期刊論文| 1. | Mahdavi, Saeid、Zhou, Su(1997)。Gold and commodity prices as leading indicators of inflation: tests of long-run relationship and predictive performance。Journal of Economics and Business，49(5)，475-489。   |
| 2. | Kolluri, B. R.(1981)。Gold as a Hedge against Inflation: An Empirical Investigation。Quarterly Review of Economics and Business，21(4)，13-24。 |
| 3. | Fama, Eugene F.、Schwert, G. William(1977)。Asset Returns and Inflation。Journal of Financial Economics，5(2)，115-146。 |
| 4. | Baur, Dirk G.、McDermott, Thomas K.(2010)。Is Gold a Safe Haven? International Evidence。Journal of Banking and Finance，34(8)，1886-1898。 |
| 5. | Engle, R. F.、Granger, C. W. J.(1987)。Cointegration and Error Correction:Representation, Estimation, and Testing。Econometric，55(2)，254-276。 |
| 6. | Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics，6(2)，461-464。 |
| 7. | 林鳴琴、施妤佩、李柏英、李杏美(20120600)。黃金價格變動與實質經濟關係之探討。財金論文叢刊，16，57-73。 延伸查詢 |
| 8. | Aye, G. C.、Chang, T.、Gupta, R.(2016)。Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model。Resources Policy，48，77-84。 |
| 9. | Bambinas, G.、Panagiotidis, T.(2015)。Are Gold and Silver a Hedge Against Inflation? Two Century Perspectives。International Review of Financial Analysis，41，267-276。 |
| 10. | Beckmann, J.、Czudaj, R.(2013)。Gold as an Inflation Hedge in a Time-Varying Coefficient Framework。North American Journal of Economics and Finance，24，208-222。 |
| 11. | Hoang, T. H. V.、Lahiani, A.、Heller, D.(2016)。Is Gold a Hedge Against Inflation? New Evidence from a Nonlinear ARDL Approach。Economic Modelling，54，54-66。 |
| 12. | Jaffe, J.(1989)。Gold and Gold Stock as Investments for Institutional Portfolios。Financial Analysis Journal，45，53-59。 |
| 13. | Shahbaz, M.、Tahir, M. I.、Ali, I.、Rehman, I. U.(2014)。Is Gold Investment Hedge Against Inflation in Pakistan? A Co-Integration and Causality Analysis in the Presence of Structural Breaks。North American Journal of Economics and Finance，28，190-205。 |
| 14. | Sharma, S. S.(2016)。Can Consumer Price Index Predict Gold Price Returns?。Economic Modelling，55，269-278。 |
| 15. | Wang, K. M.、Lee, Y. M.、Thi, T. B. N.(2011)。Time and Place Where Gold Acts as an Inflation Hedge: An Application of Long-Run and Short-Run Threshold Model。Economic Modeling，28(3)，806-819。 |
| 16. | Wang, K. M.、Lee, Y. M.、Thi, T. B. N.(2013)。Does Gold Act as Inflation Hedge in the USA and Japan?。Transformations in Business & Economics，12(2)，20-43。 |
| 17. | Worthington, A. C.、Pahlavani, M.(2007)。Gold Investment as an Inflationary Hedge: Cointegration Evidence with Allowance for Endogenous Structural Breaks。Applied Financial Economics Letters，3(4)，259-262。 |
| 18. | Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control，12(2/3)，231-254。 |
| 19. | 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。 |
| 20. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society，48(1)，1-48。 |
| 21. | 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。 |
| 22. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 |
| 23. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。 |