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应用金融硕士研究生精读书目
陈雨露、张杰、瞿强联合推荐 2004-12-7

1、《经济学原理》 N·格里高利·曼昆 (N.Gregory Mankiw),中国人民大学出版社

2、《应用经济计量学》 拉姆·拉玛纳山(Ramu Ramanathan),机械工业出版社。
3、《货币金融学》 弗雷德里克·S·米什金 (Fredcric S.Mishkin),中国人民大学
出版社。
4、《金融学》 兹维·博迪、罗伯特·默顿 ,中国人民大学出版社。
5、《公司理财》 斯蒂芬·A·罗斯, 机械工业出版社。
6、《投资学精要》 兹维·博迪 ,中国人民大学出版社。
7、《国际金融管理》 Jeff.Madura,北京大学出版社。
8、《固定收入证券市场及其衍生产品》 Suresh.M.Sundaresan,北京大学出版社。
9、《银行管理——教程与案例》(第五版),乔治·H·汉普尔,中国人民大学出版社

10、《投资组合管理:理论及应用》 小詹姆斯·法雷尔,机械工业出版社。
11、《衍生金融工具与风险管理》 唐·M·钱斯 (Don.M.Chanc),中信出版社


攻读博士学位预备生精读书目
陈雨露、张杰、瞿强联合推荐 2004-12-7

1、《经济学原理》 N·格里高利·曼昆 (N.Gregory Mankiw),中国人民大学出版社

2、《应用经济计量学》 拉姆·拉玛纳山(Ramu Ramanathan),机械工业出版社。
3、《金融经济学》(德)于尔根·艾希贝格尔,西南财经大学出版社。
4、《货币金融学》 弗雷德里克·S·米什金 (Fredcric S.Mishkin),中国人民大学
出版社。
5、《金融学》 兹维·博迪、罗伯特·默顿 ,中国人民大学出版社。
6、《国际经济学》(美)保罗·克鲁德曼,中国人民大学出版社。
7、《比较金融系统》 富兰克林·艾伦,王晋斌等译,中国人民大学出版社。
8、《世界经济千年史》(英)安格斯·麦迪森(Angus Maddison),北京大学出版社。
9、《金融市场与金融机构基础》(美)弗朗哥·莫迪利亚尼,清华大学出版社1999版。
10、《微观银行学》弗雷克斯,西南财经大学出版社。
11、《公司理财》斯蒂芬·A·罗斯,机械工业出版社。
12、《投资学》兹维·博迪,中国人民大学出版社


