| 期刊論文| 1. | Liu, Y. A.、Pan, M. S.(1997)。Volatility Spillover Effects in the U.S and Pacific-Basin Stock Markets。Multinational Finance Journal，1，47-62。   | | 2. | Gerrits, R. J.、Yuce, A.(1999)。Long-Term links among European and US Stock Markets。Journal Applied Financial Economics，9(1)，1-9。 | | 3. | Hamao, Y. R.、Masulis, R. W.、Ng, V. K.(1990)。Correlations in Price Changes and Volatility across International Stock Markets。The Review of Financial Studies，3(2)，281-307。 | | 4. | Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis，24(2)，241-256。 | | 5. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society，49(4)，1057-1072。 | | 6. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica，55(2)，251-276。 | | 7. | Lin, Wen-Ling、Engle, Robert F.、Ito, Takatoshi(1994)。Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility。Review of Financial Studies，7(3)，507-538。 | 圖書| 1. | 楊奕農(2006)。時間數列分析--經濟與財務上之應用。臺北：雙葉書廊。 延伸查詢 | | 2. | Books, Chris(2002)。Introductory Econometrics for Finance。Cambridge：Cambridge University Press。 | |