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中文部分
[1] 杜化宇，2006 [民95]，「資產波動對市場訊息反應不對稱之探討：NIC曲線之應用與外幣選擇權市場的證據」，國立政治大學財務金融學系，行政院國家科學委員會專題研究計畫成果報告。
[2] 李晏均，2005 [民94]，「外匯市場波動性不對稱均數返還現象之硏究」，國立台北大學企業管理硏究所碩士論文。
[3] 林怡昭，2008 [民97]，「影響亞洲國家匯率變動因素之研究」，國立政治大學經營管理碩士學程碩士論文。
[4] 林淑瑜，2009 [民98]，「不對稱條件共變異數矩陣對資產配置與風險控管的意涵」，國立中山大學財務管理研究所博士論文。
[5] 陳盈之，2003 [民92]，「市場訊息變動對外匯波動之不對稱影響與其反轉特性：選擇權市場的證據」，國立政治大學財務管理研究所碩士論文。
[6] 許碧純，2001 [民90]，「台灣地區貨幣需求再研究─金融性風險之實證分析」，國立中央大學產業經濟研究所碩士論文。
[7] 楊踐為、胥愛琦、吳清豐，2005 [民94]，「亞洲金融危機前後匯率波動不對稱現象之比較與政策意涵」，台灣管理學刊第5卷第2期，頁187-208。
[8] 謝孟錡，2005 [民94]，「實質匯率波動之因素─區域性之比較分析」，國立中山大學中山學術研究所碩士論文。
[9] 闕河士、楊德源，2005 [民94]，「股價指數期貨到期日效應之實證：以台灣股票市場為例」，Journal of Financial Studies Vol.13 No.2 August 2005，頁71-96。 |