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 Pigou,A.C. , "The value of money" Quarterly
Journal of Economics 32,Nov.38-56,1917
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 Money, 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 Kenyes,J.M.,1936,"The general theory of employment,
interest rate and money" in the collected writings of John Maynard
Keeynes,Vol.6 London :Macmillan,1971
6、 真实经济周期模型 基德兰德、普雷斯科特 Kydland,F.E.and Prescott,E.C..
"Time to build and aggregate fluctuations", Econometrica
50(6),November:1345-70, 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 Kydland,F,E and Prescott,E.C. Kydland,F,E and
Prescott,E.C. ,"Rules rather than discretion: the inconsistency 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 Canada" in Balino, T.J.T and Cottarelli,C eds.
"Frameworks of monetary stability-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 and Banking, Feb. 1973
11、 动态均衡物价指数 Shibuya Shibuya ,"Dynamic equilibrium price index:
asset price and inflation", Monetary and Economic Studies, Institute for
Monetary and Economic Studies, Bank of Japan, 10(1), 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 26-28,1999
13、 金融体系内在脆弱性假说 米什金 Minsky,H."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 Modigliani,F
and brumberg, F ,1954, " Utility analysis and the consumption function :an
interpretation of cross-section data.in post-keynesian economics", ed.K.K.
Kurihara, New Brunswick: Rutgers university pressModigliani,F and brumberg,
F 1954. "Utility analysis and aggregate consumption functions :an attempt
at integration" in the collected papers of franco modigliani ,vol.2,the
life cycle hypothesis of saving,ed.A.Abel, Cambridge, Mass: MIT
Press,1980:79-127
15、 流动性偏好 (Liquidity preference) 凯恩斯 Keynes,J.M. , 1937
,"Alternative theories of the rate of interest", Economic 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, London:
MacmllanKeynes,J.M. 1936, "The general theory of employment, interest and
money",.In collected writing of J.M. Keynes Vol.XII, ed. D.E. Moggride,
London: Macmllan
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, London Macmillan,1972
17、 IS-LM模型 希克斯,汉森 J.R.Hicks,1937,《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 in 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 Hansen,A.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 Friedman,M.,1969, "The optimal quantity
of money" in The optimum quantity of money and other essays, Chicago: Aldine
24、 恒久性收入 弗里德曼 Friedman,M. 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 66,Nov. 545-56Tobin, 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 dynamically interrelated variables. In
Rational Expectations and Econometric practice, ed. R.Lucas, Jr. and T.
Sargent, Minneapolis: University of Minnesota Press
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 Review,1970s
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 expectations model of the term
structure", Journal of Monetary Economics 5:133-43
31、 永久收入假设 克里斯蒂诺、艾肯鲍姆、马歇尔 Christensen,L., Eichenbaum
,M. and Marshall, D. 1911. "The permanent income hypothesis revisited",
Econometrica 59;397-424
32、 货币中性 (Neutrality of money) 哈耶克 Hayek,F.A. von. 1931 "Prices and
production", London: George Routledge
33、 货币交易方程式 费雪 Fisher,I.1911, "The purchasing power of money"
,2nd revised edn.1926; reprinted New York:Kelley,1963
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
国际金融 理论 作者 出处
1、 购买力平价理论 卡塞尔 Cassel,G. 1916, "The present situation of the
foreign exchanges", Economic Journal 26,March: 62-5
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 Economic Review 67
5、 特里芬难题 特里芬 Triffen,R.1960, " Golden and dollar crisis", New
Haven: Yale University Press
6、 M-F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 (J-curve effect) 麦吉 Magee, S., 1973, "Currency
contracts, pass-through , and devaluation" Brookings 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",
International monetary fund Staff papers, Vol.2:263-78Alexander, 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 Mundell,R.A.1961, "A
theory of optimum currency areas", American Economic Review,September: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 Journal 30,March:118-22
12、 抵补利率平价 (covered interest parity) 凯恩斯 Keynes,J.M,1923 "A tract
on monetary reform", London: Macmillan
13、 马歇尔-勒纳条件 (Marshall-Lener Condition) 马歇尔 Marshall,A.1923
"Money, credit and commerce" London: Macmillan
14、 货币贬值的吸收方法 悉尼.亚特兰大 Alexander,S. 1952, "Effects of a
devaluation on a trade balance" ,International Monetary Fund Staff Paper 2
:263-78
15、 货币贬值的货币方法 蒙代尔 Mundell,R.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 Political Economy 84(6):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 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 Work", Journal
of Finance, May 1970  
3、 规模效应(或小公司效应) Rolf Banz Banz,R.1981, "The relationship
between return and market value of common stock", 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 Anomalies and Stock Return Seasonality: Future Empirical
Evidence", Journal of Financial Economics, June 1983; Marshall Blume,
Robert Stambaugh, "Biases in Computed Returns: an Application to Size
Effect", Journal of Financial Economics, August 1983.
4、 流动性效应 Amihud & 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, (40)1985  
7、 动力效应 N. Jegadeesh, S. Titman, N. Jegadeesh, S. Titman, "Return to
Buying Winners and Selling Losers: Implications for Stock Market
Efficiency", Journal of Finance, (48)1993  
8、 股权溢价之谜 米拉,普雷斯科特 Mehra, R. and Prescott,E.1985. "The
equity premium: a puzzle." Journal of Monetary Economics 15(2)  
9、 Grossman-Stiglitz悖论 Grossman, Sanford, J. and Stiglitz, J. E
Grossman, Sanford, J. and Stiglitz, J. E., 1980,, "On the Impossibility of
Informationally 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 Sharpe,W.F. 1964, "Capital asset
prices:a theory of market equilibrum under conditions risk", Journal of
Finance 19,September  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。David Mayers, "Nonmarketable Assets and
Capital Market Equilibrium under Uncertainty", In Studier in the Theory of
Capital Markets, ed. Michael Jensen, New York: Praeger.2.多因素的资本资产定价
模型Robert Merton, "An Intertemporal Capital Asset Pricing Model",
Econometrica, 1973.3.以消费为导向的资本资产定价模型Breeden D., "An
Intertemporal Asset Pricing Model with Stochastic Consumption and
Investment Opportunities", Journal of Financial Economics, (7)1979.
12、 APT Stephen A. Ross Ross,S.A., "The arbitrage theory of capital asset
pricing",Journal of Economic Theory13(3),Dec.341-60  
13、 共同基金定理(mutual fund theorem) James Tobin James Tobin, "Liquidity
Preference as Behavior toward Risk", The Review of Economic Studies,
February 1958  
14、 M-M定理(又称不相关定理) Modigliani, Franco and Merton H. Miller
Modigliani and Miller ,"The cost of capital, corporation finance, and the
theory of investment" ,American Economic Review, 48:261-97,1958
15、 税差主义 F. Modigliani, M. H. Miller F. Modigliani, M. H. Miller,
"Dividend Policy, Growth and the Valuation of Shares", Journal of Business,
October 1961. F. Modigliani, M. H. Miller, "Corporate Income Taxes and the
Cost of Capital: A Correction," American economic Review, 53(June 1963)
pp.433-443认识到税收对资本结构以及企业价值的税盾(tax shield)效应,对MM定理
进行了修正。 Farrar, Donald E. and Selwyn, Lee L. "Taxes, Corporate
Financial Policy and Return to Investment," National Tax Journal, 20,
No.4(Dec. 1967), pp.444-454Miller, Merton.H, "Debt and Taxes," Journal of
Finance 32,1977, pp.261-275从投资者之间在边际税率上的差异这个角度出发,在一般
市场均衡的条件下,科学阐述了资本结构理论。
16、 破产成本主义 Baxter, Nevins D. Baxter, Nevins D. "Leverage, Risk of
Ruin and the Lost of Capital", Journal of Finance, 22, no.4(September,
1967)pp.395-404 一旦债务超过可接受的水平,企业的平均资本成本就会随着债务水平
的增加而增高,从而增加破产的可能性,过度的债务融资还会增加企业全部盈利的风险
性,进而减少企业总价值。参考Stiglitz, Joseph E., "A Re-Examination of the
Modigliani- Miller Theorem," The American Review,59(Dec. 1969)
pp.784-793Stiglitz, Joseph E., "On the Irrelevance of corporate Financial
Policy," The American Review,64(Dec. 1974) pp.851-856
17 权衡理论 Robichek, Alexander A., and Myers, Stewart, Robichek, Alexander
A., and Myers, Stewart, "Problems in the Theory of Optimal Capital
Structure", Journal of Financial and Quantitative Analysis,
1,no.1(1966)Myers, Stewart, "The Capital Structure Puzzle," Journal of
Finance, 39, no.3(July 1984), pp.575-592  Masulis, Ronald W. "Discuss: How
Big is the Tax Advantage to Debt?" The Journal of Finance,39,no.3(July
1984), pp.853-855将负债的成本从破产成本进一步扩展到代理成本、财务困境成本以及
非负债税收收益的损失等方面,扩大了成本和收益的内容,形成后权衡理论。
18、 代理成本理论 M. Jensen, W. Meckling, M. Jensen, W. Meckling, "The
Theory of the Firm: Managerial Behavior, Agency Costs, and Capital
Structure", Journal of Financial Economics, May 1976.  
19、 财务契约论 Smith, Clifford W. and Warner, Jerold B. Smith, Clifford W.
and Warner, Jerold B. "On Financial Contracting: An Analysis of Bond
Covenants," Journal of Financial Economics (1979)117-161  
20、 信号理论 Spence, A. M. and S. A. Ross Spence, A. M. "Job Marketing
Signaling," Quarterly Journal of Economics 87, 1973,pp.355-374 S. A. Ross,
"The Determination of Financial Structure: the Incentive Signaling
Approach", Bell Journal of Economics, (8)1977将信号理论运用到资本结构理论中。

