20条精选金融论文英语参考文献

[1]nelson,c.r.&siegel,a.f.parsimoniousmodelingofyieldcurves[j],journalofbusiness1987(4):473—489.

[2]diebold，francisxandli,canlin..globalyieldcurvedynamicsandinteractions:adynamicnelson-siegelapproach[j],journalofeconometrics,XX，10:351-363

[3]bliss,r.r..testingtermstructureestimationmethods[j].advancesinfuturesandoptionsresearch,1997，9:197-231

[4]tanner,e.，“exchangemarketpressuresandmonetarypolicy:asiaandlatinamericainthe1990s”[c]5workingpapers,imf,XX.

[5]so,r.w.,“priceandvolatilityspilloversbetweeninterestrateandexchangevalueoftheusdollar”[j],globalfinancejournal,XX(1):95-107

[6]y.sahalia.testingcontinuous-timemodelsofthespotinterestrate[j],reviewoffinancialstudies.1996，9:385-426

[7]vasicek0,fonghgtermstructuremodelingusingexponentialsplines.journaloffinance[j],1982，37:339-348

[8]duffle，d.andr.kan.ayieldfactormodelofinterestrates[j]，mathematicalfinance,1.1996，6:379-406

[9]ait—sahalia,yandr.kimmel.estimatingaffinemultifactortermstructuremodelsusingclosed-formlikelihoodexpansions[c]?workingpaper,nber,XX.

[10]engle，roberteautoregressiveconditionalheteroscedasticitywithestimatesofthevarianceofu.kinflation[j].economica,1982，50:987—1008

[10]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,1985,53：385-407

[13]edmundm.a.kwawandyen,resolvingeconomicconflictbetweentheunitedstatesandjapan[m].massachusettsinstituteoftechnolog.1997:189-220.

[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,XX，63:459-473.

[17]park.informationflowsbetweennon-deliverableforward(ndf)andspotmarkets：evidencefromkoreancurrency[j].pacific-basinfinancejournal，XX，9:363-377

[18]roberta.michaelf，exchangerateregimesinanincreasinglyintegratedworld[j]，economy，XX，34:109-132

[19]prasad，e.ye.l_therenminbi'sroleintheglobalmonetarysystem[r],globaleconomyanddevelopmentatbrookings,XX(2):169-185

[20]nelsoncr,sigelaf.parsimoniousmodelingofyieldcurve[j].journalofbusiness,1987，60:473-489.

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