科学研究出版的参考

学术期刊

在线客服：
对外合作：

联系：400-6379-560
feedback@hanspub.org

客服号

人工客服，稿件咨询

公众号

科技成果分享

● J. Liang, et al. Report on pricing collateralized foreign exchange obligation. h...
● 姜礼尚等. 金融衍生产品定价的数学模型与案例分析[M]. 北京: 高等教育出版社, 2008.
● 姜礼尚. 期权定价的数学模型和方法[M]. 北京: 高等教育出版社, 2003.
● K. Manzoni. Modeling Eurobond credit ratings and forecasting downgrade probabili...
● 刘道百. 汇率期权的定价——理论及应用[Z]. 兴业银行资金营运中心, 2007.
● A. Murphy. An empirical analysis of the structure of credit risk premiums in the...
● D. Galai, Z. Wiener. Credit risk spreads in local and foreign currencies. Workin...
● M. Kafetzaki-Boulamatsis, D. Tasche. Combined market and credit risk stress test...
● R. Merton. On the valuing of corporate debt: The risk structure of interest rate...
● E. Clark, G. Lakshmi. Assymetric information and the pricing of sovereign Eurobo...
● 马君潞, 陈平, 范小云. 国际金融[M]. 北京: 科学出版社, 2005.
● 贺瑛. 国际金融学[M]. 上海: 复旦大学出版社, 2006.
● D. Nelson. Conditional heteroskedasticity in asset returns: A new approach. Econ...
● P. Balduzzi, E. J. Elton and T. C. Green. Economic news and bond prices: Evidenc...
● 魏英辉. 宏观基本面新闻对人民币/美元汇率的影响研究——基于境内即期汇率与境外NDF汇率的比较分析[J]. 金融理论与实践, 2009, 5: 30-35.
● 陈平, 李凯. 人民币汇率与宏观基本面: 来自汇改后的证据[J]. 世界经济, 2010, 9: 28-45.
● 刘洋, 戚祯. 股票价格与宏观经济变量间的实证研究[J]. 特区经济, 2011, 6: 104-106.
● 耿伟. 人民币实际汇率与宏观经济变量之间关系的实证分析[J]. 中央财经大学学报, 2006, 1: 50-53.
● 王拓, 杨宇俊. 经济变量对不同待偿期国债波动影响的实证分析[J]. 统计与决策, 2011, 19: 143-145.
● 杨宇俊, 门明. 经济变量对国债市场的动态影响——基于市场分割的比较研究[J]. 上海金融, 2010, 3: 53-55.
● 顾连书, 张伟, 明玉. 经济变量与不同期限债券指数相关性分析[J]. 财政研究, 2008, 10: 51-54.
● 王一鸣, 李剑锋. 我国债券市场收益率曲线影响因素的实证分析[J]. 金融研究, 2005, 1: 111-124.
● 易纲, 王召. 货币政策与金融资产价格[J]. 经济研究, 2002, 3: 13-20.
● L. A. Smales. The response of Australian interest rate futures to changes in RBA...
● R. Fatum, M. Hutchison and T. Wu. Asymmetries and STATE Dependence: The impact o...
● T. G. Andersen, T. Bollerslev, F. X. Diebold, et al. Real-time price discovery i...
● Y. Gau. Intraday volatility in the Taipei FX market. Pacific- Basin Finance Jour...
● A. P. Chaboud, S. Chernenko, E. Howorka, et al. Wright. The high frequency effec...
● M. Andersson. Using intraday data to gauge financial market responses to Federal...
● M. J. Fleming, M. Piazzesi. Monetary policy tick-by-tick. Working Paper, 2005.

● J. Liang, et al. Report on pricing collateralized foreign exchange obligation. h...

● 姜礼尚等. 金融衍生产品定价的数学模型与案例分析[M]. 北京: 高等教育出版社, 2008.

● 姜礼尚. 期权定价的数学模型和方法[M]. 北京: 高等教育出版社, 2003.

● K. Manzoni. Modeling Eurobond credit ratings and forecasting downgrade probabili...

● 刘道百. 汇率期权的定价——理论及应用[Z]. 兴业银行资金营运中心, 2007.

● A. Murphy. An empirical analysis of the structure of credit risk premiums in the...

● D. Galai, Z. Wiener. Credit risk spreads in local and foreign currencies. Workin...

● M. Kafetzaki-Boulamatsis, D. Tasche. Combined market and credit risk stress test...

● R. Merton. On the valuing of corporate debt: The risk structure of interest rate...

● E. Clark, G. Lakshmi. Assymetric information and the pricing of sovereign Eurobo...

● 马君潞, 陈平, 范小云. 国际金融[M]. 北京: 科学出版社, 2005.

● 贺瑛. 国际金融学[M]. 上海: 复旦大学出版社, 2006.