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其他| 1. | 張萬清(1993)。外匯市場之風險溢價--自我回歸條件異質變異數分析法。 延伸查詢 |
| 2. | 邱顯比、葉銀華(1993)。台灣外匯市場效率性檢定與風險溢價之研究--cointegration和ARCH模型。 延伸查詢 |
| 3. | Alexakis, P. & N. Apergis(1996)。RCH Effects and Cointegration: Is the Foreign xchange Market Efficient?。 |
| 4. | Barkoulas, J. & C. F. Baum(1997)。A Re-examination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency。 |
| 5. | Colm; Patton, Andrew J. Kearney(2000)。Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System。 |
| 6. | Doroodian, C. J. K. & R. Albarano(1998)。The Unbiased Forward Rate Hyothesis: A Re-examination。 |
| 7. | Hakkio, C. S. & M. Rush(1989)。Market Efficiency and Cointegration: An Application to the Sterling and Deutschemark Exchange Market。 |
| 8. | Hsieh, D. A(1984)。Tests of Rational Expectation and No Premium in Forward Exchange Markets。 |
| 9. | Kolhogen, S. W.(1978)。The Behavior of Foreign Exchange Markets: A Critical Survey of the Empirical Literature。 |
| 10. | Levich, R. M.(1979)。The Denomination of Foreign Trade Contracts Once Again Decision。 |
| 11. | Lobo, B. J. & D. Tufte(1998)。Exchange Rate Volatility：Does Politics Matter?。 |
| 12. | Norrbin, S. C. & K. L. Reffett(1996)。Exogeneity and Forward rate unbiasedness。 |
| 13. | Sanderson, P.(1984)。Rational Expectations and Forward Exchange Market Efficiency。 |
| 14. | Wu, Jyh-Lin & Show-Lin, Chen(1998)。A Re-examination of Real Interest Rate Parity。 |