金融论文的英文参考文献

时间:2021-05-30 作者:stone
后台-系统-系统设置-扩展变量-(内容页告位1-手机版)

[1]Roberta.MichaelF,ExchangeRateRegimesinanIncreasinglyIntegratedWorld[J],Economy,25,34:19-132

[2]Prasad,E.Ye.L_TheRenminbi'sRoleintheGlobalMonetarySystem[R],GlobalEconomyandDevelopmentatBrookings,212(2):169-185

[3]NELSONCR,SIGELAF.Parsimoniousmodelingofyieldcurve[J].JournalofBusiness,1987,6:473-489.

[4]Tanner,E.,“ExchangeMarketPressuresandMonetaryPolicy:AsiaandLatinAmericainthe199s”[C]5WorkingPapers,IMF,2.

[5]So,R.W.,“PriceandVolatilitySpilloversbetweenInterestRateandExchangeValueoftheUSDollar”[J],GlobalFinanceJournal,21(1):95-17

[6]Y.Sahalia.TestingContinuous-TimeModelsoftheSpotInterestRate[J],ReviewofFinancialStudies.1996,9:385-426

[7]Vasicek,FongHGTermstructuremodelingusingexponentialsplines.JournalofFinance[J],1982,37:339-348

[8]Duffle,D.andR.Kan.Ayieldfactormodelofinterestrates[J],MathematicalFinance,1.1996,6:379-46

[9]Ait—Sahalia,YandR.Kimmel.EstimatingaffineMultifactorTermstructuremodelsusingclosed-formlikelihoodexpansions[C]?Workingpaper,NBER,22.

[1]Engle,RobertEAutoregressiveConditionalHeteroscedasticitywithEstimatesoftheVarianceofU.kInflation[J].Economica,1982,5:987—18

[1]CHEN,R.-R.,andL.SCOTT“MaximumLikelihoodEstimationforaMulti-FactorEquilibriumModeloftheTermStructureofInterestRates,”.JournalofFixedIncome,December,1993,12:14-31.

[11]VasicekO.Anequilibriumcharacterizationofthetermstructure[J]?JournalofFinancialEconomics,1977,5:177-188.

[12]J.C.Cox,J.E.Ingersoll,S.A.Ross.ATheoryoftheTermStructureofInterestRates[J].Econometrica,1985,53:385-47

[13]EdmundM.A.KwawandYen,ResolvingEconomicConflictBetweenTheUnitedStatesandJapan[M].MassachusettsInstituteofTechnolog.1997:189-22.

[14]Swanson,R.,Rogoff,K.WasitrealTheexchangerate-interestdifferentialrelationoverthemodernfloatingperiod[J]JournalofFinance,1988,43:359-382

[15]Chan,K.,Chan,K.C.KKarolyi,A.,Intradayvolatilityinthestockindexandstockindexfuturesmarkets[J]ReviewofFinancialStudies1991(4):657-684.

[16]Kutan,J.andS.Zhou,"MeanReversionofInterestRatesintheEurocurrencyMarket[J],OxfordBulletinofEconomicsandStatistics,21,63:459-473.

[17]Park.InformationFlowsbetweenNon-deliverableForward(NDF)andSpotMarkets:EvidencefromKoreanCurrency[J].Pacific-BasinFinanceJournal,21,9:363-377

[18]Nelson,C.R.&Siegel,A.F.Parsimoniousmodelingofyieldcurves[J],JournalofBusiness1987(4):473—489.

[19]Diebold,FrancisXandLi,Canlin..Globalyieldcurvedynamicsandinteractions:AdynamicNelson-Siegelapproach[J],JournalofEconometrics,28,1:351-363

[20]Bliss,R.R..TestingTermStructureEstimationMethods[J].AdvancesinFuturesandOptionsResearch,1997,9:197-231

后台-系统-系统设置-扩展变量-(内容页告位2-手机版)
声明:本文内容由互联网用户自发贡献自行上传,本网站不拥有所有权,未作人工编辑处理,也不承担相关法律责任。如果您发现有涉嫌版权的内容,欢迎发送邮件至:123456789@qq.com 进行举报,并提供相关证据,工作人员会在5个工作日内联系你,一经查实,本站将立刻删除涉嫌侵权内容。
后台-系统-系统设置-扩展变量-(内容页告位3-手机版)