7711.  原油現貨對高敏感性原油相關產業之連動性影響

鄒易凭; Tzou, Yi-pin ,  2007
[財務金融學系暨研究所] 學位論文
of Cointegration Vectors.” Journal of Economic Dynamics and Control, 12, pp. 231-254. Jones, C., & G. Kaul, 1996, “Oil and The Stock Markets.” Journal

7712.  金融業併購的價值創造與挑戰 : J.P. Morgan Chase 與Bank One Corp.合併事件的個案研究

蔡宛如; Tsai, Wan-ju ,  2006
[財務金融學系暨研究所] 學位論文
Takeovers and the Market for Corporate Control”, Journal of Banking and Finance, Vol. 13, pp. 2-16. 13. Frantslikh, Sofya, (2005), Mergers

7713.  以區間測試法探討匯率波動對臺灣出口之關聯性

劉彥宏; Liu, Yen-hong ,  2008
[財務金融學系暨研究所] 學位論文
and Control, 12, 231-254. 30. Johansen, S., (1994), “The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables

7714.  Credit spread decomposition and implications on diversification

孫效孔; Sun, David Shaokung ,  2007
[財務金融學系暨研究所] 學位論文
analysis of cointegration vectors and dynamics and control, Journal of Econometrics, 12, 231-254 Johansen, S., and K. Juselius, 1990, Maximum

7715.  台灣平衡型基金規模與股市、債市的非線性關係探討

黃文郁; Huang, Wen-yu ,  2007
[財務金融學系暨研究所] 學位論文
of Economic Dynamics and Control, 12, pp.231-254. 28.Johansen, S. (1991), "Estimation and Hypotheses in Testing of Cointegration Vector in Gaussian Vector

7716.  臺灣公債主流券殖利率與各金融市場變數之關聯性

張申東; Chang, Shen-tung ,  2007
[財務金融學系暨研究所] 學位論文
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7717.  開放信用交易對股票報酬波動性與週轉率之影響

賴智民; Lai, Chih-min ,  2005
[財務金融學系暨研究所] 學位論文
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7718.  The determinants of capital structure from partial adjustment and nonlinear empirical evidence

劉文謙; Liu, Wen-chien ,  2006
[財務金融學系暨研究所] 學位論文
, control and management affect firm value?” Journal of Financial Economics, forthcoming paper Welch, I., 2004. “Capital structure and stock returns

7719.  台灣地區銀行業承作非傳統業務之經營績效評估

許惠淇; Hsu, Hui-chi ,  2005
[財務金融學系暨研究所] 學位論文
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7720.  A study on reforming Taiwan's deposit insurance pricing

林容竹; Lin, Jung-chu ,  2005
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Control Moral Hazard? Economic Quarterly- Federal Reserve Bank of Richmond 88, No. 2, 87-100. Ronn, E. and A. Verma, 1986. Pricing Risk-Adjusted Deposit

7721.  波動不對稱設定與條件分配對預測臺股波動率之研究

王豊文; Wang, Li-wen ,  2009
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7722.  利率對大型股與小型股走勢之結構性變化-以美國為實證

廖皎利; Liao, Chiao-lee ,  2005
[財務金融學系暨研究所] 學位論文
of Economics and Dynamics and Control, 1988, 12, pp.231-254. 17. Johansen, S., “The Role of the Constant and Linear Terms in Cointegration Analysis

7723.  以門檻誤差修正模型分析臺灣股價指數及外資買賣超之長短期互動關係

黃莉芷; Huang, Li-chih ,  2006
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7724.  臺灣股市波動性結構轉折之探討

王金萬; Wang, Chin-wan ,  2005
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7725.  動態結構性變化之監控

王怜又; Wang, Ling-yo ,  2006
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7726.  銀行財富管理行銷之關鍵成功因素研究

邱康寧; Chiu, Kon-ning ,  2008
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), pp.137-155. Tillett, B. B. 1989. Authority Control in the Online Environment, New York: Haworth Press. Thomas L. Saaty.1980. “The Analytic Hierarchy

7727.  上市公司實施減資之長期績效研究

陳志昂; Chen, Chih-ang ,  2008
[財務金融學系暨研究所] 學位論文
、Ziebart, D. A., 1985, “Control of Beta Reliability in Studies of Abnormal Return Magnitudes : A Methodological Note”, Journal of Accounting Research

7728.  金融資產波動性預測 : 條件限制式模型實證研究

林東虨; Lin, Tung-ping ,  2006
[財務金融學系暨研究所] 學位論文
. Journal of Econometrics, 73, 151-184. 10.Box and Jenkin.,（1976）.Time Series Analysis : Forecasting and Control. Holden-Day Inc. 11.Brailsford, T

7729.  股票買回公司之特性與流動性研究

周蓉慧; Chou, Jung-hui ,  2009
[財務金融學系暨研究所] 學位論文
, Liquidity, and Corporate Control,” Journal of Finance, Vol. 53, pp.1-25. Brockman, P., and D. Y. Chung, (2001), “Managerial Timing and Corporate Liquidity

7730.  原油價格與總體經濟變數非線性平滑轉換誤差修正模型之實證分析

張懿鵬; Chang, Yi-peng ,  2008
[財務金融學系暨研究所] 學位論文
. (1988), “Statistical Analysis of Cointegration Vectors”, Journal of Economic Dynamics and Control, 12, 231–254. Johansen, S. and Juselius, K. (1990

7731.  資產規模差異下利差與銀行獲利 : 縱橫門檻效果分析

高曉盈; Kao, Hsiao-ying ,  2006
[財務金融學系暨研究所] 學位論文
”, Journal of Money, Credit and Banking,355-362 7.Gorton and Rosen（1995），“Coporate control, Portfolio choice and Deline in Banking.” Journal of Finance

7732.  臺灣加權與油價、匯率之關連性

陳靜怡; Chen, Ching-yi ,  2009
[財務金融學系暨研究所] 學位論文
and Control, 1988, 12, 231-254 Johansen, S., “The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables

7733.  短期利率動態波動模型之實證研究

蕭堯仁; Hsiao, Yao-jen ,  2007
[財務金融學系暨研究所] 學位論文
, vol. 31, pp. 307-327. Box, G. E. P., and G. M., Jenkins （1976）, "Time Series Analysis: Forecasting and Control", Holden-Day, San Francisco. Brenner, R

7734.  美國股市價量關係-非線性平滑轉換誤差修正模型實證研究

顏治華; Yen, Chih-hua ,  2008
[財務金融學系暨研究所] 學位論文
for Nonparametric Granger Causality Testing,” Journal of Economic Dynamics and Control, vol.30, pp.1647-1669. Elliott, G., T. J. Rothenberg, and J. H. Stock

7735.  Value-at-risk measures and value-at-risk based hedging approach

洪瑞成; Hung, Jui-cheng ,  2007
[財務金融學系暨研究所] 學位論文
. Journal of Economic Dynamics and Control, 12, 385-423. Hamilton, J. D. (1989). A new approach to the economic analysis of nonstationary time series