一、中文部分
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李承翰(1988),「金融風暴期間東亞各國股匯市之整合關係」,國立成功大學企管系碩士論文。李崇主與劉祥熹 (2000),「台灣地區外資,匯率與股價聯性之研究:VAR 與VECM 之應用」,證券市場發展,第十二卷第三期,第1-41頁。
何國誠(2004),「金融風暴前後亞洲四小龍與美、日間股匯市之整合性及相互關聯性」,國立中興大學財務金融研究所碩士論文。高志宏(2003),「台灣、日本、韓國股匯市與美國股市相關性之實證研究-GARCH-in-Mean模式之應用」,東吳大學經濟學系碩士論文。殷惠緡(2001),「股價與匯價關聯性分析---多變量GARCH模式運用」,淡江大學財務金融學系碩士論文。郭耀成(1996),「股價與匯率長短期關係之探討」,國立中正大學企業管理研究所碩士論文。黃伯乙(2004),「歐元匯價與歐洲主要國家股市之關聯性研究」,長庚大學企業管理研究所碩士論文。曾林鈴(2002),「匯率對股價的影響-以台灣、香港、大陸B股市場為例」,國立成功大學企業管理研究所碩士論文。張英信(1999),「東亞主要國家股價與匯率關聯性研究」,國立中興大學企業管理研究所碩士論文。張裕鑫(2001),「歐元成立對台灣貿易及股市之影響」,國立成功大學企業管理學系碩士論文。溫晉慶(2000),「東亞各國外資與股票市場、外匯市場的相關性」,國立成功大學企業管理學系碩士論文。錢盡忠(1988),「台灣地區匯率與股票價格關係之研究」,國立政治大學企業管理研究所碩士論文。蘇英谷(2000),「匯率波動對股價報酬之影響-條件變異數不對稱模型實證研究」,淡江大學財務金融學系碩士論文。二、英文部分
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