期刊論文1. | Klein, M. W.(1990)。Sectoral Effects of Exchange Rate Volatility on United States Exports。Journal of International Money and Finance,9(3),299-308。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Hooper, P.、Kohlhangan, S. W.(1978)。The Effect of Exchange Rate Uncertainty on the Prices and Volume of International Trade。Journal of International Economics,8(4),483-511。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Broll, Udo、Eckwert, Bernhard(1999)。Exchange Rate Volatility and International Trade。Southern Economic Journal,66(1),178-185。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Sukar, A. H.、Hassan, S.(2001)。US exports and time-varying volatility of real exchange rate。Global Finance Journal,12,109-119。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Asseery, A.、Peel, D. A.(1991)。The Effects of Exchange Rate Volatility on Exports: Some New Estimates。Economics Letters,37(2),173-177。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Koray, F.、Lastrapes, W. D.(1989)。Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach。Review of Economics and Statistics,71(4),708-712。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Teräsvirta, T.(1994)。Specification Estimation and Evaluation of Smooth Transition Autoregressive Models。Journal of the American Statistical Association,89,208-218。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Arize, A. C.(1995)。The effects of exchange-rate volatility on U. S. exports: an empirical investigation。Southern Economic Journal,62,34-43。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Arize, A. C.、Malindretos, J.、Kasibhatia, K. M.(2003)。Does exchange-rate volatility depress export flows: the case of LDCs。International Advances in Economic Research,9,7-19。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Baum, C. F.、Caglayan, M.、Ozkan, N.(2004)。Nonlinear effects of exchange rate volatility on the volume of bilateral exports。Journal of Applied Econometrics,19,1-23。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Fountas, S.、Bredin, D.(1998)。Exchange rate volatility and exports: the case of Ireland。Applied Economics Letters,5(5),301-304。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Tsay, Ruey S.(1989)。Testing and Modeling Threshold Autoregressive Processes。Journal of the American Statistical Association,84(405),231-240。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |