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angellingabc

已采纳

因为明天有事做,又急着交,请各位大神帮帮忙,翻译软件直接翻的就免了,楼主看看我的吧,几个专业术语可能有值得商榷的地方,但是大方向应该OK。

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天晴小卷XJ

作者:Brealey,R., and F. Allen, 书名:Corperate Finance版本及出版商:McGraw-Hill, 2006()主要内容:赢利,风险分析,股票,证券发行,投资及融资相关本文来自: 中国经济学教育科研网论坛( ) 详细出处参考:

215 评论

我的大BABY

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] . 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,., 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, 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, 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.

336 评论

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