21、 新融资优序论 Myers, Stewart C. and Majluf, Nicholas S. Myers, Stewart
C. and Majluf, Nicholas S. "Corporate Financing and Investment Decisions
When Firms Have Information That Investors Do Not Have", Journal of
Financial Economics, 13(1984) pp.187-221  
22、 公司控制权市场 Henry Manne Henry Manne, "Mergers and the Market for
Corporate Control", Journal of Political Economics(1965) pp110-120  
23、 金融契约论 Grossman, Sanford and Hart, Oliver Grossman, Sanford and
Hart, Oliver, "Takeover Bids, the Free Rider Problem, and the Theory of
Corporation", Bell Journal of Economics, 11, no.1(1980) pp42-63  
24、 公司治理结构学说 Williamson, Oliver E Williamson, Oliver E.,
"Corporate Finance and Corporate Governance", Journal of Finance, 43
no.3(June 1988) pp.567-591  
25、 自由现金流理论 Jensen, Michael C. Jensen, Michael C. "Agency Costs of
Free Cash Flow, Corporate Finance and Takeover", American Economic Review,
May 1986, vol.76, no.2 pp323-329 Jensen, Michael C "The Free Cash Flow
Theory of Takeover: A Ainancial Perspective on Mergers and Acquisitions and
the Economy", "The Merger Boom", Proceedings of a conference sponsord by
Federal Reserve Bank of Boston, Oct.1987, pp.102-143.
26、 市场无效说 Delong, Shleifer, Summers, Waldmann, Delong, Shleifer,
Summers, Waldmann, "Noise Trader Risk in financial Markets", Journal of
Political Economy, (98)1990.  
27、 行为资本资产定价模型 Hersh Shefrin, Meir Statman, Hersh Shefrin, Meir
Statman, "Behavioral Capital Asset Pricing Theory", Journal of Financial
and Quantative Analysts, September 1994.  
28、 期望理论(又称前景理论) D. Kahneman, A.Tversky D. Kahneman,
A.Tversky, "Prospect Theory: An Analysts of Decision Making Under Risk",
Econometrica, March 1979.  
29、 积极反馈投资策略 Summers De long, J.B. Shleifer, A. Summers and
Roberts J.W, "Positive feedback investment strategies and destabilizing
rational speculation", The Journal of Finance, Vol. 45  
30、 噪声交易 Noise trade Black ,F Black ,F, 1986, "Noise",Journal of
Finance 41,July:529-43  
31、 MBO
32、 无套利模型 休伯曼 Huberman,G.1982, "A simple approach to arbitrage
pricing", Journal of Economic theory28:183-91
33、 布莱克-斯科尔斯期权定价模型 布莱克、斯科尔斯 Black,F. and
Scholes,M.J.1973, "The pricing of options and corporate liabilities",
Journal of Political Economy81(3),May:637-54
34、 二项式期权定价模型 考克斯(Cox)、罗斯(Ross)、罗宾斯坦(Robinstein)等
人于1979年在《金融经济学月刊》上发表了论文期权定价:一种简易的方法
35、 贴现现金流模型(Discount cash flow model) 布伦南 Brennan,M. 1979, "The
pricing of contingent claims in discrete time models", Journal of Finance34
:53-68
  36、 贝叶斯决策理论 Bayesian decision theory 托马斯.贝叶斯
Bayes,T.1763,"An essay towards solving a problem in the doctrine of
chances", Philosophical Transactions of the royal society:370-418  
  37、 折旧的经济理论 霍特林 Hotelling ,H.1925. "A general mathematical
theory of depreciation", Journal of the American statistical association
20, September: 340-53  
  38、 违约溢价模型 默顿 Merton,R.C. 1974, "on the pricing of corporate
debt: the risk structure of interest rates", Journal of Finance 29:449-70  
  39、 股票回报模型 希勒 Shiller,R. 1981, "Do stock prices move too much
to be justified by subsequent changes in dividends?" American Economic
Review 71:421-36  
  40、 委托-代理模型 哈特 Hart,O. 1983 "Optimal lab information :an
introduction",Review of Economic Studies 50:3-35  
  41、 公司控制理论 施莱弗、萨默斯 Shleifer ,A. and Summers, L. 1988 ,
"Breach of trust in hostile takeovers", In Corporate Takeovers: Causes and
consequences ed. A. Auerbach, Chicago Press  
  42、 公司治理结构 法马 Fama,E. 1980, "Agency problems and the theory of
the firm", Journal of Political Economy 88:288-307  
43、 委托-代理 (Principle and Agency) 罗斯 Ross,S. 1973, "The economic
theory of agency: the principle's problem", American review 63(20,May:134-9

