| Reference: | 一、中文部分（依作者姓名排序）
江文強（1997），股價指數期貨避險效果之研究，國立交通大學管理科學研究所碩士論文。
吳玟儀（2002），外匯期貨之最適避險比率與避險效益分析，逢甲大學財務金融學所碩士論文。
林靖文（2001），最適公債期貨避險策略之實證研究，國立高雄第一科技大學財務管理研究所碩士論文。
徐憶文（2002），動態交叉避險之研究―以新台幣兌美元匯率為例，長庚大學企業管理研究所碩士論文。
張峻銘（1998），台股指數期貨避險之實證研究―時間數列模型與技術分析之應用，東海大學管理研究所碩士論文。
盧惠盈（2002），期貨避險比率及績效分析―以外匯期貨為例，國立中正大學財務金融研究所碩士論文。
賴昌作（2000），股價指數期貨之避險比率與避險效益，國立台灣科技大學資訊管理所碩士論文。
魏志良（2002），國際股價指數期貨與現貨直接避險策略之研究，淡江大學財務金融研究所碩士論文。
二、英文部分（依作者姓氏字母排列）
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