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| 6. | Hill, Joanne、Schneeweis, T.(1981)。A Note on the Hedging Effectiveness of Foreign Currency Futures。Journal of Future Markets，1(4)，659-664。 |
| 7. | Howard, Charles T.、D'Antonio, L. J.(1991)。Multiperiod hedging using futures--a risk minimization approach in the presence of autocorrelation。Journal of Futures Markets，11(6)，697-710。 |
| 8. | Benninga, Simon、Eldor, Rafael、Zilcha, Itzhak(1983)。Optimal hedging in the futures market under price uncertainty。Economic Letters，13，141-145。 |
| 9. | Malliaris, A. G.、Urrutia, Jorge L.(1991)。Tests of Random Walk of Hedge Ratios and Measures of Hedging Effectiveness For Stock Indexes and Foreign Currencies。Journal of Futures Markets，11(1)，55-68。 |
| 10. | Kolb, Robert W.、Timme, Stephen G.、Gay, Gerald D.(1984)。Macro Versus Micro Futures Hedges at Commercial Banks。The Journal of Futures Markets，4(1)，47-54。 |
| 11. | Adler, Michael、Detemple, Jerome(1988)。Hedging with Futures in an Intertemporal Portfolio Context。Journal of Futures Markets，8(3)，249-269。 |
| 12. | Hedge Ratios under Inherent Risk Reduction in a Commodity Complex: an Extension。Journal of Futures Markets。 |
| 13. | Bond, Gary E.、Thompson, Stanley R.(1985)。Risk Aversion and the Recommended Hedging Ratio。American Journal of Agricultural Economics，870-872。 |
| 14. | Dale, C.(1981)。The Hedging Effectiveness of Currency Futures Market。Journal of Futures Markets，1(1)，77-78。 |
| 15. | Elam, Emmett(1991)。Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression。Journal of Futures Markets，11(3)，371-384。 |
| 16. | Lindahl, Mary(1989)。Measuring Hedging Effectiveness with R Square: A Note。Journal of Futures Markets，9(5)，469-475。 |
| 17. | Lypny, Gregory J.(1988)。Hedging Foreign Exchange Risk with Currency Futures: Portfolio Effects。Journal of Futures Markets，8(6)，703-715。 |
| 18. | Malliaris, A. G.、Urrutia, Jorge L.(1991)。The Impact of the Lengths of Estimation Periods and Hedging Horizons on the Effectiveness of a Hedge: Evidence from Foreign Currency Futures。Journal of Futures Markets，11(3)，271-289。 |
| 19. | Tzang, Dahnein、Leuthold, Raymond M.(1990)。Hedge Ratio under Inherent Risk Reduction in a Commodity Complex。Journal of Futures Markets，10(5)，497-504。 |
| 20. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance，34(1)，157-170。 |
| 21. | Johnson, Leland L.(1960)。The Theory of Hedging and Speculation in Commodity Futures。The Review of Economic Studies，27(3)，139-151。 |
| 22. | Stein, Jerome L.(1961)。The Simultaneous Determination of Spot and Futures Prices。American Economic Review，51(5)，1012-1025。 |
| 23. | Herbst, A. F.、Kare, D. D.、Caples, S. C.(1989)。Hedging effectiveness and minimum risk hedge ratio in the presence of autocorrelation: foreign currency futures。The Journal of Futures Markets，9(3)，185-197。 |
| 24. | Hill, Joanne、Schneeweis, T.(1982)。The hedging effectiveness of foreign currency futures。The Journal of Financial Research，5(1)，95-104。 |