金融学毕业论文外文文献

20条精选金融论文英语参考文献

[1] nelson, c. r. & siegel, a. f. parsimonious modeling of yield curves [j], journal of business 1987(4): 473—489.

[2] diebold，francis x and li, canlin..global yield curve dynamics and interactions: adynamic nelson-siegel approach[j],journal of econometrics,XX，10:351-363

[3] bliss, r. r.. testing term structure estimation methods [j]. advances in futures and options research, 1997，9:197-231

[4] tanner, e.，“exchange market pressures and monetary policy: asia and latin america in the 1990s” [c]5 working papers, imf,XX.

[5] so, r. w., “price and volatility spillovers between interest rate and exchange value of the us dollar”[j], global finance journal,XX (1) :95-107

[6] y.sahalia. testing continuous-time models of the spot interest rate [j], review of financial studies. 1996，9:385-426

[7] vasicek 0,fong h g term structure modeling using exponential splines. journal of finance[j], 1982，37:339-348

[8] duffle，d. and r. kan. a yield factor model of interest rates[j]，mathematical finance, 1. 1996，6: 379-406

[9] ait—sahalia,y and r. kimmel. estimating affine multifactor term structure models using closed-form likelihood expansions[c] ? working paper,nber,XX.

[10] engle，robert e autoregressive conditional heteroscedasticity with estimates of the variance of u. k inflation[j]. economica,1982，50:987—1008

[10]chen，r.-r., and l. scott “maximum likelihood estimation for a multi-factor equilibrium model of the term structure of interest rates,”. journal of fixed income, december, 1993，12: 14-31 .

[11] vasicek o. an equilibrium characterization of the term structure [j] ? journal of financial economics, 1977，5:177-188.

[12] j. c. cox, j. e. ingersoll，s. a. ross. a theory of the term structure of interest rates [j]. econometrica, 1985, 53： 385-407

[13] edmund m. a. kwaw and yen, resolving economic conflict between the united states and japan[m] . massachusetts institute of technolog. 1997: 189-220.

[14] swanson，r.，rogoff，k.was it real the exchange rate-interest differential relation over the modern floating period[j] journal of finance, 1988，43: 359-382

[15] chan, k.，chan, k.c.k karolyi, a.,intraday volatility in the stock index and stock index futures markets [j] review of financial studies 1991 (4) : 657-684.

[16] kutan, j. and s. zhou，"mean reversion of interest rates in the eurocurrency market[j], oxford bulletin of economics and statistics,XX，63: 459-473.

[17] park. information flows between non-deliverable forward (ndf ) and spot markets：evidence from korean currency [j]. pacific-basin finance journal，XX，9:363-377

[18] roberta. michael f，exchange rate regimes in an increasingly integrated world [j]，economy，XX，34:109-132

[19] prasad，e. ye. l_ the renminbi's role in the global monetary system[r], global economy and development at brookings,XX (2) : 169-185

[20] nelson c r, sigel a f. parsimonious modeling of yield curve [j]. journal of business, 1987，60:473- 489.

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