| Reference: | 參考文獻
一、英文部份
1. AGMON, Tamir, "The Relations Among Equity Markets:A Study of Share Prile Co-movements In The United States, United Kingdom, Germany And Japan" Joural
of finance, Sep. 1972, pp. 839-856.
2. Blanchard, O. J. "Speculative Bubbles, Crashed and Rational Expectations", Economic Letters 3, 1979,pp. 387-389.
3. Blanchard, O. J. & Watson, M.W. "Bubbles, Rational Expectations and Financial Markets", NBER Working Paper #945, July, 1982.
4. Chen, Nai-Fu, Roll, Richard, Ross Stephen A.,"Economic Forces and the Stock Market". Journal of Business. 1986, Vol. 59.PP. 383-403.
5. Cutler,M. David, Poterba, M. James, Summers, H. Lawrence, "What Moves Stock Prices?" NBER Working Paper #2538, March, 1988.
6. Diba, B. T. & Grossman, H.I., "On the Inception of Rational Bubbles", The Quarterly Journal of Economics, Aug, 1987, pp. 697-701.
7. Diba, B.T. & Grossman, H.I. "Explosive Rational Bubbles In Seock Prices? "American Economic Review, June,1988, pp.520-530.
8. Dickey, David & Fuller, Wayne, "Likelihood Ratio Statistics for Autoregressive Time Series With a Unit Root", Econometrica, July, 1981, 49. pp. 1057-1072.
9. Engle, R. F. & Granger C. W. J., "Co-integration and Error Correction: Representation, Estimation, And Testing", Ecnometrica, March, 1987, pp. 251-276.
10. Eun, C.S. & Resnick, B. G., "Estimating the Correlation Structure of International Share Prices", Journal of Finance, Dec. 1984,pp. 1311-1324.
11. Flood, R. P. & Garber, P. M., "Market Fundamentals Versus Price-Level Bubbles: The First Test",Journal of Political Economy, 1980, Vol. 88,pp. 745-770.
12. Grubel, H. G. & Fadner, K.,"The Interdependence of Inernational Equity Markets" Journal of Finance 1971, 3, pp. 89-94.
13. Hamilton, J. D., "On the Testing for Self-Fulfilling Speculative Price Bubbles", International Economic Review Vol. 27. No.3. Oct. 1986, pp. 545-552.
14. Kaplanis, E. C., "Stability and Forecasting of the Comovement Measures of International Stock Market Returns", Journal of International Money & Finance 1988, 7, pp. 63-75.
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18. Ripley, D. M., "Systematic Elements in the Linkage of National Stock Market Indices", Review of Economics & Statistics, Aug. 1973, pp. 356-361.
19. West, K. D.,"A Specification Test For Speculative Bubbles", The Quarterly Journal of Economics,Aug. 1987, pp. 553-580.
二、中文部份
1.鄭鴻章，「匯率估計與預測之研究──台灣實證分析」，國立政治大學國際貿易研究所碩士論文，民國76年。
2.蔡麗茹，「台灣總體經濟變數之因果關係檢定」，國立政治大學國際貿易研究所碩士論文，民國77年。
3.張國江，「台灣與國外股票市場價格關係之實證研究」，台灣大學商學研究所碩士論文，民國77年。
4黃義璋，「股價變動的經濟領先指標分析──ARIMA Model」，交通大學管理科學研究所碩士論文，民國69年。
5.李又剛、丁誌魰，「探討1987年中、美、日、港四國股市的表現」，台北市銀月刊，77年7月。
6.________、________，「黑色星期一之後中、美、日、港四國股市之探討」，台北市銀月刊，77年10月。 |
