又到毕业季了，大家的论文准备的怎么样了，下文是金融论文英语参考文献，一起来看看吧!

[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,2008，10:351-363

[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,2000.

[5] So, R. W., “Price and Volatility Spillovers between Interest Rate and Exchange Value of the US Dollar”[J], Global Finance Journal,2001 (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,2002.

[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 .