期刊論文1. | Clare, A. D.、Maras, M.、Thomas, S. H.(1995)。The integration and efficiency of international bond markets。Journal of Business Finance and Accounting,22(2),313-322。 |
2. | Kenneth, L. S.(2002)。Government Bond Market Seasonality, Diversification, and Cointegration: International Evidence。The Journal of Financial Research,25(2),203-221。 |
3. | Jorion, Philippe(1989)。Asset Allocation with Hedged and Unhedged Foreign Stocks and Bonds。Journal of Portfolio Management,15(4),49-54。 |
4. | Ball, C.、Torou, W.(2000)。Stochastic Correlation across International Stock Markets。Journal of Empirical Finance,7,373-388。 |
5. | Levy, H.、Lerman, Z.(1988)。The Benefits of International Diversification in Bonds。Financial Analysis Journal,44(5),56-64。 |
6. | 古永嘉、萬文隆(20020400)。兩岸三地股市連動之研究--狀態空間模型之應用。證券櫃檯,70,48-65。 延伸查詢 |
7. | 丘智謀(2004)。2004國際債券研討會重點摘錄。證券櫃檯月刊,102,32-35。 延伸查詢 |
8. | 沈迺潔、洪靖華(2006)。區域債券市場發展--以韓國、泰國發展國内債券市場為例。證券櫃檯月刊,117,51-71。 延伸查詢 |
9. | 徐清俊、陳彥豪(2004)。亞太地區公債券市場場關聯性之研究。證券櫃檯月刊,99,44-58。 延伸查詢 |
10. | 徐清俊、陳彥豪(2004)。台灣、日本、英國及美國公債券市場場動態關聯性之研究。運籌研究集刊,5,31-56。 延伸查詢 |
11. | 董澍琦、楊聲勇、藍淑鳳(20050700)。股票報酬與經濟成長--亞太新興國家之實證研究。東海管理評論,7(1),285-304。 延伸查詢 |
12. | 蔡宗達(2004)。新加坡亞洲債券高峰會部分摘要。證券櫃檯月刊,96。 延伸查詢 |
13. | 蔡宗達(2005)。2005年全球政府債券年會紀實。證券櫃檯月刊,114,14-17。 延伸查詢 |
14. | 劉祥熹、曾建國(20030300)。共整合系統中隱含共同因子之估計與應用--亞太華人地區股市關聯性之分析。企業管理學報,56,31-61。 延伸查詢 |
15. | Engle, R. E.、Granger, C. W. J.(1987)。Cointegration and Error CorrectiomRepresentation, Estimation, and Testing。Econometrica,55,251-276。 |
16. | Markowitz, H.(1952)。Portfolio SelectionH。Journal of Finance,7,77-91。 |
17. | Schwarz, G.(1978)。Estimating the eimension of a modeln。The Annual of Statistical,6,461-464。 |
18. | Bachman, D.、Choi, J. J.、Jeon, B. N.、Kopecky, K. J.(1996)。Common Factors in International Stock Prices : Evidence from A Cointegration Study。International Review of Financial Analysis,5,39-53。 |
19. | Johansen, Soren(1994)。The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables。Econometric Reviews,13(2),205-229。 |
20. | Liu, Y. A.、Pan, M. S.、Shieh, J. C. P.(1998)。International transmission of stock price movements: Evidence from the U.S. and five Asian-Pacific markets。Journal of Economics and Finance,22(1),59-69。 |
21. | Nieh, C. C.、Lee, C. F.(2001)。Dynamic Relationship Between Stock Prices and Exchange Rates for G-7 Countries。Quarterly Review of Economics and Finance,41(4),477-490。 |
22. | Schwert, G. William(1989)。Tests for Unit Roots: A Monte Carlo Investigation。Journal of Business and Economic Statistics,7(2),147-159。 |
23. | Grubel, Herbert G.(1968)。Internationally Diversified Portfolios: Welfare Gains and Capital Flows。The American Economic Review,58(5),1299-1314。 |
24. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。 |
25. | 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。 |
26. | Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control,19(6),716-723。 |
27. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 |