44、 非公开信息 哈里斯 Harris,I.E. "Liquidity, trading rules,and electronic
trading systems", Monograph Serious in Finance and Economics,New York
University Salomon Ceter,New York
  45、 风险厌恶 普拉特 Pratt,J.W.1964.,"Risk aversion in small and in
large", Econometric 32:122-36  
  46、 理性泡沫模型 Flood, Garber Flood,R.P. and Garber, P.M. "Market
fundamentals Versus price-level bubbles: The first Tests", Journal of
Political Economy, August 1980  
47、 系统性风险 威廉.夏普 Sharp,W.1964, "Capital asset prices: a theory of
market equilibrium under conditions of risks" Journal of Finance 19:425-42
48、 股利折现模型
49、 股利增长模型
 
  
 银行中介
银行中介 理论 作者 出处
1、 逆向选择 Akerlof Akerlof ,The market for "Lemons", Quarterly Economics
84(3), Aug.488-500
2、 不完全信息理论 Stiglitz和Weiss Stiglitz,Weiss "A credit rationing in
markets with imperfect information", American Economics Review, June 1981
3、 信用可获性理论 R.V. Rosa G., H. Kare Kenn R.V. Rosa G., H. Kare Kenn,
"Interest rate and central bank", Money, Trade and Economic Growth,
1951"Lenders' preferences, credit rationing and the effectualness of
monetary policy",Review of Economics and statistic, Aug. 1957
4、 道德风险 (Moral Hazard) 阿罗 Arrow K.J .1964,"Essays in the Theory of
risk- Bearing. Chicago: Aldine
5、 适应性预期 (adaptive expectation) 欧文.费雪 Fisher, I. 1911, "The
purchasing power of money", New York: Macmillan; latest edn, A.M. Kelley:
New York, 1963
6、 资金可得性学说 鲁萨 Roosa,R.V.1951, "Interest rates and the central
bank" In money, Trade, and Economic Growth: Essays in Honor of John H.
Williams, New York: Macmillan
7、 不完全信息条件下的信贷配给模型 斯蒂格利茨,韦斯 Stiglitz,J. and
Weiss,A.1981,"Credit rationing in markets with imperfect information",
American Economic Review71(3),June:393-410
8、 戴蒙德模型 戴蒙德 Diamond ,D. 1984, "Financial intermediation and
delegated monitoring", Review of Economic studies 51:393-414
9、 利率期限结构理论
10、 真实票据学说
11、 自由银行学派

