货币金融理论与政策方向(三)
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经典论文

1. Milton Friedman,《Capitalism and Freedom》,University Of Chicago Press1962

2. Milton Friedman"The methodology of positive economics in Essays in Positive Economics", University of Chicago Press, 1966, pp.3-16, 30-43

3. James Tobin, Essays in Economics: Macroeconomics, North Holland publishing company, 1971

4. James Tobin, "Liquidity Preference as Behavior Towards Risk". Review of Economic Studies 25.1, 1958, pp. 65–86

5. James Tobin, "A General Equilibrium Approach to Monetary Theory". Journal of Money, Credit and Banking 1.1 (1), 1969, pp.15–29

6. Franco Modigliani, "Liquidity Preference and the Theory of Interest and Money", Econometrica Vol. 12, No. 1 (Jan., 1944), pp. 45-88

7. Franco Modigliani and Merton H. Miller, "The Cost of Capital, Corporation Finance and the Theory of Investment", The American Economic Review Vol. 48, No. 3 (Jun., 1958), pp. 261-297

8. Eugene F. Fama, Merton H. Miller, The theory of finance, Dryden Press, 1972

9. Franco Modigliani and Merton H. Miller, "Corporate Income Taxes and the Cost of Capital: A Correction", The American Economic Review Vol. 53, No. 3 (Jun., 1963), pp. 433-443

10. Harry Markowitz, "Portfolio Selection", The Journal of Finance Vol. 7, Issue 1, 1952, pp.77–91

11. Harry Markowitz, "The Utility of Wealth",Journal of Political EconomyVol. 60, No. 2 (Apr., 1952), pp. 151-158

12. William F. Sharpe, "Capital Asset Prices: A theory of market equilibrium under conditions of risk", The Journal of Finance Vol. 19, Issue 3, 1964, pp. 425–442

13. William F. Sharpe, "Mutual Fund Performance", The Journal of Business Vol. 39, No. 1, Part 2: Supplement on Security Prices (Jan., 1966), pp. 119-138

14. Robert C. Merton, Continuous-Time Finance, Wiley-Blackwell, 1992

15. Robert C. Merton, "Theory of Rational Option Pricing", The Bell Journal of Economics and Management Science Vol. 4, No. 1 (Spring, 1973), pp. 141-183

16. Black, Fischer and Myron Samuel Scholes, "The valuation of option contracts and a test efficiency", Journal of Finance Vol. 27, 1972, pp.399-417

17. Myron S. Scholes, "Derivatives in a Dynamic Environment", The American Economic Review Vol. 88, No. 3 (Jun., 1998), pp. 350-370

18. Robert A. Mundell, "A Theory of Optimum Currency Areas", The American Economic Review Vol. 51, No. 4 (Sep., 1961), pp. 657-665

19. Robert A. Mundell, "International Trade and Factor Mobility", The American Economic Review Vol. 47, No. 3 (Jun., 1957), pp. 321-335

20. R. A. Mundell, "Capital Mobility and Stabilization Policy under Fixed and Flexible Exchange Rates", The Canadian Journal of Economics and Political Science Vol. 29, No. 4 (Nov., 1963), pp. 475-485

21. Daniel Kahneman and Amos Tversky, "Prospect Theory: An Analysis of Decision under Risk", Econometrica Vol. 47, No. 2 (Mar., 1979), pp. 263-291

22. Daniel Kahneman and Amos Tversky, "Advances in prospect theory: cumulative representation of uncertainty", Journal of Risk and Uncertainty Vol. 5, 1992, pp. 297-323

23. Tim Bollerslev, Robert F. Engle and Jeffrey M. Wooldridge, "A Capital Asset Pricing Model with Time-Varying Covariances", Journal of Political Economy Vol. 96, No. 1 (Feb., 1988), pp. 116-131

24. Robert F. Engle, David M. Lilien and Russell P. Robins, "Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model", Econometrica Vol. 55, No. 2 (Mar., 1987), pp. 391-407

25. Paul R. Krugman, Geography and Trade, MIT Press, 1991

26. Paul R. Krugman, "Increasing returns, monopolistic competition, and international trade", Journal of International Economics Vol. 9, Issue 4, (Nov., 1979), pp. 469–479

27. Thomas J. Sargent and Neil Wallace, "Rational Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule", Journal of Political Economy Vol. 83, No. 2 (Apr., 1975), pp. 241-254

28. Thomas J. Sargent, David Fand and Stephen Goldfeld, "Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment", Brookings Papers on Economic Activity Vol. 1973, No. 2 (1973), pp. 429-480

29. Eugene F. Fama, "Efficient Capital Markets: A Review of theory and empirical work", The Journal of Finance Vol. 25, Issue 2, 1970, pp. 383–417

30. Eugene F. Fama and Kenneth R. French, "The Cross-Section of Expected Stock Returns", The Journal of Finance Vol. 47, Issue 2, 1992, pp. 427–465

31. Lars Peter Hansen, "Large Sample Properties of Generalized Method of Moments Estimators", Econometrica Vol. 50, No. 4 (Jul., 1982), pp. 1029-1054

32. Lars Peter Hansen and Robert J. Hodrick, "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis", Journal of Political Economy Vol. 88, No. 5 (Oct., 1980), pp. 829-853

33. Robert J. Shiller, Irrational Exuberance, Princeton University Press, 2005

34. Robert J. Shiller, Market Volatility, The MIT Press, 1992

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