Reference: | 參考書目 一.中文部分: 1.吳雪娟,物價匯率與股價平價關條芝研究,台北:國立台灣大學商學研究所未出版碩士論文,民國77年6月。 2.林啟淵,貨幣供話對台灣股票市場影響之研究,台北: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。 3.林泉源,股票價格影響因素的實証研究, 台北:國立政治大學企業管理研究所未出版碩士論文,民國67年1 月。 4.林煜宗, 「市場因素對台灣証券市場之股價變動影響J ,証交資料月刊194期, 台北:台灣証券交易所出版,民國67年6月25日:頁1-9。 5. 林煜宗,現代投資學—制度理論與實證,台北:三民書局,民國74年修訂3版. 6.林鐘雄,貨幣銀行學, 台北:作者自印,民國71年7月4版。 7. 莊清芳,台灣地區貨幣供給與物價關聯之實証—多元時間時間數列模型之應用,台北:私立淡江大學管理科學研究所未出版碩士論文,民囡77年6月。 8.黃俊英,多學量份析,台北:中國經濟企業研究所,民國77年2月3版。 9. 黃水法,影響台灣地區股票價格變動因素之研究,台北:私立文化大學金業管理研究所未版碩士論文,民國75年1月。 10. 陳文燦,利率變動對股票價格影響之實証研究:國立政治大學企業管理研究所未版碩士論文,民國76年6。 11. 楊雅惠,貨幣,利率與物價之因果檢定--多變數時間數列模型之運用,台北:中華經濟研究院經濟專論(85),民國75年1月。 12. 劉子瑯,台灣地區貨幣供給與股票價格關係之實証研究,台北:國立台灣大學商學研究所未出版碩士論文,民國76年6月。 13. 劉鶯釧,多元時間數列分析法之介紹與應用」經濟論文叢刊第10輯,台北:國立台海大學經濟研究所出版,民國71年6月:頁191 -210 。 14.----「論因果關係的檢定--時間數列分析法之應用」經濟論文叢刊第11輯,台北:國立台灣大學經濟研究所出版,民國72年5月:頁149-68。 15.----「單一方程迴歸與時間數列分析」經濟論文叢刊第12輯,台北:國立台灣大學經濟研究所出版,民國73年5月:頁131-32。 16. 劉其昌,投資學,台北:華泰書局,民國77年2月,初版。 17. 錢盡忠,台灣地區匯率與股價因果關係之研究,台北: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。 18.簡濟民,「貨幣.物價及國際收支之因果檢定分析」中央銀行季刊第7卷第1期,台北:中央銀行經濟研究室出版,民國74年3月:頁8-40 。
二.英文部份 l.Cuthbertson , K., " The Supply & Demand for Money, " Econometrica 1985,pp.431-4 2.Fama, Eugene F., "The Behavior of Stock Market Prices, " Journal of Business,Jan. 1965, p. 46 3.---------------, " Random Walks in Stock Market Prices, " Financial Analyst Journal, Sep-Oct. 1965,p.56. 4.---------------, "Efficient Capital Markets: A Review of Theory and Empirical Works, " Journal of Finance, May 1970, pp. 383-417 5.---------------, Foundation of Finance. New York: Basic Books, 1976, Chapter 5 6 . Feige, Edgar L., & Douglas K. Pearce, " Economically Rationa1 Expectations :Are Innovations in the Rate of Inflation Independent of Innovations in Measure of Monetary and Fiscal Policy? " Journal of Political Economy, 1976,Vol. 84, No.3, pp.499-522 7.Friedman, Milton, " The Lag in Effect of Monetary Theory," Journal of Political Economy, Oct. 1961, pp. 447-466 8.----------------, " A Theoretical Framework for Monetary Analysis, " Journal of Political Economy, Mar-Apr. 1970, pp.193-238 9.---------------- & Anna J. Schwartz, "Money and Business Cycles, ` Review of Economic and Statistics, Supplement, Feb. 1963, pp.32-64 10.Granger, C.W.J., " Investigating Causal Relations by Econometric Models and Cross-Spectral Methods, " Econometrica, Jul. 1969, pp.424-438 11.--------------- & Paul Newbold, Forecasting Economic time Series, U.S.:academic Press, 1977 12. Gupta , Manak C., " Money Supply and Stock Prices: A Probabilistic Approach, " Journal of Financial Quantitative Analysis, Jan. 1974, pp.57-68 13. Hamburger, Michael J. & Levis A. Kochin, "Money and Stock Prices :The Channels of Influence, " Journal of Finance, May 1972,pp.231-249 14.Haugh, L.D. & Box, G.E.P., "Identification of Dynamic Regression Models