| 期刊論文1. | Narayan, Paresh K.(2005)。The Saving and Investment Nexus for China: Evidence from Cointegration Tests。Applied Economics,37(17),1979-1990。 | 2. | Gertler, Mark、Karadi, Peter(2011)。A Model of Unconventional Monetary Policy。Journal of Monetary Economics,58(1),17-34。 | 3. | Kim, H. S.(2005)。Consumer Profiles of Apparel Product Involvement and Values。Journal of Fashion Marketing and Management: An International Journal,9(2),207-220。 | 4. | Banerjee, A.、Marcellino, M.(2006)。Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?。International Journal of Forecasting,22(1),137-151。 | 5. | Zhou, X.、Zhang, W.、Zhang, J.(2012)。Volatility spillovers between the Chinese and world equity markets。Pacific-Basin Finance Journal,20(2),247-270。 | 6. | Broock, W. A.、Scheinkman, J. A.、Dechert, W. D.、LeBaron, B.(1996)。A Test for Independence Based on the Correlation Dimension。Econometric Reviews,15(3),197-235。 | 7. | Tsay, R. S.(1986)。Time series model specification in the presence of outliers。Journal of the American Statistical Association,81(393),132-141。 | 8. | Ng, Angela(2000)。Volatility Spillover Effects from Japan and the US to the Pacific-Basin。Journal of International Money and Finance,19(2),207-233。 | 9. | Phillips, P. C. B.(1987)。Time series regression with a unit root。Econometrica: Journal of the Econometric Society,55(2),277-301。 | 10. | Nkoro, Emeka、Uko, Aham Kelvin(2016)。Autoregressive distributed lag (ARDL) cointegration technique: application and interpretation。Journal of Statistical and Econometric Methods,5(4),63-91。 | 11. | Pesaran, Hashem H.、Shin, Yongcheol(1998)。Generalized impulse response analysis in linear multivariate models。Economic Letters,58(1),17-29。 | 12. | Lin, C. H.、Shiu, C. Y.(2003)。Foreign ownership in the Taiwan stock market: An empirical analysis。Journal of Multinational Financial Management,13(1),19-41。 | 13. | 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。 | 14. | Pesaran, M. Hashem、Shin, Yongcheol、Smith, Richard J.(2001)。Bounds testing approaches to the analysis of level relationships。Journal of Applied Econometrics,16(3),289-326。 | 15. | Balcilar, M.、Bouri, E.、Gupta, R.、Roubaud, D.(2017)。Can volume predict Bitcoin returns and volatility? A quantiles-based approach。Economic Modelling,64,74-81。 | 16. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics,2(2),111-120。 | 17. | Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。 | 18. | Albagli, E.、Ceballos, L.、Claro, S.、Romero, D.(2019)。Channels of US monetary policy spillovers to international bond markets。Journal of Financial Economics,134(2),447-473。 | 19. | Andaiyani, S.、Falianty, T. A.(2018)。Spillover Effect of Global Financial Cycle To Asset Markets in Asean-5 Countries: A Structural VAR Approach。AFEBI Economic and Finance Review,2(2),1-13。 | 20. | Apostolou, A.、Beirne, J.(2019)。Volatility spillovers of unconventional monetary policy to emerging market economies。Economic Modelling,79,118-129。 | 21. | Balcilar, M.、Bekiros, S.、Gupta, R.(2017)。The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method。Empirical Economics,53(3),879-889。 | 22. | Bhatia, V.、Das, D.、Tiwari, A. K.、Shahbaz, M.、Hasim, H. M.(2018)。Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach。Resources policy,55,244-252。 | 23. | Bhattarai, K.、Negi, V.(2020)。FDI and economic performance of firms in India。Studies in microeconomics,8(1),44-74。 | 24. | Chiarella, C.、He, X. Z.、Zwinkels, R. C.(2014)。Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500。Journal of Economic Behavior & Organization,105,1-16。 | 25. | Chien, Y.、Morris, P.(2016)。PMI and GDP: Do They Correlate for the United States? For China?。Economic Synopses,6,1-2。 | 26. | Del Negro, M.、Eggertsson, G.、Ferrero, A.、Kiyotaki, N.(2017)。The great escape? A quantitative evaluation of the Fed's liquidity facilities。American Economic Review,107(3),824-857。 | 27. | Elliott, G.、Rothenberg, T. J.、Stock, J. H.(1996)。The Econometric Society。Econometrica,64(4),813-836。 | 28. | Garnitz, J.、Lehmann, R.、Wohlrabe, K.(2019)。Forecasting GDP all over the world using leading indicators based on comprehensive survey data。Applied Economics,51(54),5802-5816。 | 29. | Gorodnichenko, Y.、Svejnar, J.、Terrell, K.(2014)。When does FDI have positive spillovers? Evidence from 17 transition market economies。Journal of Comparative Economics,42(4),954-969。 | 30. | Haitsma, R.、Unalmis, D.、De Haan, J.(2016)。The impact of the ECB's conventional and unconventional monetary policies on stock markets。Journal of Macroeconomics,48,101-116。 | 31. | Hasan, A.、Nasir, Z. M.(2008)。Macroeconomic factors and equity prices: An empirical investigation by using ARDL approach。