期刊論文| 1. | Bodart, V.、Reding, P.(1999)。Exchange Rate Regime, Volatility and International Correlations on Bond and Stock markets。Journal of International Money and Finance，28，133-151。   |
| 2. | Eaker, M. R.、Dwight, M. G.、Nelson, W.(1993)。A Multinational Examination of International Equity and Bond Investment with Currency Hedging。Journal of Futures Markets，13(3)，313-324。 |
| 3. | Johnson, L.(1960)。The Theory of Hedging and Speculation in Commodity Futures。Review of Economics and Studies，659-664。 |
| 4. | Kxitzman, M.(1993)。Optimal Currency Hedging Policy with Biased Forward Rates。Journal of Portfolio Management，19(4)，94-100。 |
| 5. | Li, W. K.、Lam, K.(1995)。Modelling Asymmetry in Stock Returns by A Relationship in the Hong Kong Stock Market。Asia Pacific Journal of Management，7，25-42。 |
| 6. | Rapp, T. A.、Sharma, S. C.(1999)。Exchange rate market efficiency: across and within countries。Journal of Economics and Business，51，423-439。 |
| 7. | De Santis, G.、Imrohoroglu, S.(1997)。Stock returns and volatility in emerging financial markets。Journal of International Money and Finance，16，561-579。 |
| 8. | Schwert, G. W.、Seguin, P. J.(1990)。Heteroskedasticity in Stock Return。Journal of Finance，45(4)，1129-1156。 |
| 9. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance，7(1)，77-91。 |
| 10. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。 |
| 11. | 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。 |
| 12. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 13. | Bollerslev, Tim、Engle, Robert F.、Wooldridge, Jeffrey M.(1988)。A Capital Asset Pricing Model with Time-Varying Covariances。Journal of Political Economy，96(1)，116-131。 |
| 14. | Bollerslev, Tim(1990)。Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model。The Review of Economics and Statistics，72(3)，498-505。 |
| 15. | Baillie, Richard T.、Bollerslev, Tim(1989)。Common Stochastic Trends in a System of Exchange Rates。The Journal of Finance，44(1)，167-181。 |
| 16. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 |
| 17. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance，34(1)，157-170。 |
| 18. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 |
| 19. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 20. | 何中達、沈中華(19960100)。我國遠期外匯市場重新開放後之效率性檢定。中國財務學刊，3(2)，63-85。 延伸查詢 |
| 21. | Perold, A. F.、Schulman, E. C.(1988)。The free lunch in currency hedging: Implications for investment policy and performance standards。Financial Analysts Journal，44(3)，45-52。 |
| 22. | Aggarwal, R.、DeMaskey, A. L.(1997)。Cross-Hedging Currency Risks in Asian Emerging Markets Using Derivatives in Major Currencies。Journal of Portfolio Management，23(1)，88-95。 |