期刊論文1. | Frenkel, Jacob A.、Levich, Richard M.(1975)。Covered Interest Arbitrage: Unexploited Profits?。Journal of Political Economy,83(2),325-338。 |
2. | Taylor, M. P.(1987)。Covered Interest Parity: A High-Frequency, High-Quality Data Study。Economica,54,429-438。 |
3. | Hansen, L. P.、Hodrick, R. J.(1980)。Forward exchange rates as optimal predictors of future spot rates。Journal of Political Economy,88,829-853。 |
4. | Taylor, M. P.(1989)。Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional heteroscedasticity。Scottish Journal of Political Economics,36,238-253。 |
5. | Hakkio, C. S.(1981)。Expectations and The Forward Exchange Rate。International Economic Review,22(3),663-678。 |
6. | Clinton, K.(1988)。Transaction Costs and Covered Interest Arbitrage: Theory and Evidence。Journal of Political Economy,96(2),358-370。 |
7. | Cumby, R. E.、Obstfeld, M.(1981)。A note on exchange rate expectations and nominal interest differential: a test of the Fisher hypothesis。Journal of Finance,36,697-703。 |
8. | Elliott, R.、Han, B.(2006)。A hidden Markov approach to the Forward Premium Puzzle。International Journal of Theoretical and Applied Finance,9,1009-1020。 |
9. | Han, B.(2004)。Is the forward premium puzzle universal?。Applied Economics Letters,11,131-134。 |
10. | Engle, Charles(1996)。The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence。Journal of Empirical Finance,3(2),123-192。 |
11. | Fama, Eugene F.(1984)。Forward and Spot Exchange Rates。Journal of Monetary Economics,14(3),319-338。 |