The Pakistan Development Review,47(4),501-513。 | 32. | Jeong, K.、Härdle, W. K.、Song, S.(2012)。A consistent nonparametric test for causality in quantile。Econometric Theory,28(4),861-887。 | 33. | Khan, M. K.(2019)。Impact of exchange rate on stock returns in Shenzhen stock exchange: Analysis through ARDL approach。International Journal of economics and management,1(2),15-26。 | 34. | Kim, J. Y.、Park, W. Y.(2021)。Impact of Uncertainty Created by the US post-QE Monetary Policy on Emerging Economies。Seoul Journal of Economics,34(4),481-497。 | 35. | McMillan, D. G.(2021)。Forecasting US stock returns。The European Journal of Finance,27(1/2),86-109。 | 36. | Nishiyama, Y.、Hitomi, K.、Kawasaki, Y.、Jeong, K.(2011)。A consistent nonparametric test for nonlinear causality: Specification in time series regression。Journal of Econometrics,165(1),112-127。 | 37. | Papadamou, S.、Kyriazis, Ν. A.、Tzeremes, P. G.(2020)。US non-linear causal effects on global equity indices in Normal times versus unconventional eras。International Economics and Economic Policy,17(2),381-407。 | 38. | Rogers, J. H.、Scotti, C.、Wright, J. H.(2014)。Evaluating asset-market effects of unconventional monetary policy: a multi-country review。Economic Policy,29(80),749-799。 | 39. | Setiawan, K.、Manurung, Adler Haymans、Usman, Bahtiar(2022)。Impacts of US Monetary Policy, Domestic Micro and Macro Variables on the Indonesia Stock Market during Quantitative Easing Period in 2008-2020。Turkish Journal of Computer and Mathematics Education,13(1),164-174。 | 40. | Singh, N.、Jain, S.、Sharma, P.(2015)。Motivations for implementing environmental management practices in Indian industries。Ecological Economics,109,1-8。 | 41. | Syed, Q. R.、Malik, W. S.、Chang, B. H.(2019)。Volatility spillover effect of federal reserve's balance sheet on the financial and goods markets of Indo-Pak Region。Annals of Financial Economics,14(3)。 | 42. | Teresiene, D.、Keliuotyte-Staniuleniene, G.、Liao, Y.、Kanapickiene, R.、Pu, R.、Hu, S.、Yue, X. G.(2021)。The impact of the COVID-19 pandemic on consumer and business confidence indicators。Journal of Risk and Financial Management,14(4)。 | 43. | Tsuchiya, Y.(2012)。Is the purchasing managers' index useful for assessing the economy's strength? A directional analysis。Economics Bulletin,32(2),1302-1311。 | 44. | Ugurlu‐Yildirim, E.、Kocaarslan, B.、Ordu‐Akkaya, B. M.(2021)。Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis。International Journal of Finance & Economics,26(2),1724-1738。 | 會議論文1. | Pesaran, M. H.、Shin, Y.(1998)。An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis?。Econometric Society Monographs。Cambridge:Cambridge University Press。371-413。 | 研究報告1. | Aprigliano, V.(2011)。The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis。Bank of Italy Temi di Discussione。 | 2. | Chodorow-Reich, G.(2014)。Effects of unconventional monetary policy on financial institutions。National Bureau of Economic Research。 | 3. | Khundrakpam, J. K.、George, A. T.(2012)。An empirical analysis of the relationship between WPI and PMI-manufacturing price indices in India。University Library of Munich。 | 4. | Miyajima, K.、Mohanty, M. S.、Yetman, J.(2014)。Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates。Bank for International Settlements。 | 圖書1. | Lahiri, K.、Moore, G. H.(1992)。Leading economic indicators: new approaches and forecasting records。Cambridge University Press。 | 2. | Morrison, C. J.(2012)。A microeconomic approach to the measurement of economic performance: Productivity growth, capacity utilization, and related performance indicators。Springer Science & Business Media。 | 單篇論文1. | Catik, A. N.,Akseki, U.,Alpaslan, B.(2017)。An Empirical Analysis of the Long-Run Relationship Among Regional House Prices in Turkey,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3093230,(3093230)。 | 其他1. | Bauer, H.,Burkacky, O.,Kenevan, P.,Mahindroo, A.,Patel, M.(2020)。How the semiconductor industry can emerge stronger after the COVID-19 crisis,https://www.mckinsey.com/~/media/McKinsey/Industries/Advanced%20Electronics/Our%20Insights/How%20the%20semiconductor%20industry%20can%20emerge%20stronger%20after%20the%20COVID%2019%20crisis/How-the-semiconductor-industry-can-emerge-stronger-after-the-COVID-19-crisis.pdf。 | 2. | Hosono, K.,Isobe, S.(2014)。The financial market impact of unconventional monetary policies in the US, the UK, the Eurozone, and Japan,Policy Research Institute, Ministry of Finance Japan。,https://ideas.repec.org/p/mof/wpaper/ron259.html。 | 3. | Liu, Q.,Lu, R.,Lu, Y.,Luong, T. A.(2015)。Is free trade good or bad for innovation?,https://www.freit.org/WorkingPapers/Papers/FirmLevelTrade/FREIT1096.pdf。 | |