探討。 延伸查詢![new window](/gs32/images/newin.png) |
6. | 楊踐為(1998)。美、日、香港與台灣四地股價指數連動關係之探討。 延伸查詢![new window](/gs32/images/newin.png) |
7. | 葉銀華(1991)。國際股票市場股價指數共移型態與關聯性之研究。 延伸查詢![new window](/gs32/images/newin.png) |
8. | 羅瑞宏(1998)。美國與國際股市在金融風暴前後波動性外溢效果之因果性研究。 延伸查詢![new window](/gs32/images/newin.png) |
9. | Kempa, B.(2001)。International Correlations and Excess Returns in European Stock Markets: does EMU matter?。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Masih, A. M. M.(1997)。Dynamic Linkage and the Propagation Mechanism Driving Major International Stock Markets: An Analysis of the Pre- and Post-Crash Eras。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Sinclair, D.(1997)。An Examination of the Argument for Increased Investment in Emerging Markets。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |