期刊論文| 1. | Heynen, R. C.、Kat, H. M.(1994)。Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models。Journal of Derivatives，2(2)，50-65。   |
| 2. | Wang, Peijie、Wang, Ping。Foreign Exchange Market Volatility in Southeast Asia。Asia-Pacific Financial markets，6(3)，235-252。 |
| 3. | Naka, A.、Whitney, G.(1995)。The Unbiased Forward Rate Hypothesis Re-examined。Journal of International Money and Finance，14(6)，857-867。 |
| 4. | Bilson, J. F. O.(1981)。The Speculative Efficiency Hypothesis。Journal of Business，54，435-451。 |
| 5. | Fama, Eugene F.(1984)。Forward and Spot Exchange Rates。Journal of Monetary Economics，14(3)，319-338。 |
| 6. | Barnhart, Scott W.、Szakmary, Andrew C.。Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-integration, and Stochastic Coefficients。Journal of Financial and Quantitative Analysis，26(2)，245-267。 |
| 7. | Biswas, Rita、Shawky, Hany A.。Foreign Exchange Market Efficiency: Evidence from the Gulf War Period。Global Finance Journal，8(2)，199-210。 |
| 8. | Cornell, Bradford。Spot Rates, Forward Rates and Exchange Market Efficiency。Journal of Financial Economics，5(1)，55-65。 |
| 9. | Hansen, Lars Peter、Hodrick, Robert J.。Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis。Journal of Political Economy，88(5)，829-853。 |
| 10. | Hooper, Peter、Kohlhagen, Steven W.。The Effect of Exchange Rate Uncertainty on the Prices and Volume of International Trade。Journal of International Economics，8(4)，483-511。 |
| 11. | 郭炳伸、何祖平、李政峰。臺幣／美元遠期外匯風險溢酬有多大？。經濟論文，29(4)，383-413。 延伸查詢 |
| 12. | Martens, Martin。Forecasting Daily Exchange Rate Volatility Using Intraday Returns。Journal of International Money and Finance，20(1)，1-23。 |
| 13. | Meade, Nigel。A Comparison of the Accuracy of Short Term Foreign Exchange Forecasting Methods。International Journal of Forecasting，18(1)，67-83。 |
| 14. | Panayotis, Alexakis、Nicholas, Apergis。ARCH Effects and Cointegration: Is the Foreign Exchange Market Efficient?。Journal of International Money and Finance，20(4)，687-697。 |
| 15. | Victor, Ukpolo。Exchange Rate Market Efficiency: Further Evidence from Cointegration Tests。Applied Economics Letters，2(6)，196-198。 |
| 16. | Vilasuso, Jon。Forecasting Exchange Rate Volatility。Economics Letters，76(1)，59-64。 |