[专区]国外文献求助专帖（长期有效，求助请跟贴）

1。 international finance 4 edtion, by Maurice Levi

2. international business-competing in the global marketplace, 4 edtion，by W.L. Hill

求文:

Brennan, M.J., 1986, A Theory of Price Limits in Futures Markets, Journal of Finance Economics, 16, 213-233

求文：小弟找了很久都还是一无所获，希望各位大虾帮个忙

Vasicek, O. (1977). An Equilibrium Characterization of the Term Structure. Journal of Financial Economics, 5(2), 177-88.

Vasicek, O.A. and Fong, H.G. (1982). Term Structure Modelling using Exponential Splines. The Journal of Finance, 37, 339-348.

Shea, G. S. (1984). Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations. Journal of Financial and Quantitative Analysis, 19, 253-269. .

McCullough, J. H. (1975). The Tax-Adjusted Yield Curve. The Journal of Finance, 30, 811-830.

McCulloch, J. H. (1971). Measuring the Term Structure of Interest Rates. Journal of Business 44,19-31

Duffie, D. and R. Kan (1996). A Yield-Factor Model of Interest Rates. Mathematical Finance 6, 379

Longstaff, F. A. and E. S. Schwartz (1992). Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model. Journal of Finance 47, 1259

Longstaff, F. A. and E. S. Schwartz (1995). Valuing Risky Debt: A New Approach. The Journal of Finance 50, 789{821.

Pearson, N. D. and T. Sun (1994). Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model. Journal of Finance 49, 1279{1304.

Merton, R. (1974). On The Pricing of Corporate Debt: The Risk Structure of Interest Rates. The Journal of Finance 29, 449{470.

Kennedy (1994). The term structure of interest rates as a Gaussian random feld. Mathematical Finance 4, 247{258.

Ho, T. S. and S. Lee (1986). Term Structure Movements and Pricing Interest Rate Contingent Claims. Journal of Finance 41, 1011{1028.

Nelson, C.R. and Siegel, A. F. (1987). ParsimoniousModelling of Yield Curves, Journal of Business,

Svensson, L. E. O. (1994). Estimating and Interpreting Forward Interest Rates: Sweden 1992-4, CEPR Discussion Paper 1051.

老大帮帮忙啊 这几篇实在是需要又找不到啊 感激不尽 感激不尽

Lamont, Owen and Richard Thaler, “Anomalies: The Law of One Price in Financial Markets”, Journal of Economic Perspectives (Vol. 17, No. 4, Fall 2003): 191-202.

King, Robert G and Ross Levine. 1993. Finance & Growth: Schumpeter Might Be Right. Quarterly Journal of Economics. 108(3) 717-738 (Aug.).

Frank, Robert. 2001. Bankruptcy Struggle at Thai Firm Shows Why Asia Lags After Crisis. Wall Street Journal. February 12th 2001.

.Summers, Lawrence H., On Economics and Finance, Journal of Finance 40:633-635, July 1985

非常感谢，下面的文章很多，希望尽力找

1. Garman, M. 1976,”Market Miscrosturcture,” Jouunal of Financial Economics, 82

2. Amihud,.Y,.and.H..Mendelson.(1980),.”Dealership Market: Market Making with Inventory,”Journal of Financial Economics, 8,

3. Stoll, H. 1978, “The Supply of Dealer Service in Securities Markets,” Journal of Finance,33.

5. O’Hara, M., and G. Oldfield 1986, “The Microeconomics of Market Making” Journal of Financial and Quantitative Analysis, 21 , December

6. Ho, T., and H. Stoll 1983, “The Dynamics of Dealer Markets Under Competition,” Journal of Finance, 38.

7. Hasbrouck, J. 1988,”Traders, Quotes, Inventories and Information,”Journal of Financial Economics,22.

9. Hasbrouck, J. 1991b,”The Summary Informativeness of Stock Traders,” Review of Financial Studies, 4.

10. Madhavan, A,. and S. Smidt 1991,”A Bayesian Model of Intraday Specialist Pricing,” Journal of Financial Economics,30.

11. Madhavan, A,. and S. Smidt 1993, “An Analysis of Daily Changes in Specialists’ Inventories and Quotations, ” Journal of Finance,48.

12. Hasbrouck, J.,and G. Sofianos 1993,”The Trades of Market Makers:An Empirical Analysis of NYSE Specialists,” Journal of Finance,48

13. Bagehot,W., 1971,”The Only Game in Town,” Financial Analysis of Journal,27

14. Copeland,T and Galai, 1983,”Information Effects on the Bid-Ask Spread, ” Journal of Finance,38.。

15. Glosten, L, and P. Milgrom, 1985, “Bid, Ask, and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders,” Journal of Financial Economics,13.

16. Easley, D, and M. O’Hara ,1987 “Price, Trade Size, and Information in Securities Markets, ” Journal of Finanacial Economics, 19

17. Kraus, A., and Stoll, H.(1972),”Price Impacts of Block Trading on the New York Stock Exchange,” Journal of Finance, 27

18. Dann, L. Y. , D. Mayers and R.J. Rabb,1977,”Trading Rules,Large Blocks and the Spread of Price Adjustment,” Journal of Financial Economics,4

能否帮忙找找这篇，找了好久都没有能下载全文的，谢谢了

Chou,W.L. and Shih,Y.C.

The Equilibrium Exchange Rate of the Chinese Renminbi,

Journal of Comparative Economics,Vol.26,Issue 1,Mar.1998

楼主能否再帮俺找到ross 的那篇关于APT的论文，万分感激！

楼主，有没有关于外国社会保障改革发展、演变的论文（80年代以来的）！

小妹先谢谢你！

想请教：金融工程与风险管理专业需要看哪些外文资料！！！！

请教:有没有关于资产证券化定价方面的文章啊,谢谢