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金融学推荐阅读原创论文目录2007-12-23 20:41金融学推荐阅读原创论文目录货币经济学货币经济学 理论 作者 出处1、 剑桥方程式 马歇尔、庇古 PigouA.C. “The value of money” QuarterlyJournal of Economics 32Nov.38-5619172、 模仿传染模型 Lux. T Lux.T “Herd behavior bubbles and crashes”The Economic Journal Vol. 105 pp 881-896 19953、 托宾 q 效应 托宾 Tobin “A general equilibrium approach to monetarytheory” Journal of Money Credit and Banking pp15-29 Feb. 19694、 消费的财富效应 莫迪利亚尼 Franco Modigliani “Monetary Policy andConsumption” in Consumer Spending and Money Policy: The LinkagesFederal Reserve Bank of Boston. 1971 pp9-845、 流动性偏好 凯恩斯 KenyesJ.M.1936“The general theory ofemployment interest rate and money” in the collected writings of JohnMaynard KeeynesVol.6 London :Macmillan19716、 真实经济周期模型 基德兰德、普雷斯科特 KydlandF.E.andPrescottE.C.. “Time to build and aggregate fluctuations”Econometrica 506November:1345-70 19827、 泰勒规则 泰勒 Taylor J. “Discretion versus policy rules inpractice” Carnegie-Rochester Conference Series on Public PolicyVol.39 19938、 动态非一致性博弈模型 KydlandFE and PrescottE.C. KydlandFE andPrescottE.C. “Rules rather than discretion: the inconsistency ofoptimal plans” Journal of Political Economy Vol.85 PP473 June 19779、 MCI Freedman C Freedman C “The use of indicators and the monetaryconditions index in Canada” in Balino T.J.T and CottarelliC eds.“Frameworks of monetary stability-policy issues and countryexperiments” IMF PP470 199410、 跨期生活费用指数 Alchian 和 Klein Alchian Klein “On a correctmeasure inflation” Journal of Money Credit and Banking Feb. 197311、 动态均衡物价指数 Shibuya Shibuya “Dynamic equilibrium priceindex: asset price and inflation” Monetary and Economic StudiesInstitute for Monetary and Economic Studies Bank of Japan 101 199212、 有弹性的通货膨胀目标 Ben Bernanke and Mark Gertler Ben Bernanke andMark Gertler“Monetary policy and asset price volatility” in “NewChallenge for Monetary Policy” Jackson Hole August 26-28199913、 金融体系内在脆弱性假说 米什金 MinskyH.“the financial instabilityhypothesis: a restatement ”帕 7714、 生命周期假说 Life cycle hypothesis 莫迪利亚尼、布伦伯格ModiglianiF and brumberg F 1954 “ Utility analysis and theconsumption function :an interpretation of cross-section data.inpost-keynesian economics” ed.K.K. Kurihara New Brunswick: Rutgersuniversity pressModiglianiF and brumberg F 1954. “Utility analysis andaggregate consumption functions :an attempt at integration” in thecollected papers of franco modigliani vol.2the life cycle hypothesisof savinged.A.Abel Cambridge Mass: MIT Press1980:79-12715、 流动性偏好 Liquidity preference 凯恩斯 Keynes,J.M. 1937 “Alternative theories of the rate of interest” Economic Journal47 June : 241-52 in the general theory and after part 2 defence anddevelopment collected writing of J.M. Keynes Vol.XIV ed.D.E. MoggrideLondon: MacmllanKeynes,J.M. 1936 “The general theory of employmentinterest and money”.In collected writing of J.M. Keynes Vol.XII ed.D.E. Moggride London: Macmllan16、 通货膨胀缺口 Inflation Gap 凯恩斯 Keynes J.M 1940”How to payfor the war” Lodon” Macmillan. Reprinted in essays in persuadsion: Thecollected Writing of Jonh Mayynard Keynes Vol.IX London Macmillan197217、 IS-LM 模型 希克斯,汉森 J.R.Hicks1937《凯恩斯先生与古典经济学:一个尝试性解释》,计量经济学年会18、 银行的衍生存款理论derivative deposit theory of banking 詹姆斯.