期刊論文| 1. | Frankel, Jeffrey A.(1979)。On the mark: A theory of floating exchange rates based on real interest differentials。The American Economic Review，69(4)，610-622。   |
| 2. | 方文碩、張倉耀(20020400)。風險貼水與外匯市場效率性。管理評論，21(2)，27-51。 延伸查詢 |
| 3. | Kaminsky, Graciela L.、Lewis, Karen K.(1996)。Does foreign exchange intervention signal future monetary policy?。Journal of Monetary Economics，37，285-312。 |
| 4. | Lewis, Karen K.(1995)。Are foreign exchange intervention and monetary policy related, and does it really matter?。Journal of Business，68，185-214。 |
| 5. | Bonser-Neal, Catherine、Tanner, Glenn(1996)。Central Bank Intervention and the Volatility of Foreign Exchange Rates: Evidence from the Options Market。Journal of International Money and Finance，15，853-878。 |
| 6. | Barone-Adesi, G.、Whaley, R. E.(1987)。Efficient analytic approximation of American option values。The Journal of Finance，42(2)，301-320。 |
| 7. | MacDonald, R.、Taylor, M. P.(1994)。The Monetary Model of the Exchange Rate: Long-Run Relationships, Short-Run Dynamics, and How to Beat a Random Walk。Journal of International Money and Finance，13，276-290。 |
| 8. | Meese, R. A.、Rogoff, K.(1983)。Empirical exchange rate models of the seventies: Do they fit out of sample?。Journal of International Economics，14，3-24。 |
| 9. | Mark, Nelson C.(1995)。Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability。American Economic Review，85(1)，201-218。 |
| 10. | Fatum, R.、Hutchison, M. M.(1999)。Is intervention a signal of future monetary policy? Evidence from the federal funds futures market。Journal of Money, Credit and Banking，31，54-69。 |
| 11. | Hua, M. S.、Gau, Y. F.(2006)。Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market。Pacific-Basin Finance Journal，14(2)，193-208。 |
| 12. | Flood, Robert P.、Garber, Peter M.(1991)。THe Linkage Between Speculative Attack and Target Zone Models of Exchange Rates。Quarterly Journal of Economics，106(4)，1367-1372。 |
| 13. | Beine, M.(2003)。Volatility Expectations and Asymmetric Effects of Direct Interventions in the Fx Market。Journal of the Japanese and International Economies，17，55-80。 |
| 14. | Dominguez, K. M. E.、Panthaki, F.(2007)。The Influence of Actual and Unrequited Interventions。International Journal of Finance and Economics，12，171-200。 |
| 15. | Galati, G.、Melick, W.、Micu, M.(2005)。Foreign Exchange Market Intervention and Expectations: The Yen/Dollar Exchange Rate。Journal of International Money and Finance，24，982-1011。 |
| 16. | Hansen, L. P.、Hodrick, R. J.(1980)。Forward Exchange Rate as Optimal Predictors of Future Spot Rates: An Econometric Analysis。Journal of Political Economy，88，829-853。 |
| 17. | Morel, C.、Teiletche, J.(2008)。Do Interventions in Foreign Exchange Markets Modify Investors' Expectations? The Experience of Japan Between 1992 and 2004。Journal of Empirical Finance，15，211-231。 |
| 18. | Simpson, M. W.、Grossmann, A.(2011)。Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?。International Journal of Finance and Economics，16，375-392。 |
| 19. | 何中達、沈中華(19960100)。我國遠期外匯市場重新開放後之效率性檢定。中國財務學刊，3(2)，63-85。 延伸查詢 |
| 20. | 柯秀欣(20180600)。臺灣央行外匯市場干預對臺美匯率之影響--媒體資料之應用。經濟論文叢刊，46(2)，297-332。 延伸查詢 |
| 21. | 張元晨(20070600)。銀行間新臺幣兌美元外匯交易流動性與交易成本的分析：臺北與元太外匯經紀公司的比較。中山管理評論，15(2)，299-321。 延伸查詢 |
| 22. | 張興華(20130900)。從央行干預新聞分析臺灣央行外匯市場干預與臺幣匯率之關係。證券市場發展，25(3)=99，95-122。 延伸查詢 |
| 23. | 郭炳伸、藍青玉(20151000)。模型組合與新臺幣匯率預測。臺灣經濟預測與政策，46(1)，75-111。 延伸查詢 |
| 24. | 劉祥熹、楊慈珍(20090600)。新臺幣兌美元匯率波動性預測及其與遠期匯率之關聯性--預測模型比較及納入成交量之探討。應用經濟論叢，85，117-153。 延伸查詢 |
| 25. | 柯百鈴、劉維琪(1998)。我國中央銀行外匯干預之訊息散佈效果。亞太管理評論，3(2)，197-208。 延伸查詢 |