【原创论文全套栏目提醒】:网学会员为需要原创论文全套的朋友们搜集整理了金融学推荐阅读原创论文目录 - 技术总结相关资料,希望对各位网友有所帮助!
金融学推荐阅读原创论文目录 货币经济学 1、 剑桥方程式 马歇尔、庇古 PigouA.C. “The value of money” Quarterly Journal of Economics 32Nov.38- 561917 2、 模仿传染模型 Lux. T Lux.T “Herd behavior bubbles and crashes” The Economic Journal Vol. 105 pp 881-896 1995 3、 托宾q效应 托宾 Tobin “A general equilibrium approach to monetary theory” Journal of Mone y Credit and Banking pp15-29 Feb. 1969 4、 消费的财富效应 莫迪利亚尼 Franco Modigliani “Monetary Policy and Consumption” in Consumer Spending and Money Policy: The Linkages Federal Reserve Bank of Boston. 1971 pp9-84 5、 流动性偏好 凯恩斯 KenyesJ.M.1936“The general theory of employment interest rate and money” in the collected writings of John Maynard KeeynesVol.6 London :Macmillan197 1 6、 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” Econometrica 506November:5-70 1982 7、 泰勒规则 泰勒 Taylor J. “Discretion versus policy rules in practice” Carnegie-Rochester Conference Series on Public Policy Vol.39 1993 8、 动态非一致性博弈模型 KydlandFE and PrescottE.C. KydlandFE and PrescottE.C. “Rules rather than discretion: the inconsiste ncy of optimal plans” Journal of Political Economy Vol.85 PP473 June 1977 9、 MCI Freedman C Freedman C “The use of indicators and the monetary conditions index in Can ada” in Balino T.J.T and CottarelliC eds. “Frameworks of monetary stabilit y-policy issues and country experiments” IMF PP470 1994 10、 跨期生活费用指数 Alchian和Klein Alchian Klein “On a correct measure inflation” Journal of Money Credit a nd Banking Feb. 1973 11、 动态均衡物价指数 Shibuya Shibuya “Dynamic equilibrium price index: asset price and inflation” Mone tary and Economic Studies Institute for Monetary and Economic Studies Bank o f Japan 101 1992 12、 有弹性的通货膨胀目标 Ben Bernanke and Mark Gertler Ben Bernanke and Mark Gertler“Monetary policy and asset price volatility” in “New Challenge for Monetary Policy” Jackson Hole August 26-281999 13、 金融体系内在脆弱性假说 米什金 MinskyH.“the financial instability hypothesis a restatement ”帕77 14、 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 the consumption f unction :an interpretation of cross-section data.in post-keynesian economics” ed.K.K. Kurihara New Brunswick: Rutgers university press ModiglianiF and brumberg F 1954. “Utility analysis and aggregate consumptio n functions :an attempt at integration” in the collected papers of franco mod igliani vol.2the life cycle hypothesis of savinged.A.Abel Cambridge Mass: MIT Press1980:79-127 15、 流动性偏好 Liquidity preference 凯恩斯 KeynesJ.M. 1937 “Alternative theories of the rate of interest” Econom ic Journal 47 June : 241-52 in the general theory and after part 2 defence and development collected writing of J.M. Keynes Vol.XIV ed.D.E. Moggride L ondon: Macmllan KeynesJ.M. 1936 “The general theory of employment interest and money”.I n collected writing of J.M. Keynes Vol.XII ed. D.E. Moggride London: Macmlla n 16、 通货膨胀缺口 Inflation Gap 凯恩斯 Keynes J.M 1940”How to pay for the war” Lodon” Macmillan. Reprinted in essays in persuadsion: The collected Writing of Jonh Mayynard Keynes Vol.IX L ondon Macmillan1972 17、 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 the metropolis: first memorandum to huskisson” In Economic writings of James pennington ed. R.S. sayers London The London School of Economics and political Science 1963 19、 金融加速因子 伯南克哥特勒等 Ben Bernanke Mark Gertler and Simon Gilchrist “The financial accelerator i n a quantitative business cycle framework” NBER Working Paper 6455 20、 费雪效应 费雪 Fisher I. 1930 “The theory of Interest” New York: Macmillan Company 21、 乘数理论 汉森 HansenA.H.1941 “business cycles and national income” New York: Norton 22、 “稳定黄金”法则 23 最优货币量学说 米尔顿.弗里德曼 FriedmanM.1969 “The optimal quantity of money” in The optimum quantity o f money and other essays Chicag Aldine 24、 恒久性收入 弗里德曼 FriedmanM. 