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应用金融硕士研究生精读书目

陈雨露、张杰、瞿强联合推荐 2004-12-7 1903

1、《经济学原理》 N·格里高利·曼昆 (N.Gregory Mankiw),中国人民大学出版社。

2、《应用经济计量学》 拉姆·拉玛纳山(Ramu Ramanathan),机械工业出版社。

3、《货币金融学》 弗雷德里克·S·米什金 (Fredcric S.Mishkin),中国人民大学出版社。

4、《金融学》 兹维·博迪、罗伯特·默顿 ,中国人民大学出版社。

5、《公司理财》 斯蒂芬·A·罗斯, 机械工业出版社。

6、《投资学精要》 兹维·博迪 ,中国人民大学出版社。

7、《国际金融管理》 Jeff.Madura,北京大学出版社。

8、《固定收入证券市场及其衍生产品》 Suresh.M.Sundaresan,北京大学出版社。

9、《银行管理——教程与案例》(第五版),乔治·H·汉普尔,中国人民大学出版社。

10、《投资组合管理:理论及应用》 小詹姆斯·法雷尔,机械工业出版社。

11、《衍生金融工具与风险管理》 唐·M·钱斯 (Don.M.Chanc),中信出版社

攻读博士学位预备生精读书目

陈雨露、张杰、瞿强联合推荐 2004-12-7 1908

1、《经济学原理》 N·格里高利·曼昆 (N.Gregory Mankiw),中国人民大学出版社。

2、《应用经济计量学》 拉姆·拉玛纳山(Ramu Ramanathan),机械工业出版社。

3、《金融经济学》(德)于尔根·艾希贝格尔,西南财经大学出版社。

4、《货币金融学》 弗雷德里克·S·米什金 (Fredcric S.Mishkin),中国人民大学出版社。

5、《金融学》 兹维·博迪、罗伯特·默顿 ,中国人民大学出版社。

6、《国际经济学》(美)保罗·克鲁德曼,中国人民大学出版社。

7、《比较金融系统》 富兰克林·艾伦,王晋斌等译,中国人民大学出版社。

8、《世界经济千年史》(英)安格斯·麦迪森(Angus Maddison),北京大学出版社。

9、《金融市场与金融机构基础》(美)弗朗哥·莫迪利亚尼,清华大学出版社1999版。

10、《微观银行学》弗雷克斯,西南财经大学出版社。

11、《公司理财》斯蒂芬·A·罗斯,机械工业出版社。

12、《投资学》兹维·博迪,中国人民大学出版社

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 Pigou,A.C. , “The value of money” Quarterly Journal of Economics 32,Nov.38-56,1917

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 Money, 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 Kenyes,J.M.,1936,“The general theory of employment, interest rate and money” in the collected writings of John Maynard Keeynes,Vol.6 London :Macmillan,1971

6、 真实经济周期模型 基德兰德、普雷斯科特 Kydland,F.E.and Prescott,E.C.. “Time to build and aggregate fluctuations”, Econometrica 50(6),November:1345-70, 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 Kydland,F,E and Prescott,E.C. Kydland,F,E and Prescott,E.C. ,“Rules rather than discretion: the inconsistency 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 Canada” in Balino, T.J.T and Cottarelli,C eds. “Frameworks of monetary stability-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 and Banking, Feb. 1973

11、 动态均衡物价指数 Shibuya Shibuya ,“Dynamic equilibrium price index: asset price and inflation”, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, 10(1), 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 26-28,1999

13、 金融体系内在脆弱性假说 米什金 Minsky,H.“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 Modigliani,F and brumberg, F ,1954, “ Utility analysis and the consumption function :an interpretation of cross-section data.in post-keynesian economics”, ed.K.K. Kurihara, New Brunswick: Rutgers university pressModigliani,F and brumberg, F 1954. “Utility analysis and aggregate consumption functions :an attempt at integration” in the collected papers of franco modigliani ,vol.2,the life cycle hypothesis of saving,ed.A.Abel, Cambridge, Mass: MIT Press,1980:79-127

15、 流动性偏好 (Liquidity preference) 凯恩斯 Keynes,J.M. , 1937 ,“Alternative theories of the rate of interest”, Economic 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, London: MacmllanKeynes,J.M. 1936, “The general theory of employment, interest and money”,.In collected writing of J.M. Keynes Vol.XII, ed. D.E. Moggride, London: Macmllan

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, London Macmillan,1972

17、 IS-LM模型 希克斯,汉森 J.R.Hicks,1937,《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 in 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 Hansen,A.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 Friedman,M.,1969, “The optimal quantity of money” in The optimum quantity of money and other essays, Chicag Aldine

24、 恒久性收入 弗里德曼 Friedman,M. 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 66,Nov. 545-56Tobin, 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 dynamically interrelated variables. In Rational Expectations and Econometric practice, ed. R.Lucas, Jr. and T. Sargent, Minneapolis: University of Minnesota Press

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 Review,1970s

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 expectations model of the term structure”, Journal of Monetary Economics 5:133-43

31、 永久收入假设 克里斯蒂诺、艾肯鲍姆、马歇尔 Christensen,L., Eichenbaum ,M. and Marshall, D. 1911. “The permanent income hypothesis revisited”, Econometrica 59;397-424

32、 货币中性 (Neutrality of money) 哈耶克 Hayek,F.A. von. 1931 “Prices and production”, London: George Routledge

