| 期刊論文| 1. | 彭德明(20121200)。最適通貨區域理論及其對歐洲債務危機的啟示--兼論布魯塞爾共識。國際金融參考資料，64，1-26。 延伸查詢 | | 2. | 王春源、王昭偉(20111200)。中、日、韓三國外匯市場之共同波動、聯合干預及溢出效果。南亞學報，31，325-344。 延伸查詢 | | 3. | Ariefianto, D.、Warjiyo, P.(2010)。Co-movement 4 Period ASEAN Currency 1997-2005: A Theory Application Namely Optimal Currency Area Using Vector Error Correction Model。Bulletin of Monetary, Economics and Banking，12(4)，447-480。  | | 4. | Calvet, L.、Fisher, A.、Thompson, S.(2006)。Volatility Comovement: A Multifrequency Approach。Journal of Econometrics，131，179-215。 | | 5. | Chung, C.(2006)。Characterizing Comovement of the Won with the Yen Before and After the Currency Crisis。Korea Review of International Studies，9(2)。 | | 6. | Ding, Zhuanxin、Engle, Robert F.(20010600)。Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing。經濟論文，29(2)，157-184。 | | 7. | Bauwens, L.、Laurent, S.、Rombouts, J.(2006)。Multivariate GARCH models: A survey。Journal of Applied Econometrics，21，79-109。 | | 8. | Engle, Robert F.、Kroner, Kenneth F.(1995)。Multivariate simultaneous generalized arch。Econometric Theory，11(1)，122-150。 | | 9. | Engle, Robert F.、Ng, Victor K.(1993)。Measuring and testing the impact of news on volatility。The Journal of Finance，48(5)，1749-1778。 | | 10. | Bollerslev, Tim、Engle, Robert F.、Wooldridge, Jeffrey M.(1988)。A Capital Asset Pricing Model with Time-Varying Covariances。Journal of Political Economy，96(1)，116-131。 | | 11. | 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。 | | 12. | Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance，48(5)，1779-1801。 | 研究報告| 1. | Antonakakis, N.(2012)。Exchange Return Co-movements and Volatility Spillovers before and after the Introduction of Euro。Research Centre International Economics。 | | 2. | Kühl, M.(2008)。Strong Comovements of Exchange Rates: Theoretical and Empirical Cases When Currencies Become the Same Assets。Center for European, Governance and Economic Development Research。 | | 3. | Kawai, M.(2007)。Toward a Regional Exchange Rate Regime in East Asia。Asian Development Bank Institute。 | | 4. | Javed, F.、Mantalos, P.(2011)。GARCH-Type Models and Performance of Information Criteria。Department of Statistics, Lund University。 | | 5. | Baba, Y.、Engle, R.、Kraft, D.、Kroner, K.(1991)。Multivariate Simultaneous Generalized ARCH。San Diego：Department of Economics, University of California。 | 圖書| 1. | Taylor, S.(2007)。Asset Price Dynamics, Volatility, and Prediction。Princeton University Press。 | | 2. | Silvennoinen, A.、Teräsvirta, T.(2009)。Multivariate GARCH Models。Handbook of Financial Time Series。Springer。 | | 3. | Enders, W.(2010)。Applied Econometric Time Series。Wiley & Sons Inc。 | 單篇論文| 1. | 彭德明(2011)。亞元與東亞金融合作--兼論人民幣國際化的動向，中央銀行。 延伸查詢 | 其他| 1. | 胡曉煉(20100728)。匯率機制改革和生產要素價格調整可並行不悖。 延伸查詢 | |