| Reference: | 一、中文部份
李昇鑫，我國實施不動產證券化之探討，國立台灣大學財務金融學研究所碩士論文，2001。
梅原一哲，亞澳國家不動產投資信託之研究，國立台灣大學財務金融學研究所碩士論文，2004。
陳旭昇，時間序列分析－總體經濟與財務金融之應用，東華書局，2007。
楊奕農，時間序列分析－經濟與財務上之應用，雙葉書廊有限公司，2005。
謝文倩，不動產證券化之研究，國立台灣大學財務金融學研究所碩士論文，2003。
二、英文部分
Alan B. Larsen and Grant R. Mcqueen, 1995, REITs, Real Estate, and Inflation: Lessons from the Gold Market, Journal of Real Estate Finance and Economics, 10, 285-297.
Adrangi Bahram, Arjun Chatrath, and Kambiz Raffiee, 2004, REITs Investments and Hedging Against Inflation, Journal of Real Estate Portfolio Management, 10, 97-112.
Arjun Chatrath and Youguo Liang, 1998, REITs and Inflation: A Long-Run Perspective, Journal of Real Estate Research, 16, 311-325.
Chan. K. C., P. H. Hendershott and A. B. Sanders, Risk and Return on Real Estate: Evidence from Equity REITs, The Journal of the American Real Estate and Urban Economics Association, 1990, 18, 431-452.
Chen, K. and D. Tzeng, Interest-Rate Sensitivity of Real Estate Investment Trusts, Journal of Real Estate Research, 1988, 3, 13-22.
Fama, E., and G. Schwert, 1977, Asset Returns and Inflation, Journal of Financial Economics, November, , 5, 115–146.
Fisher, Irving, 1930, The Theory of Interest, (MacMillan, New York )
Glascock, John L., Chiuling Lu, and Raymond W. So, 2002, REITs Returns and Inflation: Perverse or Reverse Causality Effects? Journal of Real Estate Finance and Economics, 24, 301-317.
Granger, Clive W. J. 1969, Investigating Causal Relations by Econometric Model and Cross Spectral Methods. Econmetrica, 37, 424-438
Hartzell, D., J. Heckman and M. Miles, 1987, Real Estate Returns and Inflation, AREUEA Journal,15:1, 617–637.
Hodrick, R. J. and E. C. Prescott, 1980, Postwar U.S. Business Cycles: An Empirical Investigation, Discussion Paper 451, Carnegie-Mellon.
Hodrick, R. J. and E.C. Prescott, 1997, Postwar U.S. Business Cycles: An Empirical Investigation.” Journal of Money, Credit, and Banking, Vol. 29, pp. 1-16.
Johansen, S. and K. Juselius, Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 1990, 52, 169-210.
Liu, C.H., Hartzell, D.J. and Hoesli, M. E., 1997, International Evidence on Real Estate Securities as an Inflation Hedge, Real Estate Economics, 25, 2, 193-222
Murphy, J. and R. Kleiman, 1989, The Inflation-Hedging Characteristics of Equity REITs: An Empirical Study, Quarterly Review of Economics and Business, 29, 95-101.
Park, J., D. Mullineaux and I. Chew, Are REITs Inflation Hedges?, Journal of Real Estate Finance and Economics, March 1990, 3, 91–103.
Phillips, P.C. B. and P. Perron, 1986, Testing for Unit Roots in Time Series Regression, Discussion Paper, New Haven, CT: Yale University.
Simon Stevenson, 2001, A-Re-Examination of the Inflation-Hedging Ability of Real Estate Securities: Empirical Tests Using International Orthogonalized & Hedged Data, International Real Estate Review, 4, 26-42.
Yobaccio, E., J. Rubens and D. C. Ketcham, 1995, The Inflation-Hedging Properties of Risk Assets: The Case of REITs, Journal of Real Estate Research, 10, 279-296.
三、參考網站
台灣中央銀行：http://www.cbc.gov.tw/
寶來全球不動產證券化基金介紹：http://sitc.polaris.com.tw/WEB/REITS-web/
EPRA - European Public Real Estate Association: http://www.epra.com/body.jsp
FTSE The Index Company: http://www.ftse.com/index.jsp
National Association of Real Estate Investment Trusts: http://www.reit.com/ |
