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| 2. | Anderson, R. W.、Danthine, J. P.(1982)。The Time Pattern of Hedging and the Volatilityof Futures Prices。Review of Economic Studies，50，249-265。 |
| 3. | Brown, S. L.(1985)。A Reformulation of the Portfolio Model of Hedging。American Journal of Agricultural Economics，67，508-512。 |
| 4. | Chang, J. S. L.、Shanker, L.(1987)。A Risk-return Measure of Hedging Effectiveness: A Comment。Journal of Financial and Quatitative Analysis，22，373-376。 |
| 5. | Dale, L.(1981)。The Hedging Effectiveness of Currency Futures Markets。Journal of Futures Markets，1，77-88。 |
| 6. | Figlewski, S.(1985)。Hedging with Stock Index Futures: Theory and Application in a New Market。Journal of Futures Markets，5，183-191。 |
| 7. | Frankle, L. T.(1980)。The Hedging Performance of the New Futures Markets: Comment。Journal of Finance，35，1273-1279。 |
| 8. | Hammer, J. A.(1988)。Hedging and Risk Aversion in the Foreign Currency Markets。Journal of Futures Markets，8，657-686。 |
| 9. | Hammer, J. A.(1990)。Hidging Performance and Hedging Objectiveness: Test of New Performance Measures in the Foreign Currency Markets。Journal of Financial Research，8，307-323。 |
| 10. | Herbst, A. F.、Kare, D. D.、Caples, S. C.(1989)。Hedging Effectiveness and Minimum Risk Hedge Ratios in the Presence of Autocorrelation: Foreign Currency Futures。Journal of Futures Markets，9，185-197。 |
| 11. | Hii, J.、Scheeweis, T.(1981)。A Note on the Hedging Effectiveness of Foreign Currency Futures。Journal of Futures Markets，4，659-664。 |
| 12. | Hill, J.、Scheeweis, T.(1982)。The Hedging Effectiveness of Foreign Currency Futures。Journal of Financial Research，1，95-104。 |
| 13. | Howard, C. T.、D\'Antonio, L. J.(1984)。A Risk-Return Measure of Hedging Effectiveness。Journal of Financial and Quantitive Analysis，19，101-112。 |
| 14. | Howard, C. T.、D\'Antonio, L. J.(1986)。Treasury Bill Futures as a Hedging Tool : A Risk--Return Approach。Journal of Financial Research，9，25-39。 |
| 15. | Myers, R. J.(1991)。Estimataing Time-Varying Optimal Hedge Ratios on Futures Markets。Journal of Futures Markets，11，39-53。 |
| 16. | Witt, Harvey J.、Schroeder, Ted C.、Hayenga, Marvin L.(1987)。Comparision of Analytical Approaches for Estimating Hedge Ratios for Agricultural Commodities。Journal of Futures Markets，22，135-146。 |
| 17. | Working, H.(1953)。Futures Trading and Hedging。American Economic Review，43，314-343。 |
| 18. | Howard, C. T.、D'Antonio, L. J.(1987)。A Risk-Return Measure of Hedging Effectiveness: A Reply。Journal of Financial and Quantitative Analysis，22(3)，377-381。 |
| 19. | 林筠、李春華(19930700)。最適避險比率估計方法之研究。證券市場發展季刊，19，110-131。 延伸查詢 |
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| 21. | Cecchetti, Stephen G.、Cumby, Robert E.、Figlewski, Stephen(1988)。Estimation of the Optimal Futures Hedge。The Review of Economics and Statistics，70(4)，623-630。 |
| 22. | Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance，34(1)，157-170。 |
| 23. | Figlewski, Stephen(1984)。Hedging Performance and Basis Risk in Stock Index Futures。Journal of Finance，39(3)，657-669。 |
圖書| 1. | Harvey, Andrew(1990)。The Econometric Analysis of Time Series。BPCC Wheaton Ltd.。 |
| 2. | Copeland, T. E.、Weston, J. F.(1988)。Financial Theory and Corporate Policy。Addison-Wesley Publishing Company, Inc.。 |
| 3. | Solnik, Bruno(1988)。International Investment。Massachusetts：Addison-Wesley Publishing Co.。 |
| 4. | Judge, George G.、Hill, R. Carter、Griffiths, William E.、Lütkepohl, Helmut、Lee, Tsoung-Chao(1988)。Introduction to the Theory and Practice of Econometrics。John Wiley & Sons, Inc.。 |