彭宁顿 “Observations on the private banking establishments of themetropolis: first memorandum to huskisson” In Economic writings ofJames pennington ed. R.S. sayers London The London School of Economicsand political Science 196319、 金融加速因子 伯南克,哥特勒等 Ben Bernanke Mark Gertler and SimonGilchrist “The financial accelerator in a quantitative business cycleframework” NBER Working Paper 645520、 费雪效应 费雪 Fisher I. 1930 “The theory of Interest” New York:Macmillan Company21、 乘数理论 汉森 HansenA.H.1941 “business cycles and nationalincome” New York: Norton22、 “稳定黄金”法则23 最优货币量学说 米尔顿.弗里德曼 FriedmanM.1969 “The optimalquantity of money” in The optimum quantity of money and other essaysChicago: Aldine24、 恒久性收入 弗里德曼 FriedmanM. 1957 “A theory of consumptionfunction” Princeton university Press25、 鲍莫尔-托宾的存货理论 鲍莫尔、托宾 Baumol W.J. 1952 “Thetransactions demand for cash: an inventory theoretic approach” Quarterly Journal of Economics 66Nov. 545-56Tobin J. 1956 “Theinterest –elasticity of transactions demand for cash” Review ofeconomics and statistics 29 May :124-3126、 理性预期模型 汉森、萨金特 Hansen L. and Sargent T. 1981 “Linearrational expectations models for dynamically interrelated variables. InRational Expectations and Econometric practice ed. R.Lucas Jr. and T.Sargent Minneapolis: University of Minnesota Press27、 通货膨胀税28、 金融结构 雷蒙德.W.戈德史密斯 《发达国家的金融结构与经济增长-关于金融形态的比较试验》195529、 金融抑制金融深化 罗纳德I麦金农和爱德华S肖 《经济发展中的 与货币和资本》 《经济发展中的金融深化》 The American Economic Review,1970s30、 利率的期限结构模型 萨金特 Sargent T. 1979 “A note on maximumlikelihood estimation of the rational expectations model of the termstructure” Journal of Monetary Economics 5:133-4331、 永久收入假设 克里斯蒂诺、艾肯鲍姆、马歇尔 ChristensenL.Eichenbaum M. and Marshall D. 1911. “The permanent income hypothesisrevisited” Econometrica 59397-42432、 货币中性 Neutrality of money 哈耶克 HayekF.A. von. 1931 “Pricesand production” London: George Routledge33、 货币交易方程式 费雪 FisherI.1911 “The purchasing power ofmoney” 2nd revised edn.1926 reprinted New York:Kelley196334、 可贷资金理论35、 流动性升水理论36、 货币的替代效应37、 哈恩难题国际金融国际金融 理论 作者 出处1、 购买力平价理论 卡塞尔 CasselG. 1916 “The present situation of theforeign exchanges” Economic Journal 26March: 62-52、 资产组合平衡分析 Branson Branson” Asset market and relative pricesin exchange rate determination” 19773、 利率平价理论4、 一价定律 Izard Isard p. 1979 “How far can we push the law of oneprice” American Economic Review 675、 特里芬难题 特里芬 TriffenR.1960 “ Golden and dollar crisis” NewHaven: Yale University Press6、 M-F 模型 Mundell R.A Mundell R.A “The appropriate use of monetaryand fiscal policy under fixed exchange rate” IMF Staff Paper 19627、 格雷欣法则 Thomas Gresham 1560 Thomas Gresham 1869 “The historyof economics” London: bliss sands and Co.8、 J-曲线效应 J-curve effect 麦吉 Magee S. 1973 “Currencycontracts pass-through