期刊論文| 1. | Andersen, Torben G.、Bollerslev, Tim、Diebold, Francis X.、Vega, Clara(2007)。Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets。Journal of International Economics，73(2)，251-277。   |
| 2. | Harvey, C. R.(1988)。The real term structure and consumption growth。Journal of Financial Economics，22(2)，305-333。 |
| 3. | Branson, W. H.(1977)。Asset Markets and Relative Prices in Exchange Rate Determination。Sozialwissenschaftliche Annalen，1，69-89。 |
| 4. | MacKinnon, J. G.(1996)。Numerical distribution functions for unit root and cointegration tests。Journal of Applied Econometrics，11(6)，601-618。 |
| 5. | Park, J.(2001)。Information flows between non-deliverable forward (NDF) and spot markets: Evidence from Korean currency。Pacific-Basin Finance Journal，9(4)，363-377。 |
| 6. | Engle, R. F.(2002)。Dynamic conditional correlation: a simple class of multivariate GARCH models。Journal of Business and Economic Statistics，20(3)，339-350。 |
| 7. | Ross, S. A.(1989)。Institutional markets, financial marketing, and financial innovation。The Journal of finance，44，541-556。 |
| 8. | Estrella, Arturo、Hardouvelis, Gikas A.(1991)。The Term Structure as a Predictor of Real Economic Activity。The Journal of Finance，46(2)，555-576。 |
| 9. | Mishkin, F. S.(1990)。What does the term structure tell us about future inflation?。Journal of Monetary Economics，25，77-95。 |
| 10. | Chow, E. H.、Lee, W. Y.、Solt, M. E.(1997)。The Exchange-rate Risk Exposure of Asset Returns。Journal of Business，70，105-123。 |
| 11. | Bakshi, Gurdip、Panayotov, George(2013)。Predictability of Currency Carry Trades and Asset Pricing Implications。Journal of Financial Economics，110，139-163。 |
| 12. | Tse, Y. K.、Tsui, Albert K. C.(2002)。A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model with time-varying correlations。Journal of Business and Economic Statistics，20(3)，351-362。 |
| 13. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 |
| 14. | Burnside, C.、Eichenbaum, M.、Rebelo, S.(2007)。The returns to currency speculation in emerging markets。American Economic Review，97，333-338。 |
| 15. | Wheelock, D. C.、Wohar, M. E.(2009)。Can the term spread predict output growth and recessions? A survey of the literature。Federal Reserve Bank of St. Louis Review，91，419-440。 |
| 16. | Wang, X.、Yang, J. H.、Wang, K. L.、Fawson, C.(2017)。Dynamic information spillovers in intraregionally-focused spot and forward currency markets。Journal of International Money and Finance，71，78-110。 |
| 17. | Sowmya, S.、Prasanna, K.(2018)。Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets。International Review of Economics and Finance，54，178-192。 |
| 18. | Saravanan, A.、Velmurugan, P. S.(2015)。Interlinkages in Asia-pacific non-deliverable forward (NDF) markets (A comparison between pre and post currency futures era)。Journal of Stock and Forex Trading，4(1)，(1000143)1-(1000143)16。 |
| 19. | Ready, R.、Roussanov, N.、Ward, C.(2017)。Commodity trade and the carry trade: A tale of two countries。Journal of Finance，72，2629-2684。 |
| 20. | Patel, N.、Xia, D.(2019)。Offshore markets drive trading in emerging market currencies。BIS Quarterly Review，2019(Dec.)，53-67。 |
| 21. | Misra, S.、Behera, H.(2006)。Non deliverable foreign exchange forward market: An overview。Reserve Bank of India Occasional Papers，27，25-55。 |
| 22. | Mihaljek, D.、Packer, F.(2010)。Derivatives in emerging market。BIS Quarterly Review，2010(Dec.)，43-58。 |
| 23. | McCauley, R. N.、Shu, C.(2016)。Non-deliverable forwards: impact of currency internationalization and derivatives reform。BIS Quarterly Review，2016(Dec.)，81-93。 |
| 24. | McCauley, R.、Scatigna, M.(2011)。Foreign exchange trading in emerging currencies: More financial, more offshore。BIS Quarterly Review，2011(Mar.)，67-75。 |
| 25. | Ma, G.、Ho, C.、McCauley, R. N.(2004)。The markets for non-deliverable forwards in Asian currencies。BIS Quarterly Review，2004(Jun.)，81-94。 |
| 26. | Jiang, G.、McCauley, R. N.(2004)。Asian local currency bond markets。BIS Quarterly Review，2004(Jun.)，67-79。 |
| 27. | Hnatkovska, V.、Lahiri, A.、Vegh, C. A.(2013)。Interest rate and the exchange rate: A non-monotonic tale。European Economic Review，63，69-83。 |
| 28. | Gündüz, Y.、Kaya, O.(2014)。Impacts of the financial crisis on eurozone sovereign CDS spreads。Journal of International Money and Finance，49，425-442。 |
| 29. | Gu, L.、McNelis, P. D.(2013)。Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market。Pacific-Basin Finance Journal，22，37-49。 |
| 30. | Funke, M.、Shu, C.、Cheng, X.、Eraslan, S.(2015)。Assessing the CNH-CNY pricing differential: Role of fundamentals, contagion and policy。Journal of International Money and Finance，59，245-262。 |
| 31. | Cho, H. H.、Lo, C. F.、Chau, P. H.(2018)。Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets。The North American Journal of Economics and Finance，44，109-128。 |
| 32. | Chen, Y. C.、Tsang, K. P.(2013)。What does the yield curve tell us about exchange rate predictability?。Review of Economics and Statistics，95，185-205。 |
| 33. | Cao, S.、Huang, H.、Liu, R.、MacDonald, R.(2019)。The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement。Journal of International Money and Finance，95，379-401。 |
| 34. | Baghestani, H.、Toledo, H.(2017)。Do analysts' forecasts of term spread differential help predict directional change in exchange rates?。International Review of Economics and Finance，47，62-69。 |
| 35. | Ahmed, J.、Straetmans, S.(2015)。Predicting exchange rate cycles utilizing risk factors。Journal of Empirical Finance，34，112-130。 |
| 36. | 高超洋(20150600)。亞洲金融危機後南韓金融帳自由化之研究。國際金融參考資料，68，30-59。 延伸查詢 |
| 37. | 楊雅惠、王湘衡(20090800)。我國債券市場發展現況及課題。證券櫃檯，142，7-15。 延伸查詢 |
| 38. | 許嘉棟、鍾銘泰、蔡宗廷(20170600)。中國大陸的匯率干預與資本帳管理。兩岸金融季刊，5(2)，1-21。 延伸查詢 |
| 39. | 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。 |
| 40. | Menkhoff, Lukas、Sarno, Lucio、Schmeling, Maik、Schrimpf, Andreas(2012)。Carry Trades and Global Foreign Exchange Volatility。Journal of Finance，67(2)，687-718。 |
| 41. | Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica，50(4)，987-1008。 |
| 42. | Estrella, A.(2005)。Why Does the Yield Curve Predict Output and Inflation?。The Economic Journal，115(505)，722-744。 |