| Reference: | 一、中文部份
1.金融人員研究訓練中心，「美國公債期貨市場」，金融研訓叢書之四十八，民國八十年十一月初版。
2.侯金英，「利率自由化與貨幣政策」，產業金融，第七十二期，民國八十年九月，頁12-160
3.黃天麟，「金融市場」，民國七十八年九月再版。
4.劉弘毅，「如何運用外匯期貨來規避新臺幣兌美元的匯率風險」 ，輔仁大學管理科學研究所未出版碩士論文，民國七十八年六月。
5.羅際禎，「債券期貨規避利率風險之研究」，政治大學企業管理研究所未出版碩士論文，民國八十一年六月。
二、英文部份
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14 . Johnson, L.L., "The Theory of Hedging and Speculation in Commodity Futures" ,Review of Economic Studies,Vol.27,1960 。
15 .Khoury ,Nabil T. and Martel, Jean-Marc, "Optimal Futures Hedging in the Presence of Asymmetric Information", Journal of Futures Markets,Vol.5, No. 4,1985 , pp.595-605 。
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17.Markowitz, H., “Portfolio Selection”, Journal of Finance,Vol.8,1952,pp.77-91。
18.Meese,R.A., and Rogoff, K., "Empirical Exchange Rate Models of The Seventies: Do they fit out of sample?", Journal of International Economics, Vol.14,1983 。
19.Pitts,M., "Cross-Hedging, Hedge Effectiveness, and The Trade-off Between Risk and Return" ,Advances in Futures and Options Research,Vol.1,Part b, 1986, pp.29-47。
20.Senchack,A.J. land Easterwood, J.C., "Cross-Hedging CDs with Treasury Bill Futures", ,Journal of Futures Markets ,Vol .3,Winter 1983,pp.429-38 。
21.Smith,C.W., and Stulz, R.M.," The Determinants of Firms, Hedging Policies", Journal of Financial and Quantitative Analysis, Vol .20,No.4,December
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22.Stulz,R.M., "Optimal Hedging Policies" Journal of Financial and Quantitative Analysis, Vol. 19,No.2 , December 1984, pp .1 27-40 。
23.Stein,J.L.,"The Simultaneous Determination of Spot and Futures Price", American Economic Review 51,December 1961,pp.1012 - 25 。
24.Working,H., "Futures Trading and Hedging " ,American Economic Review, June 1953。
25.Yen ,S.H., "Cross-Hedging Foreign Interest Rates with U.S. Financial Futures, Ph.D. Dissertation, The Ohio State University ,1989。 |