33、 货币交易方程式 费雪 Fisher,I.1911, “The purchasing power of money” ,2nd revised edn.1926; reprinted New York:Kelley,1963

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

国际金融 理论 作者 出处

1、 购买力平价理论 卡塞尔 Cassel,G. 1916, “The present situation of the foreign exchanges”, Economic Journal 26,March: 62-5

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 Economic Review 67

5、 特里芬难题 特里芬 Triffen,R.1960, “ Golden and dollar crisis”, New Haven: Yale University Press

6、 M-F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 (J-curve effect) 麦吉 Magee, S., 1973, “Currency contracts, pass-through , and devaluation” Brookings 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”, International monetary fund Staff papers, Vol.2:263-78Alexander, 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 Mundell,R.A.1961, “A theory of optimum currency areas”, American Economic Review,September: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 Journal 30,March:118-22

12、 抵补利率平价 (covered interest parity) 凯恩斯 Keynes,J.M,1923 “A tract on monetary reform”, London: Macmillan

13、 马歇尔-勒纳条件 (Marshall-Lener Condition) 马歇尔 Marshall,A.1923 “Money, credit and commerce” London: Macmillan

14、 货币贬值的吸收方法 悉尼.亚特兰大 Alexander,S. 1952, “Effects of a devaluation on a trade balance” ,International Monetary Fund Staff Paper 2 :263-78

15、 货币贬值的货币方法 蒙代尔 Mundell,R.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 Political Economy 84(6):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 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 Work”, Journal of Finance, May 1970  

3、 规模效应(或小公司效应) Rolf Banz Banz,R.1981, “The relationship between return and market value of common stock”, 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 Anomalies and Stock Return Seasonality: Future Empirical Evidence”, Journal of Financial Economics, June 1983; Marshall Blume, Robert Stambaugh, “Biases in Computed Returns: an Application to Size Effect”, Journal of Financial Economics, August 1983.

4、 流动性效应 Amihud & 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, (40)1985  

7、 动力效应 N. Jegadeesh, S. Titman, N. Jegadeesh, S. Titman, “Return to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”, Journal of Finance, (48)1993  

8、 股权溢价之谜 米拉,普雷斯科特 Mehra, R. and Prescott,E.1985. “The equity premium: a puzzle.” Journal of Monetary Economics 15(2)  

9、 Grossman-Stiglitz悖论 Grossman, Sanford, J. and Stiglitz, J. E Grossman, Sanford, J. and Stiglitz, J. E., 1980,, “On the Impossibility of Informationally 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 Sharpe,W.F. 1964, “Capital asset prices:a theory of market equilibrum under conditions risk”, Journal of Finance 19,September  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。David Mayers, “Nonmarketable Assets and Capital Market Equilibrium under Uncertainty”, In Studier in the Theory of Capital Markets, ed. Michael Jensen, New York: Praeger.2.多因素的资本资产定价模型Robert Merton, “An Intertemporal Capital Asset Pricing Model”, Econometrica, 1973.3.以消费为导向的资本资产定价模型Breeden D., “An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities”, Journal of Financial Economics, (7)1979.

12、 APT Stephen A. Ross Ross,S.A., “The arbitrage theory of capital asset pricing”,Journal of Economic Theory13(3),Dec.341-60  

13、 共同基金定理(mutual fund theorem) James Tobin James Tobin, “Liquidity Preference as Behavior toward Risk”, The Review of Economic Studies, February 1958  

14、 M-M定理(又称不相关定理) Modigliani, Franco and Merton H. Miller Modigliani and Miller ,“The cost of capital, corporation finance, and the theory of investment” ,American Economic Review, 48:261-97,1958

15、 税差主义 F. Modigliani, M. H. Miller F. Modigliani, M. H. Miller, “Dividend Policy, Growth and the Valuation of Shares”, Journal of Business, October 1961. F. Modigliani, M. H. Miller, “Corporate Income Taxes and the Cost of Capital: A Correction,” American economic Review, 53(June 1963) pp.433-443认识到税收对资本结构以及企业价值的税盾(tax shield)效应,对MM定理进行了修正。 Farrar, Donald E. and Selwyn, Lee L. “Taxes, Corporate Financial Policy and Return to Investment,” National Tax Journal, 20, No.4(Dec. 1967), pp.444-454Miller, Merton.H, “Debt and Taxes,” Journal of Finance 32,1977, pp.261-275从投资者之间在边际税率上的差异这个角度出发,在一般市场均衡的条件下,科学阐述了资本结构理论。

16、 破产成本主义 Baxter, Nevins D. Baxter, Nevins D. “Leverage, Risk of Ruin and the Lost of Capital”, Journal of Finance, 22, no.4(September, 1967)pp.395-404 一旦债务超过可接受的水平,企业的平均资本成本就会随着债务水平的增加而增高,从而增加破产的可能性,过度的债务融资还会增加企业全部盈利的风险性,进而减少企业总价值。参考Stiglitz, Joseph E., “A Re-Examination of the Modigliani- Miller Theorem,” The American Review,59(Dec. 1969) pp.784-793Stiglitz, Joseph E., “On the Irrelevance of corporate Financial Policy,” The American Review,64(Dec. 1974) pp.851-856

