期刊論文| 1. | Norden, Lars、Weber, Martin(2009)。The Co-Movement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis。European Financial Management，15(3)，529-562。   |
| 2. | Diebold, Francis X.、Li, Canlin(2006)。Forecasting the term structure of government bond yields。Journal of Econometrics，130(2)，337-364。 |
| 3. | 林宗耀(20010600)。利率期限結構與貨幣政策。中央銀行季刊，23(2)，37-60。 延伸查詢 |
| 4. | West, Kenneth D.(1996)。Asymptotic Inference about Predictive Ability。Econometrica，64(5)，1067-1084。 |
| 5. | McCracken, Michael W.(2007)。Asymptotics for Out-of-Sample Tests of Granger Causality。Journal of Econometrics，140(2)，719-752。 |
| 6. | Chen, Shiu-Sheng(2009)。Predicting the bear stock market: Macroeconomic variables as leading indicators。Journal of Banking and Finance，33(2)，211-223。 |
| 7. | Campbell, John Y.(1987)。Stock Returns and the Term Structure。Journal of Financial Economics，18(2)，373-399。 |
| 8. | Avramov, Doron、Chordia, Tarun、Jostova, Gergana、Philipov, Alexander(2009)。Credit Ratings and The Cross-Section of Stock Returns。Journal of Financial Markets，12(3)，469-499。 |
| 9. | 李桐豪(20010300)。債券市場發展對貨幣政策之影響。中央銀行季刊，23(1)，23-45。 延伸查詢 |
| 10. | Nelson, Charles R.、Siegel, Andrew F.(1987)。Parsimonious Modeling of Yield Curves。Journal of Business，60(4)，473-489。 |
| 11. | McCulloch, J. Huston(1971)。Measuring the Term Structure of Interest Rates。Journal of Business，44(1)，19-31。 |
| 12. | Clark, Todd E.、West, Kenneth D.(2007)。Approximately Normal Tests for Equal Predictive Accuracy in Nested Models。Journal of Econometrics，138(1)，291-311。 |
| 13. | Diebold, Francis X.、Mariano, Roberto S.(1995)。Comparing Predictive Accuracy。Journal of Business and Economic Statistics，13(3)，253-263。 |
| 14. | 高崇瑋、萬哲鈺(20151200)。利率期限結構與貨幣政策：臺灣的實證分析。應用經濟論叢，98，55-100。 延伸查詢 |
| 15. | 周建新、于鴻福、鍾韻琳(20040600)。臺灣公債市場之利率期限結構估計--Nelson and Siegel模型家族之比較。財金論文叢刊，1，25-50。 延伸查詢 |
| 16. | 沈大白、楊佳寧(20010900)。試估銀行放款信用價差（Credit Spread）--臺灣企業信用指標（TCRI）之應用。貨幣觀測與信用評等，31，82-89。 延伸查詢 |
| 17. | 蔡釗旻(20171200)。臺灣殖利率曲線之建構分析與利率傳遞機制之驗證--兼論臺美利率關聯性。中央銀行季刊，39(4)，47-76。 延伸查詢 |
| 18. | Assefa, Tibebe A.、Esqueda, Omar A.、Mollick, André V.(2017)。Stock Returns and Interest Rates around the World: A Panel Data Approach。Journal of Economics and Business，89，20-35。 |
| 19. | 楊寶臣、廖珊、蘇雲鵬(2012)。基於利率期限結構預測的債券組合風險管理。金融研究，388，86-96。 延伸查詢 |
| 20. | Estrella, Arturo、Mishkin, Frederic S.(1996)。The Yield Curve as a Predictor of U.S. Recessions。Current Issues in Economics and Finance，2(7)，1-6。 |
| 21. | Fernandez-Perez, Adrian、Fernández-Rodríguez, Fernando、Sosvilla-Rivero, Simón(2014)。The Term Structure of Interest Rates as Predictor of Stock Returns: Evidence for the IBEX 35 during a Bear Market。International Review of Economics and Finance，31，21-33。 |
| 22. | Han, Bing、Subrahmanyam, Avanidhar、Zhou, Yi(2017)。The Term Structure of Credit Spreads, Firm Fundamentals, and Expected Stock Returns。Journal of Financial Economics，124(1)，147-171。 |
| 23. | Ishii, Hokuto(2018)。Modeling and Predictability of Exchange Rate Changes by the Extended Relative Nelson-Siegel Class of Models。International Journal of Financial Studies，6(3)，(68)1-(68)15。 |
| 24. | Tyagi, Somya、Siddiqui, Sikandar(2017)。Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence。Asian Journal of Economics and Empirical Research，4(2)，61-67。 |
| 25. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance，25(2)，383-417。 |