[1]A. Buckley. International Capital Budgeting[M]. UK:Prentice Hall International Limited, 1996. [2]Shapiro,Alan C. Foundations of Multinational Financial Management[M]. Second edition,NJ:Prentice Hall, 1994. [3]Eiteman,David K. Multinational Business Finance[M]. Massachusetts:Addison-Wesley Publishing Company, 1991. [4]王化成. 国际财务管理[M]. 北京:中国审计出版社,1998. [5]Bali,T. G. Testing the Empirical Performance of Stochastic Volatility Models of the Short Term Interest Rate[J]. Journal of Financial and Quantitative Analysis,2000,35(2). [6]Gray,S. F. Modeling the conditional distribution of interest rates as a regime-switching process[J]. Journal of Financial Economics,1996,42(1):27-62. [7]Brown,R. H. and S. M. Schaefer. The term structure of real interest rates and the Cox,Ingersoll,and Ross model[J]. Journal of Financial Economics,1994,35(1):3-42. [8]Minton,B. A. An empirical examination of basic valuation models for plain vanilla U. S. interest rate swaps[J]. Journal of Financial Economics,1997,44(2):251-277. [9]Najand,M. and C. Bond. Structural models of exchange rate determination[J]. Journal of Multinational Financial Management,2000,10(1),15-27. [10]Campbell,J. Y. and J. H. Cochrane. Explaining the Poor Performance of Consumption-based Asset Pricing Models[J]. The Journal of Finance, 2000,55(6). [11]Ferson,W. E. and S. R. Foerster. Finite sample properties of the Generalized Method of Moments in tests of conditional asset pricing models[J]. Journal of Financial Economics,1994,36(1):29-56. [12]MacKi,A. Craig. Asset pricing models:implications for expected returns and portfolio selection[J]. The Review of Financial Studies,2000,13(4). [13]Pastor,L. and R. F. Stambaugh. Comparing asset pricing models:An investment perspective[J]. Journal of Financial Economics,2000,56(3):333-344. [14]Shyam-Sunder,L. and S. Myers. Testing static trade-off against pecking order models of capital structure[J]. Journal of Financial Economics,1999,51(2):219-244. [15]雷光复. 信息系统与计算机辅助管理[M]. 北京:清华大学出版社, 1997. |