搜索
远期汇率的异常波动与波动期限结构作者：李小平，冯芸，吴冲锋，LIXiao-ping，FENGYun，WUChong-feng作者单位：上海交通大学,经济与管理学院,上海,200052刊名：系统工程理论与实践英文刊名：SYSTEMSENGINEERING—THEORY&PRACTICE年，卷(期)：2009,29(12)参考文献(20条)1.AlmeidaAC.GoodhartCPayneTheeffectsofmacroeconomicnewsonhighfrequencyexchangeratebehaviou[期刊论文]-JournalofFinancialandQuantitativeAnalysis19982.HakkioC.PearceDThereactionofexchangeratestoeconomicnews[期刊论文]-EconomicInquiry19853.HarkouvelisGEconomicnews,exchangerates,andinterestrates[期刊论文]-JournalofInternationalMoneyandFinance1988(07)4.HarrisE.ZabkaNTheemploymentreportandthedollar.Currentissuesineconomicsandfinance[期刊论文]-FederalReserveBankofNewYork1995(01)5.HoganK.MMelvinD.RobertsTradebalancenewsandexchangerates:Isthereapolicysignal?[期刊论文]-JournalofInternationalMoneyandFinance1991(01)6.ItoT.RoleyVVNewsfromtheU.S.andJapan:Whichmovestheyen/dollarexchangerate?[期刊论文]-JournalofMonetaryEconomics19877.KimSDoAustralianandtheUSmacroeconomicnewsannouncementsaffecttheUSDandAUDexchangerate?SomeevidencefromE-GARCHestimations[期刊论文]-JournalofInternationalMoneyandFinance19988.SimpsonMarcW.SanjayRamchander.MukeshChaudhryTheimpactofmacroeconomicsurprisesonspotandforwardforeignexchangemarkets[期刊论文]-JournalofInternationalMoneyandFinance2005(05)9.ObstfeldM.RogoffKExchangeratedynamicsredux[期刊论文]-JournalofPoliticalEconomy199510.LyonsRTheMicrostructureApproachtoExchangeRate[期刊论文]-TheMITPress200111.LyonsRKForeignexchange:Macropuzzles,Microtools[期刊论文]-FederalReserveBankofSanFranciscoEconomicReview200212.KragerH.KuglerPNonlinearitiesinforeignexchangemarkets:Adifferentperspective[期刊论文]-JournalofInternationalMoneyandFinance1993(02)13.BollenNPB.GraySF.WhaleyRERegimeswitchinginforeignexchangerates:Evidencefromcurrencyoptionprices[期刊论文]-JournalofEconometrics2000(1-2)14.BrandnerP.GrechH.StixHTheeffectivenessofcentralbankinterventionintheEMS:Thepost1993experience[期刊论文]-JournalofInternationalMoneyandFinance200615.WuCF.WuWF.ZhuYAbnormalfluctuationsandassetpricingmodels[期刊论文]-Forecasting2000(05)16.WuWF.WuCFStudyonmodelsofstockpricefluctuation[期刊论文]-SystemsEngineeringTheoryandPractice2000(04)17.WuWFTradingvolume-evolvedstockpriceanditsdynamicanalysis[期刊论文]-DoctoralDissertationofShanghaiJiaotongUniversity200118.HamiltonJDAnewapproachtotheeconomicanalysisofnonstationarytimeseriesandthebusinesscycle[期刊论文]-Econometrica1989(02)19.HamintonJ.RegimeDSwitchingmodels[期刊论文]-PalgraveDictionaryofEconomics200520.KimCJDynamiclinearmodelswithMarkov-switching[期刊论文]-JournalofEconometrics1994本文链接：