期刊論文1. | Clare, A. D.、Maras, M.、Thomas, S. H.(1995)。The integration and efficiency of international bond markets。Journal of Business Finance and Accounting,22(2),313-322。 |
2. | Kemeth, L. Smith(2002)。Government Bound Market Seasonality Diversification and Cointegration : International Evidence。The Journal of Financial Research,25,203-221。 |
3. | 劉祥熹、張英信(20001000)。東亞主要國家股價與匯率關聯性之研究。證券金融,67,1-33。 延伸查詢 |
4. | 謝文良(20021200)。價格發現、資訊傳遞、與市場整合--臺股期貨市場之研究。財務金融學刊,10(3),1-31。 延伸查詢 |
5. | Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。 |
6. | Lin, Antsong、Swanson, Peggy E.(1993)。Measuring Global Money Market Interrelationships: An Investigation of Five Major World Currencies。Journal of Banking and Finance,17(1),609-628。 |
7. | Lin, A.、Swanson, P. E.(1997)。The U.S. dollar in global money markets: A multivariate cointegration analysis。Quarterly Review of Economics and Finance,37(1),139-150。 |
8. | Lin, Antsong、Leu, Shirley(19940900)。Offshore Money Market Integration-Evidence of the U.S. Dollar Yields in Taiwan, Singapore, and the United Kingdom。中山管理評論,2(3),1-13。 |
9. | Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。 |
10. | Phylaktis, K.(1999)。Capital Market Integration in the Pacific Basin region: An Impulse Response Analysis。Journal of International Money and Finance,18,267-287。 |
11. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 |