| Reference: | 一、中文部分
1. 「保險業資金運用之研究」，保險事業發展中心，民國78年
2. 江朝國，「保險業之資金運用」，保險事業發展中心，民國88年7月
3. 林茂文，「時間數列分析與預測」，台北，華泰
4. 袁宗蔚，「保險學」，台北，三民
5. 張金鶚，「房地產投資與決策分析」，台北，華泰，民國86年7月
6. 張金鶚、洪慧燕、賴璧瑩、羅人仙、陳荔芬，「房地產景氣指標之研究」，國科會研究計劃，民國78年10月
7. 陳雲中，「保險學」，台北，五南
8. 廖咸興、李阿乙、梅建平，「不動產投資概論」，台北，華泰
9. 王健安，「房地產景氣與總體經濟景氣關係之研究」，政治大學地政所碩士論文，民國84年6月
10.宋榮晢，「金融機構股票報酬之利率風險衡量實證研究」，中興大學企管所碩士論文，民國84年6月
11.呂明珠，「利率變動對台灣上市銀行股票報酬及獲利之影響」，台灣大學財金所碩士論文，民國82年7月
12.李虹瑾，「壽險業資金投入不動產市場之方式與模擬投資組合績效評估」，政治大學保研所碩士論文，民國87年7月
13.徐有維，「利率及利率波動對銀行股票超額報酬之影響—GARCH-M模型之應用」，高雄第一科技大學金融所碩士論文，民國87年7月
14.張佩湘，「壽險公司可用資金之結構分析」，政治大學保研所碩士論文，民國86年6月
15.張欣惠，「利率變動對台灣上市銀行股價之影響—二因子模型之實證研究」，東海大學管研所碩士論文，民國86年5月
16.陳文燦，「利率變動對股票價格影響之實證研究」，政治大學企管所碩士論文，民國76年6月
17.陳忠勤，「利率變動對銀行價值影響之研究」，中興大學企管所碩士論文，民國81年6月
18.游岩星，「上市銀行普通股報酬之利率敏感性分析—期限差距假說的檢定」，台灣大學財金所碩士論文，民國82年6月
19.曾雅梅，「我國壽險業從事房貸業務之研究」，政治大學保研所碩士論文，民國85年6月
20.黃淑芳，「上市保險公司股票報酬之利率敏感性—台灣市場之實證」，逢甲大學保險所碩士論文，民國89年7月
21.葉純言，「上市銀行股票報酬之利率敏感性分析」，淡江大學管科所碩士論文，民國84年7月
22.蔣榮源，「壽險公司資金運用於不動產投資之研究」，政治大學保研所碩士論文，民國83年5月
23.羅國南，「台灣房地產景氣與股價關係性之研究」，中興大學企研所碩士論文，民國80年6月
二、英文部分
1. Akella, Srinivas R., and Su-Jane Chen,“Interest Rate Sensitivity of Bank Stock Returns: Specification Effects and Structural Changes”, Journal of Financial Research, Vol. 13, Summer 1990, pp.147~154.
2. Bae, Sung C. ,“Interest Rate Changes and Common Stock Returns of Financial Institution:Revisited” , Journal of Financial Research, Vol. 13, No. 1, Spring 1990, pp.71~79.
3. Booth, J. R., D. Tennis Officer,“Expectations, Interest Rates, and Commerial Bank Stocks”, Journal of Financial Research, Spring 1984, pp51~58.
4. Booth, J. R., D. T. Officer, and Glenn V. Henderson,“Commercial Bank Stocks, Interest Rates, and Systematic Risk”, Journal of Economics & Business, Vol. 37, Dec 1985, pp.303~310.
5. Brewer, Elijah, and Cheng Few Lee,“An Intra-cyclical Analysis of the Risk Sensitivity of Bank Stock Returns”,Quarterly Journal of Business & Economics, Vol. 29, Autumn 1990, pp.125~143.
6. Chance, D. M., and W. R. Lane,“A Re-Examination of Interest Rate Sensitivity in the Common Stock of Financial Institutions”, Journal of Financial Research, Vol. 13, Spring 1980, pp.49~56.
7. Chen, Carl R., and Chan,“Interest Rate Sensitivity, Asymmetry, and the Stock Returns of Financial Institutions”, Financial Review, Vol.24, Aug 1989, pp.457~473.
8. Ferson, W. E.,“Changes in Expected Security Returns, Risk, and the level of Interest Rates”, The Journal of Finance, Vol. XLIV, No.5, December 1989, pp.1191~1217.
9. Flannery, Mark J., and Christopher M. James,“The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions”, The Journal of Finance, Vol.39. No. 4, September 1984, pp.1141~1153.
10. He, Ling T., F. C. Neil Myer, and James R. Webb,“The Sensitivity of Bank Stock Returns to Real Estate”, Journal of Real Estate Finance and Economics, Vol.12, 1996, pp203~220.
11. Kallberg, Jarl C., Crocker H. Liu and D. Wylie Greig,“The Role of Real Estate Investment in Insurance Company Portfolios” , The financial dynamics of the Insurance Industry, pp. 379~399.
12. Kohers, Theodor, and Robert Nagy,“An Examination of the Interest Rate Sensitivity of Commercial Bank Stock”, Review of Financial Economics, Vol. 1, Fall 1991, pp23~34.
13. Liu, Crocker H., and Jianping Mei,“The Predictability of Returns on Equity REITs and Their Co-movement with other assets”, Journal of Real Estate Finance and Economics, Vol. 5,1992, pp.400~418.
14. Lloyd, W. P., and R. A. Shick,“A Test of Stone’s Two Index Model of Return”, Journal of Financial and Quantitative Analysis, Vol. 11, Sept 1977, pp363~376.
15. Lynge, Morgan J., and J. Kenton Zumwalt,“An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-index Approach”, Journal of Financial and Quantitative Analysis ,Vol. 15, No.3, Sept 1980, pp731~742.
16. Mei, Jianping and Ahyee Lee,“Is Three a Real Estate Factor Premium”, Journal of Real Estate Finance and Economics, Vol. 9, 1994, pp.113~126.
17. Mei, Jianping, and Anthony Saunders,“Bank Risk and Real Estate: An Asset Pricing Perspective”, Journal of Real Estate Finance and Economics, Vol. 10, 1995, pp.199~224.
18. Mei, Jianping, and Anthony Saunders,“The Time-Variation of Risk Premiums on Insurance Company Stock”, The financial dynamics of the Insurance Industry, pp. 399~425.
19. Neuberger, Jonathan A.,“Risk and Return in Banking: Evidence from Bank Stock Returns” Economic Review. Fall 1991, pp18~30.
20. Stone, Bernell K.,“Systemic Interest Rate Risk in a Two-index Model of Returns” Journal of Financial and Quantitative Analysis. Nov 1974, pp.709~721.
21. Sweeney Richard J. and Arthur D. Warga,“The Pricing of Interest Rate Risk: Evidence from the Stone Model”, The Journal of Finance, June 1986, pp. 393~410.
22. Yourougou, Pierre,“Interest Rate Risk and the Pricing of Depository Financial Intermediary Common Stock: Empirical Evidence”, The Journal of Banking & Finance, Vol. 14, Oct 1990, pp.803~820. |
