金融论文的英文参考文献

【#第一文档网# 导语】以下是®第一文档网的小编为您整理的《金融论文的英文参考文献》，欢迎阅读！

金融论文的英文参考文献

金融论文的英文参考文献

【1】 Roberta. Michael F，Exchange Rate Regimes in an Increasingly Integrated World ，Economy，25，34:19-132 【2】 Prasad，E. Ye. L_ The Renminbis Role in the Global Monetary System， Global Economy and Development at Brookings，212 (2) : 169-185 【3】 NELSON C R， SIGEL A F. Parsimonious modeling of yield curve . Journal of Business， 1987，6:473- 489.

【4】 Tanner， E.，“Exchange Market Pressures and Monetary Policy: Asia and Latin America in the 199s” 5 Working Papers， IMF，2. 【5】 So， R. ， “Price and Volatility Spillovers between Interest Rate and Exchange Value of the US Dollar”， Global Finance Journal，21 (1) :95-17 【6】 Y.Sahalia. Testing Continuous-Time Models of the Spot Interest Rate ， Review of Financial Studies. 1996，9:385-426 【7】 Vasicek ，Fong H G Term structure modeling using exponential splines. Journal of Finance， 1982，37:339-348

Duffle，D. and R. Kan. A yield factor model of interest rates，Mathematical Finance， 1. 1996，6: 379-46

Ait—Sahalia，Y and R. Kimmel. Estimating affine Multifactor Term structure models using closed-form likelihood expansions ? Working paper，NBER，22.

【1】 Engle，Robert E Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U. k Inflation. Economica，1982，5:987—18 【1】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 .

Vasicek O. An equilibrium characterization of the term structure ? Journal of Financial Economics， 1977，5:177-188.

J. C. Cox， J. E. Ingersoll，S. A. Ross. A Theory of the Term Structure of Interest Rates . Econometrica， 1985， 53： 385-47

Edmund M. A. Kwaw and Yen， Resolving Economic Conflict Between The United States and Japan . Massachusetts Institute of Technolog. 1997: 189-22.

Swanson，R.，Rogoff，K.Was it real The exchange rate-interest differential relation over the modern floating period Journal of Finance， 1988，43: 359-382 Chan， K.，Chan， K.C.K Karolyi， A.，Intraday volatility in the stock index and stock index futures markets Review of Financial Studies 1991 (4) : 657-684.

Kutan， J. and S. Zhou，Mean Reversion of Interest Rates in the Eurocurrency Market， Oxford Bulletin of Economics and Statistics，21，63: 459-473.

Park. Information Flows between Non-deliverable Forward (NDF ) and Spot Markets：Evidence from Korean Currency . Pacific-Basin Finance Journal，21，9:363-377

Nelson， C. R. Siegel， A. F. Parsimonious modeling of yield curves ， Journal of Business


1987(4): 473—489.

Diebold，Francis X and Li， Canlin..Global yield curve dynamics and interactions: Adynamic Nelson-Siegel approach，Journal of Econometrics，28，1:351-363

Bliss， R. R.. Testing Term Structure Estimation Methods . Advances in Futures and Options Research， 1997，9:197-231

本文来源：https://www.dy1993.cn/0fX.html