| Reference: | 參考書目及期刊
中文部份:
1.行政院經濟建設委員會編"國際經濟情勢"，"經濟研究處編印"1977，1978,1979，1980，1981,1982，1983，1984,1985年。
2.林芸萱，"台灣地區油品價格調整對證券市場股票價格影響之實證研究"，(國立政治大學，碩士論文，1987)
二、英文部份:
1. ARTICLES
Agmon, Tamir. "The relationships among Equity Markets: A study of Share Price Co-Movements in The United States, United Kingdom, Germany, and Japan." Journal of Finance (September 1972): 839-855.
Agmon, Tamir. "Country Risk: The Significance of the Country Factor for share Price Movements in the u. K., Germany and Japan." Journal of Business (January 1973): 24-32.
Bertonenche, Marc L. "Spectral analysis of Stock Market Prices." Journal of Banking and Finance 3 (1979): 201-208.
Bertonenche, Marc L. “An Emperical Analysis of the Interrelationships Among Equity Markets Under changing Exchange Rate systems." Journal of Banking and Finance 3 (1979): 201-208.
Brada, Josef C. , and Mendez Jose A. "Economic Intergration Among Developed and Developing and Centrally Planned Economies: A Comparative Analysis." The Review of Economics and Statistics (1985): 549-556.
Chamberlain, Gary and Rothschild Micheal. "Arbitrage, Factor Structure, and Mean Variance Analysis of Large Asset Markets." Econometrica. 51, no. 5. (September 1983): 1281-1304.
Cho, D. Chinhyung. "On Testing the Arbitrage Pricing. Theory: Inter-Battery Factor Analysis." Journal of Finance XXXIX, no, 5. (December 1984) : 1485-1502.
Cho, D. Chinhyung; Eun S. Choel; and Senbet Lemma S. "International Arbitrage Pr?cing Theory: An Emperical Investigation." Journal of Finance XLI, no. 2. (June 1986): 313-328.
Errunza, Vihang R. "Gains from Portofolio Diversification into Less Developed Countries` Securities." Journal of International Business Studies (Vinter 1977) : 55-65,
Errunza, Vihang R. "Gains from Portofolio Diversification into Less Developed countries` Securities: A Reply" Journal of international Business Studies (Winter 1977): 117-123.
Eun, Cheol S. , and Resnick Bruce G. "Estimating the Corre1ation structure of International Share Frices. " Journal of Finance xxxix, no. 5. (December 19842; 1311-1324.
Friend, Irwin, and Losq. Etienne. "Advantages and Limitations of International Portofolio Diversification. " In International Finance and Trade, Vol II. pp. 3-15. Edited by Marshall Sarnat and Giorgio P. Szego. Massachusets: Ballinger. , 1979.
George, A. M. and Ittoop V. M. "International Portofolfo Diversification: Risks and Returns, " In International Finance Handbook," Vol II. 8. 3. 5. Editied by George and Giddy. John Wiley, 1983.
Grubel, Herbert G. "Internationally Diversified Portofolios: Welfare Gains and Capital FIows." Journal of Finance The American Economic review 58 (December 1968): 89-94.
Hilliard, Jimmy E. "The Relationship Between Equity Indices on World Exchanges." Journal of Finance XXXIX no. 1. (March 1979): 103-114.
Kryzanowski, Lawrence and To chau Minh. "General Factor Models and the structure of Security Returns." Journal of Financial and Quantitative Analysts 18, no. 1. (1983): 31-51.
Lessard, R. Donald. "International Portofolio Diversificaton: A Multivariate Analysis for a Group of Latin American countries." Journal of Finance (1973): 619-633.
Lessard, R. Donald. “World, National, and Industry Factors in Equity Returns." Journal of Finance. XXIX, 1. (1974) : 379-398.
Levy, Haim and Sarnat Marshall. "International Diversification of Investment Portofolios, " The American Economic Review (September 1970): 668–675.
Levy, Haim and Sarnat Marshall. "Devaluation risk and the Portoflio Analysis of International Investment." In International capital Markets, Vol 1. pp. 177-206. Edited by Edwin J. Elton, and Martin J. Gruber, Oxford: North-Holland. , 1975.
Liang, K. S. and Liang C. I. H. "Trade Strategy and Industrial Policy in Taiwan, " Paper presented at "U.S. Policy Toward the Emerging Industrial countries," N. Y., November, 1985.
MacCallum, Robert. "A comparison of Factor Analysis Programs in SPSS, BMDP, and SAS." Psychometrika. 48, no. 2. (June 1983): 223-231.
Maldonado, Rita, and Saunders Anthony. “International Portofolio Diversification and the Inter-Temporal Stability of International stock Market Reltionships, 1957-78. " Financial Management 10, no. 4. (Autumn 1931): 54-63.
McDonald, John G. "French Mutual Fund Performance: Evaluation of Internationally-Diversified Portofolios." Journal of Finance (December 1973): 1161-1180.
Panton, Don B. : Lessig V. Parker; and Joy O. Maurice. “Comovement of International Equity Markets: A Taxonomic Approach." Journal of Financial and Quantitative Analysts (September 1976): 415-432.
Philippatos, G. C. : Christofi A.; and Christofi P. "The Inter-Temporal Stability of International stock Market Relationships: Another view.” Financial Management. (Winter 1933) : 63-69.
Reilly, Frank K. "Evidence Regarding A Segmented Stock Market." Journal of Finance (June 1972): 607-624.
Ripley, Duncan M. "Systematic Elements in the linkage of National stock Market indices.” The Review of Economic and Statistics 55. (1973): 356-361.
Wade, Robert. "East Asian Financial Systems as a challenge to Economics: Lessons from Taiwan.” California Management Review XXVII, 4. (Summer 1985): 106-127.
2. BOOKS
Cureton, Edward E., and D`agostino Ralph B. FACTOR ANALYSIS: An Applied Approach, New Jersey: Lawrence Erlbaum Associates, 1983.
Dillon, William R. , and Goldstein Matthew. MULTIVARIATE ANALYSIS: Methods and Applications, New York: Wiley, 1984.
Dunteman, George H. Introduction to Multivariate Analysts, California: Sage, 1984.
Eiteman, David K., and Stonehill Arthur I. Multinational Business Finance, IV ed. California: Addison-Wesley, 1986.
Harman, Harry H. Modern Factor analysis, III ed. Chicago: University of Chicago, 1976.
Jacob, Nancy L. , and Petit R. Richardson. Investments. Illinois: Richard D. Irwin, 1985.
Kendall, Sir Maurice., and Stuart Alan. The Advanced Theory of Statistics. IV ed, III vol. 1977.
Solnik, Bruno H. EUROPEAN CAPITAL MARKETS: Toward a General Theory of International Investment. Massachusetts: Lexington Books, 1973. |
