期刊論文1. | Hansen, Lars Peter、Hodrick, Robert J.(1980)。Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis。Journal of Political Economy,88(5),829-853。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Domowitz, I.、Hakkio, C. S.(1985)。Conditional Variance and the Risk Premium in the Foreign Exchange Market。Journal of International Economics,19,47-66。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Naka, A.、Whitney, G.(1995)。The Unbiased Forward Rate Hypothesis Re-examined。Journal of International Money and Finance,14(6),857-867。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Bilson, J. F. O.(1981)。The Speculative Efficiency Hypothesis。Journal of Business,54,435-451。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | 沈中華(19950700)。檢定外匯市場效率性--三向量自我迴歸模型。中國財務學刊,3(1),21-47。 延伸查詢![new window](/gs32/images/newin.png) |
6. | 吳中書(19880300)。臺灣美元遠期外滙市場效率性之檢定。經濟論文,16(1),79-112。 延伸查詢![new window](/gs32/images/newin.png) |
7. | Bekaert, Greet、Hodrick, Robert(1992)。Characterizing predictable components in excess returns on equity and foreign exchanges markets。Journal of Finance,47,467-509。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Engle, Robert F.、Lilien, David M.、Robins, Russell P.(1987)。Estimating time varying risk premia in the term structure: The ARCH-M model。Econometrica,55(2),391-407。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Shen, Chung-Hua(1994)。Testing efficiency of the Taiwan-U.S. forward exchange market-A markov switching model。Asian E.J.,205-215。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Ligeralde(1997)。Covariance matrix estimators and tests of market efficiency。Journal of International Money and Finance,16,323-343。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Kaminsky, Graciela、Peruga, Rodrigo(1990)。Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?。Journal of International Economics,28(1/2),47-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Wu, Y.、Zharg, H.(1997)。Forward premiums as unbiased predictors of future currency depreciation: A non-parametric analysis。Journal of International Money and Finance,16,609-623。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Robichek, A. A.、Eaker, M. R.(1978)。Foreign exchange hedging and the capital asset pricing model。Journal of Finance,33,1011-1018。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Phillips, P. C. B.、Mcfarland, J. W.(1997)。Forward exchange market unbiasedness: The case of the Austrian dollar since 1984。Journal of International Money and Finance,16,885-907。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Hansen, Lars Peter(1982)。Large Sample Properties of Generalized Method of Moments Estimators。Econometrica: Journal of the Econometric Society,50(4),1029-1054。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Campbell, John Y.、Hamao, Yasushi(1992)。Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration。Journal of Finance,47(1),43-69。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Fama, Eugene F.、French, Kenneth R.(1988)。Dividend Yields and Expected Stock Returns。Journal of Financial Economics,22(1),3-25。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | 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![new window](/gs32/images/newin.png) |