期刊論文| 1. | Hakkio, C. S.、Rush, Mark(1991)。Cointegration: How Short is the Long Run?。Journal of International Money and Finance，10(1)，571-581。   |
| 2. | Mandelker, G.、Tandon, K.(1985)。Common stock returns, real activity, money, and inflation: Some international evidence。Journal of International Money and Finance，4(2)，267-286。 |
| 3. | Doukas, John、Hall, Patricia H.、Lang, Larry H. P.(1999)。The Pricing of Currency Risk in Japan。Journal of Banking and Finance，23(1)，1-20。 |
| 4. | Ma, Christopher K.、Kao, G. Wenchi(1990)。On Exchange Rate Changes and Stock Price Reactions。Journal of Business Finance & Accounting，17(3)，441-449。 |
| 5. | 中央銀行經研處國際經濟科(19971200)。東亞金融風暴。中央銀行季刊，19(4)，36-57。 延伸查詢 |
| 6. | Kwon, C. S.、Tai, S. S.(1997)。The Effect of Macroeconomic Variables on Stock Market Returns in Developing Markets。Multinational Business Review，63-70。 |
| 7. | Bartov, Eli、Bodnar, Gordon M.(1994)。Firm Valuation, Earnings Expectations, and the Exchange-rate Exposure Effect。The Journal of Finance，49(5)，1755-1785。 |
| 8. | Choi, Jongmoo Jay、Hiraki, Takato、Takezawa, Nobuya(1998)。Is Foreign Exchange Risk Priced in the Japanese Stock Market?。Journal of Financial and Quantitative Analysis，33(3)，361-382。 |
| 9. | Dornbusch, R.、Fischer, S.(1980)。Exchange Rates and the Current Account。American Economic Review，70(5)，960-971。 |
| 10. | Gavin, Michael(1989)。The stock market and exchange rate dynamics。Journal of International Money and Finance，8(2)，181-200。 |
| 11. | Sephton, Peter S.、Larsen, Hans K.(1991)。Tests of Exchange Market Efficiency: Fragile Evidence from Cointegration Tests。Journal of International Money and Finance，10，561-570。 |
| 12. | Fama, Eugene F.(1981)。Stock Returns, Real Activity, Inflation, and Money。The American Economic Review，71(4)，545-565。 |
| 13. | Chow, E. H.、Lee, W. Y.、Solt, M. E.(1997)。The Exchange-Rate Risk Exposure of Asset Returns。Journal of Business，70(1)，105-123。 |
| 14. | Jorion, P.(1990)。The Exchange-Rate Exposure of U. S. Multinationals。Journal of Business，63(3)，331-345。 |
| 15. | Ajayi, R. A.、Mougoue, M.(1996)。On the dynamic relation between stock prices and exchange rates。Journal of Financial Research，19(2)，193-207。 |
| 16. | Dickey, D. A.、Fuller, W. A.(1979)。Distribution of the Estimates for Autoregressive Time Series with Unit Root。Journal of the American Statistical Association，74(366)，427-431。 |
| 17. | Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business，59(3)，383-403。 |
| 18. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 19. | Bodnar, Gordon M.、Gentry, William M.(1993)。Exchange rate exposure and industry characteristics: Evidence from Canada, Japan and USA。Journal of International Money and Finance，12(1)，29-45。 |
| 20. | He, Jia、Ng, Lilian K.(1998)。The Foreign Exchange Exposure of Japanese Multinational Corporations。The Journal of Finance，53(2)，733-753。 |
| 21. | Jonon, Philippe(1991)。The Pricing of Exchange Rate Risk in the Stock Market。Journal of Financial & Quantitative Analysis，26(3)，363-376。 |
| 22. | Hassan, M. K.、Naka, Atsuyuki(1996)。Short-run and Long-run Dynamic Linkages among International Stock Markets。International Review of Economics and Finance，5，387-405。 |