期刊論文1. | Friedman, M.、Schwartz, A. J.(1963)。Money and Business Cycle。Review of Economic and Statistics,45,32-64。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Rozeff, M. S.(1974)。Money and Stock Price: Market Efficiency and the Lag in Effect of Monetary Policy。Journal Financial Economics,1,245-302。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Box, G.、Pierce, D.(1970)。Distribution of Residual Autocorrelation in Autogression Moving Average Time Series。Journal of The U.S. Statistical Association,65,1509-1526。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Box, George E. P.、Jenkins, Gwilym M.(1974)。Time Series Analysis: Forecasting and Control。Holden-Day,4,213-220。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Dann, Larry Y.、James, Christopher M.(198212)。An Analysis of The Impact of Deposit Rate Ceilings on The Market Values of Thrift Institutions。Journal of Finance,37,259-1275。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Granger, C. W. J.、Newbord, P.(1974)。Suprious Regression in Economics。Journal of Economics,111-120。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Hafer, R. W.(1986)。The Response of Stock Prices to Changes in Weekly Money and The Discount Rate。Federal Reverse Bank of St. Louis Economic Review,64(3),5-14。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Osborne, Dale K.、Zaher, Tarek S.(1992)。Reserve Requirement, Bank Share Prices, and The Uniqueness of Bank Loans。Journal of Banking and Finance,16,799-812。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Patelis, Alex D.(199712)。Stock Return Predict Ability and The Role of Monetary Policy。Journal of Finance,52(5),1951-1971。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Roley, V.(1983)。The Response of Short Term Interest Rates to Weekly Money Supply Announcements。Journal of Money, Credit and Banking,15,344-354。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Slovin, B. Myron、Sushka, Marie E.、Bendeck, Yvette M.(1990)。The Market Valuation Effects of Reserve Regulation。Journal of Monetary Economics,25,1-17。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Cook, T.、Hahn, T.(1988)。The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rate。Journal of Money, Credit and Banking,20(2),167-180。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Fama, E. F.、Fisher, L.、Jensen, M. C.、Roll, R.(1969)。The Adjustment of Stock Price to New Information。International Economic Review,10(1),1-21。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Samuelson, P.(1973)。Proof That Properly Discounted Present Value of Assets Variate Randomly。Journal of Economics and Management Science,1973(Autumn),369-374。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Nelson, C. R.、Plosser, C. I.(1982)。Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications。Journal of Monetary Economics,10(2),139-162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance,41(3),579-590。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | James Goo,Y. J.(19950600)。The Impacts of Foreigner Investment Opening Policy on the Taiwan Stock Market: An Application of the Intervention Model。中山管理評論,3(2),73-84。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika,71(3),599-607。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
圖書1. | 中央銀行經濟研究處(199812)。中華民國台灣地區金融統計月報。中央銀行經濟研究處。 延伸查詢![new window](/gs32/images/newin.png) |
2. | 謝德宗(199302)。貨幣銀行學。三民書局。 延伸查詢![new window](/gs32/images/newin.png) |
3. | Fama, Engene F.(1976)。Foundatioin of Finace。New York:Basic Books。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Mills, Terence C.(1990)。Time Series Techniques for Economists。Cambridge:Cambridge University Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | 吳柏林(1995)。時間數列分析導論。華泰文化事業股份有限公司。 延伸查詢![new window](/gs32/images/newin.png) |
6. | Newbold, P.、Granger, C. W. J.(1986)。Forecasting Economic Time Series。Academic Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | 林煜宗(1988)。現代投資學--制度、理論與實證。臺北:三民書局。 延伸查詢![new window](/gs32/images/newin.png) |
8. | 林茂文(1992)。時間數列分析與預測。臺北:華泰書局。 延伸查詢![new window](/gs32/images/newin.png) |