Connecting Two Time Series," Journal of the American Statistical Association, 1977, Vol.72, pp. 121-130 15.Homa, Kenneth E. & Dwight M. Jaffee, " The SuPPly of Money and Common Stock Prices, " Journal of Finance, Dec.1971, pp.1046-1047 16.King, Beniamin F., " Market and Industry Factors in Stock Price Behavior, "Journal of Business, Jan. 1966, pp.139-190 17.Leffler, George L., and Loring C. Farwell, The Stock Market, 3rd Ed. New York: Ronald Press, 1963, Chapters 32 and 34 18.Liu, L.M., Multivariate Time Series Analysis Using Vector ARMA Models. Scientific Computing Associates, 1986 19.---------, G.Hudak, G.E.P. Box, M.E. Muller, and G.C. Tiao. The SCA Statistical Systim Reference Manual for Forecasting and Time Series Analysis,Version 3, Scientific Computing Associates, 1986 20.Lorie, J.H., Dodd, P. & Kimpton M.H., The Stock Market: Theories and Evidenca, 2nd ed., Homewood: Richard D. Irwin, 1985,Chapter 4 21. Lucas, Robert E., " An Equilibrium Model of the Business Cycle, " .Journal of Political Economy, 1975, vol. 83,No.6,pp.1113-1114 22.Nelson, Charles R., Applied Time Series Analysis: For Managerial Forecasting, Sanfransisco : Holden-Day, 1973 23.------------------ & G. William Schwert, " Tests for Predictive Relationships Between Time Series Variables: A Monte Carlo Investigation, "Journal of the American Statistical Association, Mar. 1982,pp.11-18 24.Palmer, Michael, " Money Supply, Portfolio Adjustments and Stock Prices," Financial Analysts Journal, Jul.-Aug.1970,pp.19-22 25.Pierce. D.A .. " Relationships and the Lack Thereof Between Economic Time Series. with Special Reference to Money and Interest Rates. " Journal of American Statistical Association. 1977.Vol.72.pp.11-21 26.------------.nad L.D.Haugh. "Causality in Temporal Systems:Characterizations and Survey. " Journal of Econometrics 5.1977.pp.265-93 27.Plosser. C. and Schwert, G.W., " Estimation of a Noninvertible Moving Average Process: The Case of Overdiflerencing, " Journal of Econometrics 6. 1977,pp.199-224 28.Schwert. G.W., " Tests of Causality: The Message in the Innovations, " Carnegie-Rochester Conference Series on Public Policy. 1979.pp.85-8 29.Sims. C.A ., " Money. Income. and Causality. " American Economic Review.1972. Vol.62. pp.540-55 30.Sprinkel, B. `vi •• Money and Stock Markets. Homewood : Richard D. Irwin.1964 31.Stokes. H. and Neuburger, H. "The Effect of Monetary Changes on Interest Rats: A Box-Jenkins Approach. " Review of Economics and Statistics 61. 1979. pp. 534-548 32.Tanner. J. Ernest & John M. Trapani. " Can the Quantity Theory be Used to Predict Stock Prices-or is the Stock Market Efficient ?" Southern Journal of Economics. Oct. 1977. pp.261-270 33.Tiao. G.C. & G.E.P. Box. " Modeling Multiple Time Series with Application. " Journal of the American Statistical Association. Dec. 1981,pp.802-816 |