期刊論文

學年期 標題 更新時間
096 / 1 Enhancing Forecast Accuracy by Using Long Estimation Periods 2015/03/03
091 / 2 國際股市報酬關聯性與波動傳遞不對稱現象之研究 2010/06/16
093 / 1 以風險值的觀點探討現行信用交易之最低擔保維持率 2010/06/16
093 / 2 時間數列模型對股價指數報酬率預測性之再評估 2010/06/16
088 / 1 貨幣政策與股票報酬之關係-臺灣實證研究 2010/06/16
088 / 2 非預期性衝擊對實質產出之實證檢視 2010/06/16
091 / 2 外資交易行為、股市及匯市動態關係之研究 2010/06/16
087 / 1 貨幣政策對產出之不對稱效果-台灣之實證研究 2010/06/16
092 / 1 臺灣上市公司資本大小與產業別之庫藏股宣告效果 2010/06/16
086 / 2 A three-stage maximum likelihood estimator for the censored regression model 2010/06/16
091 / 1 貨幣政策對股價報酬之不對稱效果 2010/06/16
089 / 1 臺灣股市與國際股市共移性之研究 2014/05/23
093 / 2 Removal of an investment restriction: the "B" share experience from China's stock markets 2010/06/16
093 / 2 Studies on the Effect of Trading Volume and Return Volatility on Call Warrants and Underlying Stocks in Taiwan 2012/03/08
093 / 1 風險貼水對短期遠匯避險績效之影響探討 2010/06/16
094 / 1 以風險值觀點評論現行信用交易最低擔保維持率水準 – 跳躍擴散模型之應用 2010/06/16
093 / 1 Hedging with Floor-traded and E-mini Stock Index Futures 2010/06/16
095 / 2 不動產投資與股匯市、利率敏感性動態分析-以日本為例 2010/06/16
092 / 2 TAIFEX與MSCI台股指數期貨與現貨直接避險策略之研究 2010/06/16
090 / 2 有效之匯率預測 2010/06/16
091 / 2 風險值的探討-外匯投資組合之應用 2010/06/16
091 / 1 檢視國際股市之緩長記憶 2010/06/16
097 / 1 The Influence of Qualified Foreign Institutional Investors on the Association between Default Risk and Audit Opinions: Evidence from the Chinese Stock Market 2012/04/17
100 / 1 Effects of Structural Changes on the Risk Characteristics of REIT Returns 2014/11/26
099 / 2 Value-at-risk estimation with the optimal dynamic biofuel portfolio 2014/12/17
098 / 1 What Proportion of Renewable Energy Supplies Is Needed to Initially Mitigate CO2 Emissions in OECD Member Countries 2020/07/13
096 / 1 When do foreign exchange markets dance together? Evidence from the New Taiwan dollar and Japanese Yen against the US dollar 2012/04/26
093 / 1 以風險值觀點評論現行信用交易最低擔保維持率水準-跳躍-擴散模型之應用 2011/10/24
096 / 2 Daily Volatility Behavior of Spot and Futures Indices in Taiwan: Evidence from an ARJI-X Model 2011/10/24
097 / 1 利率波動對國際股市報酬之不對稱性效果 2011/10/24
090 / 1 貨幣政策、外匯市場與股票市場間恆常與暫時波動性之分析 2011/10/24
098 / 1 Friend or Enemies? Foreign Investors in Taiwan 2013/10/21
095 / 2 Jump Risk of Presidential Election: Evidence from Taiwan Stock and Foreign Exchange Markets 2012/03/16
096 / 1 Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures form Abroad? 2011/10/24
097 / 1 Maturity Effect under High and Low Volatility Regimes in Taiwan Stock Index Futures 2012/04/26
100 / 1 Nonlinear adjustment of short-term deviations impacts on the US real estate market 2013/07/01
096 / 2 Nonlinear Basis Dynamics for the Brent Crude Oil Markets and Behavioral Interpretation: A STAR-GARCH Approach 2014/01/24
097 / 2 Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model 2013/12/04
096 / 1 Restricted VAR Hedging with the Presence of Multiple Breaks 2011/10/24
097 / 1 Structural Changes in Foreign Investors' Trading Behavior and the Corresponding Impact on Taiwan's Stock Market 2017/03/29
096 / 1 The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission between the Stock and Exchange Rates in Taiwan 2015/04/08
094 / 2 The Relationship between the S&P 500 Spot and Futures Indices: Brothers or Cousins? 2014/01/01
098 / 1 Top Management Compensation and the KMV Default Risk in China 2017/05/04
098 / 2 Modeling Value-at-Risk in Oil Price Using Bootstrapping Approach 2015/04/08
094 / 2 Hedging with Zero-Value at Risk Hedge Ratio 2013/03/12
095 / 2 Is twin behavior of Nikkei 225 index futures the same? 2013/03/12
094 / 1 Estimation of Value-at-Risk under jump dynamics and asymmetric information 2013/03/12
094 / 1 Political elections and foreign investor trading in South Korea's financial markets 2013/03/12
096 / 1 Normal and abnormal information transmissions: evidence from China's stock markets 2013/03/12
093 / 1 亞洲外匯市場行為之探討--不對稱門檻GARCH模型之應用 2017/05/31
095 / 2 結構轉變跳躍模型探討股價日報酬的恆常與移轉成份 2017/05/02
088 / 1 臺灣股價之預測 2013/04/11
086 / 2 物價膨脹之動態分析--臺灣之實證研究 2013/04/11
087 / 1 貨幣政策與股價報酬之探討 2013/04/11
086 / 1 人力資源與臺灣之經濟成長 2013/04/11
092 / 2 日經225指數期貨之避險績效與最適避險策略之探討 2013/04/11
094 / 2 跳躍訊息與不對稱訊息對股價報酬的衝擊 2013/04/11
091 / 1 歐元地區即期與遠期匯率動態關連性之探討--不對稱性門檻GARCG模型之應用 2013/04/11
091 / 1 即期與遠期匯率之市場效率性再檢定 2013/04/11
088 / 2 國際股票市場共整合與動態關聯性之實證研究 2013/05/30
091 / 2 即期匯率與遠期匯率之動態關聯性 2013/05/31
091 / 2 國際間匯率波動之傳遞效果-多變量GARCH模型之應用 2013/05/31
089 / 2 臺灣匯率波動對股價報酬之影響 2013/05/30
094 / 2 Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data 2013/07/09
085 / 2 物價膨脹與經濟成長--臺灣實證分析 2013/07/11
087 / 1 匯率與股價之動態關係--香港與新加坡之實證研究 2013/07/11
094 / 1 價格跳躍下的風險值估計--以S& P 500現貨、美國30年公債期貨與布蘭特原油期貨為例 2013/07/11
101 / 2 One Gold, Two Currencies: Price Discovery between Spot Exchange Rate and Implied Exchange Rate Derived from Futures 2017/03/08
102 / 2 不動產買賣與拍賣次級市場流動性影響因素 2020/07/13
106 / 2 VIX期貨與VIX交易所交易商品價格發現的實證研究 2019/03/19
108 / 1 Whether the Multiple Bubbles Exist in the Bond Markets of Developed Countries? 2020/11/10
108 / 2 Yield Spread and Economic Policy Uncertainty: Evidence from Japan 2021/03/25
109 / 1 The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis 2022/01/12