1957 “A theory of consumption function” Princeton university Press 25、 鲍莫尔-托宾的存货理论 鲍莫尔、托宾 Baumol W.J. 1952 “The transactions demand for cash: an inventory theoretic approach” Quarterly Journal of Economics 66Nov. 545-56 Tobin J. 1956 “The interest –elasticity of transactions demand for cash” Review of economics and statistics 29 May :124-31 26、 理性预期模型 汉森、萨金特 Hansen L. and Sargent T. 1981 “Linear rational expectations models for dyn amically interrelated variables. In Rational Expectations and Econometric prac tice ed. R.Lucas Jr. and T. Sargent Minneapolis: University of Minnesota Pr ess 27、 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》1955 29、 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 iew1970s 30、 利率的期限结构模型 萨金特 Sargent T. 1979 “A note on maximum likelihood estimation of the rational e xpectations model of the term structure” Journal of Monetary Economics 5: -43 31、 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 hypothesis revisited” Econometrica 59397-424 32、 货币中性 Neutrality of money 哈耶克 HayekF.A. von. 1931 “Prices and production” London: George Routledge 33、 货币交易方程式 费雪 FisherI.1911 “The purchasing power of money” 2nd revised edn.1926 repri nted New York:Kelley1963 34、 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 the foreign exchanges” Economic Journal 26March: 625 2、 资产组合平衡分析 Branson Branson” Asset market and relative prices in exchange rate determination” 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 Review 67 5、 特里芬难题 特里芬 TriffenR.1960 “ Golden and dollar crisis” New Haven: Yale University Pre ss 6、 MF模型 Mundell R.A Mundell R.A “The appropriate use of monetary and fiscal policy under fixed exchange rate” IMF Staff Paper 1962 7、 格雷欣法则 Thomas Gresham 1560 Thomas Gresham 1869 “The history of economics” London: bliss sands and Co. 8、 J曲线效应 Jcurve effect 麦吉 Magee S. 1973 “Currency contracts pass-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 trade balance” Intern ational monetary fund Staff papers Vol.2:263-78 Alexander S.S.1959 “A simplified synthesis of elastic ties and absorption 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 theory of optimum currency areas” American Economic R eviewSeptember:657-65 11、 国际收支的弹性分析方法 Elasticities approach to the balance of payments 查尔斯.比克迪克 Bickerdike C.F.1920 “The instability of foreign 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 monetary reform” London: Macmillan 13、 马歇尔勒纳条件 Marshall-Lener Condition 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 Monetary Fund 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 olitical Economy 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 “Efficient Capital Market: a Review of Theory and Empirical Wo rk” Journal of Finance 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 Return Seasonality: Future Empirical Evidence” Journal of Finan cial Economics June 1983 Marshall Blume Robert Stambaugh “Biases in Compu ted Returns: an Application to Size Effect” Journal of Financial Economics August 1983. 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 Cross Section of Expected Stock Returns” Journal of Finance June 1992. 6、 逆转效应过度反应 DeBondt Thaler DeBondt Thaler “Does the Stock Market Overact” Journal of Finance 401 985 7、 动力效应 N. Jegadeesh S. Titman N. Jegadeesh S. Titman “Return to Bung Winners and Selling Losers: Impli cations for Stock Market Efficiency” Journal of Finance 481993 8、 股权溢价之谜 米拉普雷斯科特 Mehra R. and PrescottE.1985. “The equity premium: a puzzle.” Journal of M onetary Economics 152 9、 Grossman-Stiglitz悖论 Grossman Sanford J. and Stiglitz J. E Grossman Sanford J. and Stiglitz J. E. 1980 “On the Impossibility of I nformationally Efficient Markets” American Economic Review 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:a theory of market equilibrum under conditions risk” Journal of Finance 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。