17 权衡理论 Robichek, Alexander A., and Myers, Stewart, Robichek, Alexander A., and Myers, Stewart, “Problems in the Theory of Optimal Capital Structure”, Journal of Financial and Quantitative Analysis, 1,no.1(1966)Myers, Stewart, “The Capital Structure Puzzle,” Journal of Finance, 39, no.3(July 1984), pp.575-592  Masulis, Ronald W. “Discuss: How Big is the Tax Advantage to Debt?” The Journal of Finance,39,no.3(July 1984), pp.853-855将负债的成本从破产成本进一步扩展到代理成本、财务困境成本以及非负债税收收益的损失等方面,扩大了成本和收益的内容,形成后权衡理论。

18、 代理成本理论 M. Jensen, W. Meckling, M. Jensen, W. Meckling, “The Theory of the Firm: Managerial Behavior, Agency Costs, and Capital Structure”, Journal of Financial Economics, May 1976.  

19、 财务契约论 Smith, Clifford W. and Warner, Jerold B. Smith, Clifford W. and Warner, Jerold B. “On Financial Contracting: An Analysis of Bond Covenants,” Journal of Financial Economics (1979)117-161  

20、 信号理论 Spence, A. M. and S. A. Ross Spence, A. M. “Job Marketing Signaling,” Quarterly Journal of Economics 87, 1973,pp.355-374 S. A. Ross, “The Determination of Financial Structure: the Incentive Signaling Approach”, Bell Journal of Economics, (8)1977将信号理论运用到资本结构理论中。

21、 新融资优序论 Myers, Stewart C. and Majluf, Nicholas S. Myers, Stewart C. and Majluf, Nicholas S. “Corporate Financing and Investment Decisions When Firms Have Information That Investors Do Not Have”, Journal of Financial Economics, 13(1984) pp.187-221  

22、 公司控制权市场 Henry Manne Henry Manne, “Mergers and the Market for Corporate Control”, Journal of Political Economics(1965) pp110-120  

23、 金融契约论 Grossman, Sanford and Hart, Oliver Grossman, Sanford and Hart, Oliver, “Takeover Bids, the Free Rider Problem, and the Theory of Corporation”, Bell Journal of Economics, 11, no.1(1980) pp42-63  

24、 公司治理结构学说 Williamson, Oliver E Williamson, Oliver E., “Corporate Finance and Corporate Governance”, Journal of Finance, 43 no.3(June 1988) pp.567-591  

25、 自由现金流理论 Jensen, Michael C. Jensen, Michael C. “Agency Costs of Free Cash Flow, Corporate Finance and Takeover”, American Economic Review, May 1986, vol.76, no.2 pp323-329 Jensen, Michael C “The Free Cash Flow Theory of Takeover: A Ainancial Perspective on Mergers and Acquisitions and the Economy”, “The Merger Boom”, Proceedings of a conference sponsord by Federal Reserve Bank of Boston, Oct.1987, pp.102-143.

26、 市场无效说 Delong, Shleifer, Summers, Waldmann, Delong, Shleifer, Summers, Waldmann, “Noise Trader Risk in financial Markets”, Journal of Political Economy, (98)1990.  

27、 行为资本资产定价模型 Hersh Shefrin, Meir Statman, Hersh Shefrin, Meir Statman, “Behavioral Capital Asset Pricing Theory”, Journal of Financial and Quantative Analysts, September 1994.  

28、 期望理论(又称前景理论) D. Kahneman, A.Tversky D. Kahneman, A.Tversky, “Prospect Theory: An Analysts of Decision Making Under Risk”, Econometrica, March 1979.  

29、 积极反馈投资策略 Summers De long, J.B. Shleifer, A. Summers and Roberts J.W, “Positive feedback investment strategies and destabilizing rational speculation”, The Journal of Finance, Vol. 45  

30、 噪声交易 Noise trade Black ,F Black ,F, 1986, “Noise”,Journal of Finance 41,July:529-43  

31、 MBO

32、 无套利模型 休伯曼 Huberman,G.1982, “A simple approach to arbitrage pricing”, Journal of Economic theory28:183-91

33、 布莱克-斯科尔斯期权定价模型 布莱克、斯科尔斯 Black,F. and Scholes,M.J.1973, “The pricing of options and corporate liabilities”, Journal of Political Economy81(3),May:637-54

34、 二项式期权定价模型 考克斯(Cox)、罗斯(Ross)、罗宾斯坦(Robinstein)等人于1979年在《金融经济学月刊》上发表了论文期权定价:一种简易的方法

35、 贴现现金流模型(Discount cash flow model) 布伦南 Brennan,M. 1979, “The pricing of contingent claims in discrete time models”, Journal of Finance34 :53-68

  36、 贝叶斯决策理论 Bayesian decision theory 托马斯.贝叶斯 Bayes,T.1763,”An essay towards solving a problem in the doctrine of chances”, Philosophical Transactions of the royal society:370-418  

  37、 折旧的经济理论 霍特林 Hotelling ,H.1925. “A general mathematical theory of depreciation”, Journal of the American statistical association 20, September: 340-53  

  38、 违约溢价模型 默顿 Merton,R.C. 1974, “on the pricing of corporate debt: the risk structure of interest rates”, Journal of Finance 29:449-70  

  39、 股票回报模型 希勒 Shiller,R. 1981, “Do stock prices move too much to be justified by subsequent changes in dividends?” American Economic Review 71:421-36  

  40、 委托-代理模型 哈特 Hart,O. 1983 “Optimal lab information :an introduction”,Review of Economic Studies 50:3-35  

  41、 公司控制理论 施莱弗、萨默斯 Shleifer ,A. and Summers, L. 1988 , “Breach of trust in hostile takeovers”, In Corporate Takeovers: Causes and consequences ed. A. Auerbach, Chicago Press  

  42、 公司治理结构 法马 Fama,E. 1980, “Agency problems and the theory of the firm”, Journal of Political Economy 88:288-307  

43、 委托-代理 (Principle and Agency) 罗斯 Ross,S. 1973, “The economic theory of agency: the principle’s problem”, American review 63(20,May:134-9

44、 非公开信息 哈里斯 Harris,I.E. “Liquidity, trading rules,and electronic trading systems”, Monograph Serious in Finance and Economics,New York University Salomon Ceter,New York

  45、 风险厌恶 普拉特 Pratt,J.W.1964.,“Risk aversion in small and in large”, Econometric 32:122-36  

  46、 理性泡沫模型 Flood, Garber Flood,R.P. and Garber, P.M. “Market fundamentals Versus price-level bubbles: The first Tests”, Journal of Political Economy, August 1980  

47、 系统性风险 威廉.夏普 Sharp,W.1964, “Capital asset prices: a theory of market equilibrium under conditions of risks” Journal of Finance 19:425-42

48、 股利折现模型

49、 股利增长模型

 

银行中介

银行中介 理论 作者 出处

1、 逆向选择 Akerlof Akerlof ,The market for “Lemons”, Quarterly Economics 84(3), Aug.488-500

2、 不完全信息理论 Stiglitz和Weiss Stiglitz,Weiss “A credit rationing in markets with imperfect information”, American Economics Review, June 1981

3、 信用可获性理论 R.V. Rosa G., H. Kare Kenn R.V. Rosa G., H. Kare Kenn, “Interest rate and central bank”, Money, Trade and Economic Growth, 1951“Lenders’ preferences, credit rationing and the effectualness of monetary policy”,Review of Economics and statistic, Aug. 1957

4、 道德风险 (Moral Hazard) 阿罗 Arrow K.J .1964,“Essays in the Theory of risk- Bearing. Chicago: Aldine

5、 适应性预期 (adaptive expectation) 欧文.费雪 Fisher, I. 1911, “The purchasing power of money”, New York: Macmillan; latest edn, A.M. Kelley: New York, 1963

6、 资金可得性学说 鲁萨 Roosa,R.V.1951, “Interest rates and the central bank” In money, Trade, and Economic Growth: Essays in Honor of John H. Williams, New York: Macmillan

7、 不完全信息条件下的信贷配给模型 斯蒂格利茨,韦斯 Stiglitz,J. and Weiss,A.1981,“Credit rationing in markets with imperfect information”, American Economic Review71(3),June:393-410

8、 戴蒙德模型 戴蒙德 Diamond ,D. 1984, “Financial intermediation and delegated monitoring”, Review of Economic studies 51:393-414

9、 利率期限结构理论

10、 真实票据学说

11、 自由银行学派

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藤椅
helen09 发表于 2009-10-11 10:28:02 |只看作者 |坛友微信交流群
谢啦,很详细。

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板凳
andyhwang512 发表于 2009-10-11 12:43:20 |只看作者 |坛友微信交流群
读完了 也就有点牛X了  呵呵 谢啦

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报纸
火日 发表于 2009-10-13 22:26:27 |只看作者 |坛友微信交流群
谢啦,好多哦~~

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地板
kakarencc 发表于 2009-10-14 00:40:21 |只看作者 |坛友微信交流群
太多了,不过还是尽量的看吧

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tracy_owp 发表于 2009-10-14 10:23:58 |只看作者 |坛友微信交流群
哇~好详细啊~~·

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paul0498 发表于 2009-10-14 10:55:29 |只看作者 |坛友微信交流群
谢谢LZ,好多啊。

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缝儿 发表于 2009-10-16 23:04:18 |只看作者 |坛友微信交流群
图书馆要派上用场了

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izzggff 发表于 2009-10-17 20:24:07 |只看作者 |坛友微信交流群
谢谢
我们图书馆没有
还得自己搞定

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