[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，K.Was 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, K.C.K 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,2001，63: 459-473.

[17] Park. Information Flows between Non-deliverable Forward (NDF ) and Spot Markets：Evidence from Korean Currency [J]. Pacific-Basin Finance Journal，2001，9:363-377

[18] Roberta. Michael F，Exchange Rate Regimes in an Increasingly Integrated World [J]，Economy，2005，34:109-132

[19] Prasad，E. Ye. L_ The Renminbi's Role in the Global Monetary System[R], Global Economy and Development at Brookings,2012 (2) : 169-185

[20] NELSON C R, SIGEL A F. Parsimonious modeling of yield curve [J]. Journal of Business, 1987，60:473- 489.

上文是金融论文英语参考文献

相关推荐：

最新参考文献整理