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金融学推荐阅读原创论文目录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” TheEconomic Journal Vol. 105 pp 881-896 19953、托宾 q 效应托宾 Tobin “A general equilibrium approach to monetarytheory” Journal of Mone y 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 of employmentinterest rate and money” in the collected writings of John MaynardKeeynesVol.6 London :Macmillan197 16、真实经济周期模型基德兰德、普雷斯科特 KydlandF.E.and PrescottE.C..“Time to build and aggregate fluctuations” Econometrica506November:1345-70 19827、泰勒规则泰勒 Taylor J. “Discretion versus policy rules in practice”Carnegie-Rochester Conference Series on Public Policy Vol.39 19938、动态非一致性博弈模型 KydlandFE and PrescottE.C. KydlandFE andPrescottE.C. “Rules rather than discretion: the inconsiste ncy 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 Can ada” in Balino T.J.T and CottarelliC eds.“Frameworks of monetary stabilit y-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 a nd Banking Feb. 197311、动态均衡物价指数 Shibuya Shibuya “Dynamic equilibrium price index:asset price and inflation” Mone tary and Economic Studies Institutefor Monetary and Economic Studies Bank o f 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 f unction :an interpretation of cross-section data.inpost-keynesian economics” ed.K.K. Kurihara New Brunswick: Rutgersuniversity press ModiglianiF and brumberg F 1954. “Utility analysisand aggregate consumptio n functions :an attempt at integration” in thecollected papers of franco mod igliani 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” Econom ic 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. MoggrideL ondon: Macmllan Keynes,J.M. 1936 “The general theory of employmentinterest and money”.I n collected writing of J.M. Keynes Vol.XII ed.D.E. Moggride London: Macmlla n16、通货膨胀缺口 Inflation Gap 凯恩斯 Keynes J.M 1940”How to pay forthe war” Lodon” Macmillan. Reprinted in essays in persuadsion: Thecollected Writing of Jonh Mayynard Keynes Vol.IX L ondon 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 i n 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 national income”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 o f 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. 545-56 Tobin 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 dyn amically interrelated variables. InRational Expectations and Econometric prac tice ed. R.Lucas Jr. and T.Sargent Minneapolis: University of Minnesota Pr ess27、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《经济发展中的货币和资本》与《经济发展中的金融深化》The American Economic Rev iew,1970s30、利率的期限结构模型萨金特 Sargent T. 1979 “A note on maximumlikelihood estimation of the rational e xpectations 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 repri nted 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1、购买力平价理论卡塞尔 CasselG. 1916 “The present situation of theforeign exchanges” Economic Journal 26March: 62-5 2、资产组合平衡分析 Branson Branson” Asset market and relative prices in exchange ratedetermination” 1977 3、利率平价理论 4、一价定律 Izard Isard p. 1979“How far can we push the law of one price” American Econom ic Review67 5、特里芬难题特里芬 TriffenR.1960 “ Golden and dollar crisis” NewHaven: Yale University Pre ss 6、 M-F 模型 Mundell R.A Mundell R.A “Theappropriate use of monetary and fiscal policy under fixed exchange rate”IMF Staff Paper 1962 7、格雷欣法则 Thomas Gresham 1560 Thomas Gresham1869 “The history of economics” London: bliss sands and Co. 8、 J-曲线效应 J-curve effect 麦吉 Magee S. 1973 “Currency contractspass-through and devaluation” Brook ings paper on economic Activity”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” Intern ational monetary fund Staff papers Vol.2:263-78Alexander S.S.1959 “A simplified synthesis of elastic ties andabsorption approaches” American Economic Review 49:22-42 10、最优货币区理论 optimal currency areas 蒙代尔 MundellR.A.1961 “A theoryof optimum currency areas” American Economic R eviewSeptember: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 Journ al 30March:118-22 12、抵补利率平价covered interest parity 凯恩斯 KeynesJ.M1923 “A tract on monetaryreform” London: Macmillan 13、马歇尔-勒纳条件 Marshall-LenerCondition 马歇尔 MarshallA.1923 “Money credit and commerce” London:Macmillan 14、货币贬值的吸收方法悉尼.亚特兰大 AlexanderS. 1952“Effects of a devaluation on a trade balance” Internati onal MonetaryFund Staff Paper 2 :263-78 15、货币贬值的货币方法蒙代尔 MundellR.A. 1971“monetary theory” pacific palisades: Good year 16、国际收支依赖性 经济模型斯旺 Swan T.W. 1960 “Economic control in a dependent economy”Economic record 36:51-66 17、汇率超调模型多恩布什 Dornbusch R. 1976“Expectations and exchange rate dynamics” Journal of P oliticalEconomy 846:1161-76金融市场学1、随机游走模型 Kendall Osborn Arnold Moore 2、有效率市场假说Efficient market hypothesis Eugene Fama Eugene Fama, “EfficientCapital Market: a Review of Theory and Empirical Wo rk” Journal ofFinance May 1970 3、规模效应(或小公司效应) Rolf Banz BanzR.1981“The relationship between return and market value of common sto ck”Journal of Financial Economics 9:3-18 小公司效应在一月份的前两个星期最为明显,见 Donald Keim “Size Related Anomali es and Stock ReturnSeasonality: Future Empirical Evidence” Journal of Finan cial EconomicsJune 1983 Marshall Blume Robert Stambaugh “Biases in Compu ted Returns:an Application to Size Effect” Journal of Financial Economics August1983. 4、流动性效应 Amihud amp Mendelson 5、账面价值/市场价值比率效应 Eugene Fama Kenneth French Eugene Fama Kenneth French “The CrossSection of Expected Stock Returns” Journal of Finance June 1992. 6、逆转效应(过度反应) DeBondt Thaler DeBondt Thaler “Does the StockMarket Overact” Journal of Finance 401 985 7、动力效应 N.Jegadeesh S. Titman N. Jegadeesh S. Titman “Return to Buying Winnersand Selling Losers: Impli cations for Stock Market Efficiency” Journalof Finance 481993 8、股权溢价之谜米拉,普雷斯科特 Mehra R. andPrescottE.1985. “The equity premium: a puzzle.” Journal of M onetaryEconomics 152 9、 Grossman-Stiglitz 悖论 Grossman Sanford J. andStiglitz J. E Grossman Sanford J. and Stiglitz J. E. 1980 “On theImpossibility of I nformationally Efficient Markets” American EconomicReview 70 393-408 10、现代组合理论 Harry Markowitz Harry Markowitz“Portfolio Selection” Journal of Finance March 1952 11、资本资产定价模型(CAPM)威廉夏普 SharpeW.F. 1964 “Capital asset prices:atheory of market equilibrum under conditions risk” Journal of Finance19September 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。