| Reference: | 一、中文部份
1.王淑芬，投資學，初版， (台北：華泰書局，民國74年6月)。
2. 石齊平，郭照榮，當代計量經濟學，二版， (台北：作者自印，民國76年1月)。
3. 林俊文，「貨幣供給量與上市公司股票價格」，國立政治大學企業管理研究所未出版碩士論文，民國63年6月。
4. 林啟淵，「貨幣供給對臺灣股票市場影響之研究」，國立政治大學企業管理研究所未出版碩士論文，民國68年6月。
5. 林?垚，陳文燦，「利率變動對股票價格影響之研究」，中華民國第一屆證券市場發展研討會論文集，財團法人中華民國證券市場發展基金會印行，民國78年6月。
6. 林煜宗，「市場因素對台灣證券市場股價變動之影響」，證交資料，民國67年6月25日。
7. 林煜宗，現代投資學：制度、理論與實證，修訂四版. (台北：作者自印，民國77年1月)。
8. 張麗蕙，「臺灣股價波動之總體經濟因素分析」，國立政治大學國際貿易研究所未出版碩士論文，民國78年6月。
9. 郭婉容，總體經濟學， (台北：作者自印，民國75年3月)。
10. 陳明哲，「貨幣供給額與股價關係之研究」，國立政治大學企業管理研究所未出版碩士論文，民國63年6月。
11.傅桂欽，「預期物價上漲與股票報酬」，國立臺灣大學商學研究所未出版碩士論文，民國77年1月。
12. 黃俊英，多變量分析，三版， (台北：中國經濟企業研究所，民國77年2月)。
13. 黃義璋，「股價變動的經濟領先指揮分析-ARIIMA 模型分析」，國立交通大學管理科學研究所未出版碩士論文，民國69年6月。
14. 劉子郎，「臺灣區貨幣供給與股票價格關係之實證研究」，國立臺灣大學商學研究所未出版碩士論文，民國76年6月。
15. 劉壽祥，「臺灣地區貨幣供給額與股票價格關係之研究」，國立臺灣大學經濟研究所未出版碩士論文，民國69年6月。
16. 錢盡忠，「臺灣地區匯率與股價因果關係之實證研究」，國立政治大學企業管理研究所未出版碩士論文，民國77年6月。
17. 顏月珠，商用統計學，再修訂六版(台北：三民書局，民國79年8月)。
二、英文部份
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2. Barro, Robert J., "Unanticipated Money, Output, and the Price Level in the United States," Journal of Political Economy, August 1978.
3. Box, George E.P., and Gwilym M. Jenkins, Time series Analysis: Forecasting and Control, Rev. ed., (San Francisco:Holden-Day,1977).
4. Cagan, Phillip,"The Monetary Dynamics of Hyperinflation," in Studies in the Quantity Theory of Honey, ed. Milton Friedman. (Chicago: University of Chicago Press, 1956).
5. Cochrane, D. and G; H. Orcutt, "Application of Least Squares Regressions to Relationships Containing Autocorrelated Error Terms," Journal of the American Statistical Association, vol.44, 1949, pp.32-61.
6. Dornbusch, Rudiger, and Stanley Fischer, Macroeconomics; 3rd. ed., (New York: Mcgraw-Hill, 1984).
7. Fama, Eugene F., "Stock Returns, Real Activity, Inflation, and Money," American Economic Review 71, (September 1981) ,pp.545-65.
8. Fama, Eugene F. and G. W. Schwert, "Assets Returns and Inflation," Journal of Financial Economics 5, (November 1977), pp.114-46.
9. Fama, E. E., and M. R. Gibbons, "Inflation, Real Returns, and Captial Investment, to Journal of Monetary Economics, May 1982, pp. 297-327.
10. French, Kenneth, Richard Ruback, and G. William Schwert, "Effects of Nomina 1 Contracting on Stock Returns," Journal of Political Economy 91 (January 1983), pp.70-96.
11. Friedman, Milton, and Anna J. Schwartz, "Money and Business Cycles, "Money and Business Cycles," Review of Economic and Statistics, Supplement, Feb. 1963, pp.32-64.
12. Gordon, Robert, "Price Inertia and Policy Ineffectiveness in the United States, 1890-1980," Journal of Political Economy, December 1982.
13. Johnston, J. Econometric Methods, 3rd ed., (N. Y.: McGraw-Hi 11. 1984)。
14. Kessel, Reuben A., "Inflation Caused Wealth Redistributions: A Test of Hypothesis," American Economic Review 46, (March 1956),pp.128-41.
15. King, Benjamin F., "11arket and Industry Factors in Stock Price Behavior," Journal of Business, January 1966, pp. 139-190.
16. Koyck, L. M., Distributed Lags and Investment Analysis, North-Holland, Amsterdam, 1954.
17. Lorie, James H., Peter Dodd and Mary Hamilton Kimpton, The Stock Market: Theories and Evidence,2nd. ed., (Homewood, Ill. : Irwin, 1985).
18. Lucas, Robert E. Jr., and Thomas J. Sargent, "After Keynesian Macroeconomics," Federal Reserve Bank of Minneapolis Quarterly Review, 1979 Vol. 3, No.2.
19. McCallum, Bennett T., Monetary Economics. 1st ed., (New York: Macmillan,1989). pp.142-143.
20. Mishkin, Frederic, "Does Anticipated Monetary Policy Matter? An Econometric Investigation." Journal of Political Economy. February 1982.
21. Modigliani, Franco, and Richard A. Cohn. "Inflation. Rational Valuation and the Market," Financial Analysts Journal (March-April 1979), pp.3-23.
22. Muth. John F., "Rational Expectations and Theory of Price Movements." Econometrica 29 (June 1961), pp.315-335.
23. Nazem. Sufi M., Applied Time Series Analysis for Business and Economic Forecasting,1st ed., (New York: Marcel Dekker. Inc.,1988).
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25. Pearce. D. K. and V. V. Roley, "Stock Prices-and Economic News," Journal of Business , 1985, vol. 58, pp . 49-67.
26. Riehl. Heinz, and Rita M. Rodriguez, Foreign Exchange and Money Markets, 1st. ed., (New York: McGraw-Hi1l,1983).
27. Shumway, Robert H., Applied Statistical Time Series Analysis, 1st ed., (Eaglewood Cliffs, N.J . : Prentice-Hall, 1988).
28. Stonehill, Arthur I., and David K. Eiteman. Finance: An International Perspective, 1st ed., (Homewood. Ill.: Irwin, 1987).
29. Summers, Lawrence H., "Inflation and the Valuation of Corporate Equities."National Bureau of Economic Research. Working Paper 824,1981.
30. Taylor, John. "Staggered Wage Setting in a Macro Model," American Economic Review, May 1979.
31. Van Horne, James C., Financial Market Rates and Flows, 3rd. ed., (N.J.: (Prentice-Hall, 1998). |
