期刊論文| 1. | Working, H.(1962)。New Concepts Concerning Futures Markets and Prices。American Economic Review，51(2)，431-459。   |
| 2. | Gagnon, L.、Lypny, G.(1997)。The benefits of dynamically hedging the Toronto 35 stock index。Canadian Journal of Administrative Sciences，14(1)，69-78。 |
| 3. | Benet, B. A.(1992)。Hedging period length and ex-ante futures hedging effectiveness: The case of foreign exchange risk cross hedges。Journal of Futures Markets，12，163-175。 |
| 4. | Grammatikos, T.、Saunders, A.(1983)。Stability and Hedging Performance of Foreign Currency Futures。Journal of Futures Markets，3，295-305。 |
| 5. | Herbst, A. F.、Swanson, P. E.、Caples, S. C.(1992)。A Predetermination of Using Foreign Currency Futures Contracts and Forward Markets。Journal of Futures Markets，12，93-104。 |
| 6. | Baillie, R. T.、Myers, R. J.(1991)。Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge。Journal of Applied Econometrics，6(2)，109-124。 |
| 7. | Lindahl, M.(1992)。Minimum Variance Hedge Ratios for Stock Index Futures: Duration and Expiration Effects。The Journal of Futures Markets，12(1)，33-53。 |
| 8. | Working, Holbrook(1953)。Futures trading and hedging。American Economic Review，43(3)，314-343。 |
| 9. | Ederington, L. H.(1979)。The Hedging Performance of the New Future Markets。The Journal of Finance，34(1)，157-170。 |
| 10. | 康信鴻、繆俊華(19980900)。外匯期貨最適避險比例之實證研究。管理學報，15(3)，419-453。 延伸查詢 |
| 11. | Hunter, W. C.、Timme, S. G.(1992)。A Stochastic Dominance Approach to Evaluation Foreign Exchange Hedging Strategies。Financial Management，21(3)，104-112。 |
| 12. | Malliaris, A. G.、Urrutia, J.(1991)。Test of Random Walk of Hedge Ratios and Measures of Hedging Effectiveness for Stock Indexes and Foreign Currencies。Journal of Futures Markets，11，55-68。 |
| 13. | 辛敬文、Kuo, Jerry、李正福(1994)。A New Measure to Compare the Hedging Effectiveness of Foreign Currency Futures versus Options。The Journal of Futures Markets，14(6)，685-707。 |
| 14. | Junkus, J. C.、Lee, C. F.(1985)。Use of Three Stock Index Futures in Hedging Decisions。Journal of Futures Markets，5(2)，231-237。 |
| 15. | Yeh, Sally C.、Gannon, Gerard L.(2000)。Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note。Review of Quantitative Finance and Accounting，14(2)，155-160。 |
| 16. | Park, T. H.、Switzer, L. N.(1995)。Bivariate GARCH Estimation of the Optimal Hedge Ratios for Stock Index Future: A Note。Journal of Futures Markets，15，61-67。 |
| 17. | Ghosh, Asim(1993)。Hedging with Stock Index Futures: Estimation and Forecasting with Error Correction Model。Journal of Futures Markets，13(7)，743-752。 |
| 18. | Tong, Wilson H. S.(1996)。An Examination of Dynamic Hedging。Journal of International Money and Finance，15(1)，19-35。 |
| 19. | Cecchetti, Stephen G.、Cumby, Robert E.、Figlewski, Stephen(1988)。Estimation of the Optimal Futures Hedge。The Review of Economics and Statistics，70(4)，623-630。 |
| 20. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。 |
| 21. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 22. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 23. | Figlewski, Stephen(1984)。Hedging Performance and Basis Risk in Stock Index Futures。Journal of Finance，39(3)，657-669。 |
| 24. | Johnson, Leland L.(1960)。The Theory of Hedging and Speculation in Commodity Futures。The Review of Economic Studies，27(3)，139-151。 |
| 25. | Koutmos, G.、Pericli, A.(1999)。Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging。Real Estate Economics，27(2)，335-363。 |
| 26. | Kroner, Kenneth F.、Sultan, Jahangir(1993)。Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures。Journal of Financial and Quantitative Analysis，28(4)，535-551。 |
| 27. | Stein, Jerome L.(1961)。The Simultaneous Determination of Spot and Futures Prices。American Economic Review，51(5)，1012-1025。 |
| 28. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 29. | Herbst, A. F.、Kare, D. D.、Caples, S. C.(1989)。Hedging effectiveness and minimum risk hedge ratio in the presence of autocorrelation: foreign currency futures。The Journal of Futures Markets，9(3)，185-197。 |
| 30. | Antoniou, A.、Holmes, P.(1996)。Futures Market Efficiency, the Unbiasedness Hypothesis and Variance-Bounds Tests: The Case of the FTSE-100 Futures Contract。Bulletin of Economic Research，48(2)，115-128。 |