書籍
1. Eviews 3 User’s Guide,1998,2nd edition,Quantitative Micro Software,USA
2. Chris Brooks,2002,Introductory econometrics for finance,Cambridge university press,UK
中文部分
1. 廖咸興,洪士珉,1995,“台灣市場不動產因子存在之研究”,管理與系統,2卷,2期,頁265-286,7月2. 彭建文,張金鶚,1998,“房地產景氣與總體經濟、金融市場關係之研究”,中華民國住宅學會第七屆年會論文集,頁43-66
3. 盧秋玲,游雅芳,1999,“不動產市場與銀行風險之探討”,中華民國住宅學會第八屆年會論文集,頁153-176
4. 盧秋玲,游雅芳,1999,“銀行股票報酬與不動產市場之探討”,Journal of Financial Studies,頁29-62,8月
5. 謝維澤,2001,“房地產景氣對保險公司股價報酬之影響-台灣市場實證”,國立政治大學,風險管理與保險學系碩士論文6. 王崇哲,2002,“銀行經營風險與不動產市場關聯性研究”,國立高雄第一科技大學,財務管理所碩士論文7. 張志民,2003,“不動產市場對銀行股價報酬之敏感性分析”,國立台灣科技大學,企業管理系碩士論文英文部分
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2. Lloyd, W. P., and Shick, R. A., 1977,“A test of Stone’s two-index model of returns”, Journal of Financial and Quantitative Analysis, pp.363-376, September
3. Morgan J. Lynge, Jr. and J. Kenton Zumwalt, 1980,“An Empirical Study Of The Interest Rate Sensitivity of Commercial Bank Returns:A Multi-index Approach”, Journal of Financial and Quantitative Analysis, Vol. XV, No.3, pp.731-742, September
4. Don M. Chance and William R. Lane, 1980,“A Re-Examination of Interest Rate Sensitivity in the Common Stocks of Financial Institutions”, The Journal of Financial Research, Vol. Ⅲ, No.1, pp.49-56, Spring
5. Mark J. Flannery and Christopher M. James, 1984,“The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions”, The Journal of Finance, Vol. XXXIX, No.4, pp.1141-1153, September
6. James R. Booth and Dennis T. Officer, 1985,“Expectations, Interest Rates, and Commercial Bank Stocks”, The Journal of Financial Research, Vol. Ⅷ, No.1, pp.51-58, Spring
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8. Cummins, J. David and Scott E. Harrington, 1988,“The Relationship Between Risk and Return: Evidence for Property-Liability Insurance Stocks”, The Journal of Risk and Insurance, Vol.55, No.1, pp.15-31, March
9. Brewer, Elijah and Cheng Few Lee, 1990,“An Intra-cyclical Analysis of the Risk sensitivity of Bank Stock Returns”, Quarterly Journal of Business & Economics, Vol.29, pp.125-143
10. Bae, Sung C., 1990,“Interest Rate Changes and Common Stock Returns of Financial Institutions:Revisited”, The Journal of Financial Research, Vol. XIII, No.1, pp.71-79, Spring
11. Srinivas R. Akella and Su-Jane Chen, 1990,“Interest Rate Sensitivity of Bank Stock Returns:Specification Effects and Structural Changes”, The Journal of Financial Research, Vol. XIII, No.2, pp.147-154, Summer
12. Yourougou, P., 1990,“Interest rate risk and the pricing of depository financial intermediary common stock”, Journal of Banking and Finance, Vol. 14, pp.803-820
13. Kohers and Nagy, 1991,“An Examination of the Interest Rate Sensitivity of Commercial Bank Stock”, Vol.1, pp.23-34
14. Allen, T., J. Madura and K. Wiant, 1995,“Commercial Bank Exposure and Sensitivity to the Real Estate Market”, Journal of Real Estate Research, PP.128-140
15. Ling T. He, F.C. Neil Myer and James R. Webb, 1996,“The Sensitivity of Bank Stock Returns to Real Estate”, Journal of Real Estate Finance and Economics, Vol.12, pp.203-220
16. Ling T. He, F.C. Neil Myer and James R. Webb, 1997,“The Sensitivity of Bank Stocks to Mortgage Portfolio Composition”, Journal of Real Estate Research, Vol.13, No.1, pp.17-31
17. Dinenis, E. and S.K. Staikouras, 1998,“Interest rate Changes and common stock returns of financial institutions: evidence from the UK”, The European Journal of Finance, Vol.4, pp.113-127
18. Miller, Merton H., 1998,“The Current Southeast Asia Financial Crisis”, Pacific-Basin Finance Journal, Vol.6, pp.225-233
19. Moreno, Ramon, 1998,“What caused East Asia’s Financial Crisis?”, FRBSF Economic Letter, Vol. 98, Issue 24
20. Daniel C. Quan and Sheridan Titman, 1999,“Do Real Estate Prices and Stock Prices Move Together? An International Analysis”, Real Estate Economics, Vol.27, No.2, pp.183-207
21. Johnston, Jarrod and Jeff Madura, 2002,“The Relevance of a Real Estate Factor in Modeling Insurance Company Returns”, Journal of Real Estate Portfolio Management, Vol.8, No.2, pp.97-106
22. Ling T. He and Alan K. Reichert, 2003,“Time Variation Paths of Factors Affecting Financial Institutions and Stock Returns”, Atlantic Economic Journal, Vol.31, No.1, pp.71-87, March