期刊論文| 1. | 葉仕國、林丙輝、葉煥文(20071000)。臺灣公債期貨及隱含品質選擇權之評價。證券市場發展，19(3)=75，117-162。 延伸查詢 |
| 2. | Chan, L.、Lien, D.(2001)。Cash Settlement and Price Discovery in Futures Markets。Quarterly Journal of Business and Economics，40(3/4)，65-77。  |
| 3. | Chou, W. L.、Dennis, K. K.、Lee, C. F.(1996)。Hedging with the Nikkei Index Futures: the Conventional Modelversus the Error Correction Model。Quarterly Review of Economics and Finance，36，36-495。 |
| 4. | Ghosh, A.(1995)。The Hedging Effectiveness of ECD Futures Contracts: Forecasting Evidence from an Error Correction Model。Financial Review，30，567-581。 |
| 5. | Hull, J.、White, A.(1994)。Numerical procedures for implementing term structure models II: Two-Factor Models。Journal of Derivatives，3，26-35。 |
| 6. | Kenyon, D.、Bainbridge, B.、Ernst, R.(1991)。Impact of Cash Settlement on Feeder Cattle Basis。Western Journal of Agricultural Economics，16，93-105。 |
| 7. | Lien, D.(1989)。Sampled Data as a Basis of Cash Settlement Price。Journal of Futures Markets，9，538-588。 |
| 8. | Lien, D.、Tse, Y. K.(2002)。Physical Delivery versus Cash Settlement: An Empirical Study on the Feeder Cattle Contract。Journal of Empirical Finance，9，361-371。 |
| 9. | Yang, W.、Allen, D.E.(2004)。Multivariate GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets。Accounting and Finance，45，301-321。 |
| 10. | Sim, A. B.、Zurbruegg, R.(2001)。Dynamic Hedging Effectiveness in South Korean Index Futures and the Impact of the Asian Financial Crisis。Asia-Pacific Financial Markets，8，237-258。 |
| 11. | Schroeder, T.、Mintert, J.(1988)。Hedging Feeder Steers and Heifers in the Cash-settled Feeder Cattle Futures Market。Western Journal of Agricultural Economics，13，316-326。 |
| 12. | Moosa, I.(2003)。The sensitivity of optimal hedge ratio to model specification。Finance Letters，1，15-20。 |
| 13. | Lien, D.、Yang, L.(2003)。Option Expiration Effects and the Role of Individual Share Futures Contracts。Journal of Futures Markets，23，1107-1118。 |
| 14. | Lien, D.、Yang, L.(2004)。Alternative Settlement Methods and Australian Individual Share Futures Contracts。Journal of International Financial Markets, Institutions and Money，14(5)，473-490。 |
| 15. | Lien, Donald、Tse, Yiu Kuen(2006)。A Survey on Physical Delivery versus Cash Settlement in Futures Contracts。International Review of Economics and Finance，15，15-29。 |
| 16. | Elam, E.(1988)。Estimated Hedging Risk with Cash Settlement Feeder Cattle Futures。Western Journal of Agricultural Economics，13.，45-52。 |
| 17. | Garbade, K.、Silber, W. L.(1983)。Cash Settlement of Futures Contracts: An Economic Analysis。Journal of Futures Markets，3(4)，451-472。 |
| 18. | Lien, D.(1989)。Cash Settlement Provisions on Futures Markets。Journal of Futures Markets，9，263-270。 |
| 19. | Lien, D.、Yang, L.(2003)。Contract Settlement Specification and Price Discovery: Empirical Evidence in Australia Individual Share Futures Market。International Review of Economics and Finance，12(4)，495-51。 |
| 20. | 林丙輝、周建新(19980100)。Pricing and Hedging of Cash-Settled Bond Futures。中國財務學刊，5(3)，1-32。 延伸查詢 |
| 21. | Baillie, R. T.、Myers, R. J.(1991)。Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge。Journal of Applied Econometrics，6(2)，109-124。 |
| 22. | Dickey, D. A.、Fuller, W. A.(1981)。Likelihood Ratio Tests for Autoregressive Time Series with a Unit Root。Econometrica，49，1057-1072。 |
| 23. | Floros, C.、Vougas, D. V.(2004)。Hedge Ratios in Greek Stock Index Futures Market。Applied Financial Economics，14(15)，1125-1136。 |
| 24. | Lien, D. H. D.(1996)。The effect of Co-integration Relationship on Futures Hedging: A Note。The Journal of Futures Markets，16(7)，773-780。 |
| 25. | Kavussanos, M. G.、Nomikos, N. K.(2000)。Constant vs. Time-varying Hedge Ratios and Hedging Efficiency in the BIFFEX Market。Transportation Research Part，36(4)，229-248。 |
| 26. | Park, T. H.、Switzer, L. N.(1995)。Bivariate GARCH Estimation of the Optimal Hedge Ratios for Stock Index Future: A Note。Journal of Futures Markets，15，61-67。 |
| 27. | Cecchetti, Stephen G.、Cumby, Robert E.、Figlewski, Stephen(1988)。Estimation of the Optimal Futures Hedge。The Review of Economics and Statistics，70(4)，623-630。 |
| 28. | Choudhry, Taufiq(2004)。The Hedging Effectiveness of Constant and Time-varying Hedge Ratios Using Three Pacific Basin Stock Futures。International Review of Economics and Finance，13(4)，371-385。 |
| 29. | Ghosh, A.、Clayton, R.(1996)。Hedging with international stock index futures: an intertemporal error correction model。Journal of Financial Research，19(4)，477-491。 |
| 30. | Lien, D.、Tse, Y. K.、Tsui, A. K. C.(2002)。Evaluating the hedging performance of the constant-correlation GARCH model。Applied Financial Economics，12(11)，791-798。 |
| 31. | Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics，6(2)，461-464。 |
| 32. | Engle, Robert F.(2002)。Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models。Journal of Business & Economic Statistics，20(3)，339-350。 |
| 33. | 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。 |
| 34. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance，34(1)，157-170。 |
| 35. | Kroner, Kenneth F.、Sultan, Jahangir(1993)。Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures。Journal of Financial and Quantitative Analysis，28(4)，535-551。 |