and devaluation” Brookings paper on economicActivity”9、 国际收支的吸收分析法Absorption approach to the balance of payments亚历山大 Alexander S. S. 1952 “effects of devaluation on a tradebalance” International monetary fund Staff papersVol.2:263-78Alexander S.S.1959 “A simplified synthesis of elasticties and absorption approaches” American Economic Review 49:22-4210、 最优货币区理论 optimal currency areas 蒙代尔 MundellR.A.1961“A theory of optimum currency areas” American EconomicReviewSeptember:657-6511、 国际收支的弹性分析方法 Elasticities approach to the balance ofpayments 查尔斯.比克迪克 Bickerdike C.F.1920 “The instability offoreign exchange” Economic Journal 30March:118-2212、 抵补利率平价 covered interest parity 凯恩斯 KeynesJ.M1923 “Atract on monetary reform” London: Macmillan13、 马歇尔-勒纳条件 Marshall-Lener Condition 马歇尔MarshallA.1923 “Money credit and commerce” London: Macmillan14、 货币贬值的吸收方法 悉尼.亚特兰大 AlexanderS. 1952 “Effects of adevaluation on a trade balance” International Monetary Fund Staff Paper2 :263-7815、 货币贬值的货币方法 蒙代尔 MundellR.A. 1971 “monetary theory”pacific palisades: Good year16、 国际收支依赖性经济模型 斯旺 Swan T.W. 1960 “Economic control ina dependent economy” Economic record 36:51-6617、 汇率超调模型 多恩布什 Dornbusch R. 1976 “Expectations andexchange rate dynamics” Journal of Political Economy 846:1161-76金融市场学 金融市场学 理论 作者 出处 发展1、 随机游走模型 Kendall Osborn Arnold Moore2、 有效率市场假说Efficient market hypothesis Eugene Fama Eugene Fama,“Efficient Capital Market: a Review of Theory and Empirical Work”Journal of Finance May 19703、 规模效应(或小公司效应) Rolf Banz BanzR.1981 “The relationshipbetween return and market value of common stock” Journal of FinancialEconomics 9:3-18 小公司效应在一月份的前两个星期最为明显,见 DonaldKeim “Size Related Anomalies and Stock Return Seasonality: FutureEmpirical Evidence” Journal of Financial Economics June 1983 MarshallBlume Robert Stambaugh “Biases in Computed Returns: an Application toSize Effect” Journal of Financial Economics August 1983.4、 流动性效应 Amihud amp Mendelson5、 账面价值/市场价值比率效应 Eugene Fama Kenneth French Eugene FamaKenneth French “The Cross Section of Expected Stock Returns” Journalof Finance June 1992.6、 逆转效应(过度反应) DeBondt Thaler DeBondt Thaler “Does the StockMarket Overact” Journal of Finance 4019857、 动力效应 N. Jegadeesh S. Titman N. Jegadeesh S. Titman “Returnto Buying Winners and Selling Losers: Implications for Stock MarketEfficiency” Journal of Finance 4819938、 股权溢价之谜 米拉,普雷斯科特 Mehra R. and PrescottE.1985. “Theequity premium: a puzzle.” Journal of Monetary Economics 1529、 Grossman-Stiglitz 悖论 Grossman Sanford J. and Stiglitz J. EGrossman Sanford J. and Stiglitz J. E. 1980 “On the Impossibilityof Informationally Efficient Markets” American Economic Review 70393-40810、 现代组合理论 Harry Markowitz Harry Markowitz “PortfolioSelection” Journal of Finance March 195211、 资本资产定价模型 (CAPM) 威廉夏普 SharpeW.F. 1964 “Capital assetprices:a theory of market equilibrum under conditions risk” Journal ofFinance 19September 1.放松了关于所有资产都可以市场化的假设,推导出存在非市场化资产情况下的资产定价公式。上一篇:这是刚刚写完的原创论文