| Reference: | 參考文獻
中文部份:
1.林炯垚，「投資有價資產及對抗通貨膨脹:理論與實證」，管理評論，第四卷第四期，74年12月。
2.甘正宗，「貨幣市場專題研究(3)－國庫券」，台北市票券金融事業協會編，75年2月。
3.李孟茂，「貨幣市場專題研究(5)－可轉讓定期存單」，台北市票券金融事業協會編，75年6月。
4.中興票券公司，「貨幣市場十年」，75年5月。
5.林茂文，「時間數列分析與預測」，華泰圖書文物公司，75年10月再版。
外文部份:
l. Walter Vandaele, "Applied Time Series and Box-Jenkins Models", Academic Press, 1983.
2. Eugene F. Fama, "Short-Term Interest Rates as Predictors of Inflation", The American Economic Review (1975).
3. Eugene F. Fama & G. William Schwert, "Asset Returns and Inflation", Journal of Financial Economics 5(1977) .
4. Charles R. Nelson & G. William Schwert, "Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant", American Economic Review, Vol.67, No.3, 1977.
5. Kenneth GarBade & Paul Wacheel, "Time Variation in the Relationship Between Inflation and Interest Rates", Journal of Monetary economics, No.5(1978)
6. Equgene F. Fama & G. William Schwert, "Inflation Interest and Relative Prices", Journal of Business Vol. 52, No. 2, (1979)
7. Eugene F. Fama & Michael R. Gibbons, "Inflation, Real Returns and Capital Investment", Journal of Monetary Economics 9, (1982)
8. G. William Schwert, "The Adjustment of Stock Price to Information About Inflation", The Journal of Finance , Vol.36, No.1 (1981).
9. N. Bulent Gultekin, "Stock Market Returns and Inflation: Evidence from Other Countries", The Journal of Finance, Vol.38, No.1, 1983
10. Richard Roll, "Interest Rate on Monetary Assets and Commodity Price Index Changes", The Journal of Finance, Vol.38, No.2 (1983).
11. Eugene F. Fama & Michael A. Gibbons, "A Comparison of Inflation Forecasts", Journal of Monetary Economics 13 (1984) |
