| 期刊論文1. | Toda, Hiro Y.、Phillips, Peter C. B.(1993)。Vector Autoregressions and Causality。Econometrica: Journal of the Econometric Society,61(6),1367-1393。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Baig, Taimur、Goldfajn, Ilan(1999)。Financial Market Contagion in the Asian Crisis。IMF Staff Papers,46(2),167-195。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Khalid, A. M.、Kawai, M.(2003)。Was Financial Market Contagion the Source of Economic Crisis in Asia? Evidence Using a Multivariate VAR Model。Journal of Asian Economics,14(1),131-156。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Toda, Hiro Y.、Yamamoto, Taku(1995)。Statistical Inference in Vector Autoregressions with Possibly Integrated Processes。Journal of Econometrics,66(1/2),225-250。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Mondria, Jordi、Quintana-Domeque, Climent(2013)。Financial contagion and attention allocation。The Economic Journal,123(568),429-454。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | Rambaldi, A. N.、Doran, H. E.(1996)。Testing for Granger Non-Causality in Cointegrated Systems Made Easy。Department of Economics, University of New England。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | Veysov, A.(2012)。Financial Contagion and Systemic Risk: From Theory to Applicable Macroeconomic Model,http://ssrn.com/abstract=2056743。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |