以下是引用beginner77在2005-3-4 0:14:39的发言: 我也在搞利率的期限结构的实证研究,给你推荐几篇影响深远的文章, Campell and Shiller,cointegration and tests of present value models,Journal of political economy,1987,vol95,No.5 Campell and Shiller: Yields spreads and interest rate movements: a bird's eye view, Review of economic studies(1991)58 Engsted and Nyholm, Regime shifts in the Danish term structure of interest rates, Empirical economics(2000)25:1-13; Engsted adn Tanggaard,cointegration and the US term structure, Journal of Banking and Finance 18(1994); Taylor, Modelling the yield curve,the economic journal,102(May 1992) 524-537;
你好,能否把你上面的文章发给我看看?谢谢!
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