Finance

FinanceVol.1,No.1 (April 2011)

service@scirp.org — 2011-04-01

创业企业家的最优消费与投资
Optimal Consumption and Investment for an Entrepreneur
动态优化；风险厌恶；消费效用无差别定价
Dynamic Optimization; Risk aversion; Consumption Utility-Based Indifference Pricing
Paper Information Full Paper: PDF (Size:315KB)
DOI: 10.12677/fin.2011.11001

异质交易者模型与中央银行汇市干预有效性分析：以日本为例
Heterogeneous Agents Model and the Effectiveness of Official Intervention in the Foreign Exchange Market: Evidence from Japan
非线性；反向操作策略；异质参与者；中央银行干预；外汇市场
Nonlinear; Contrarian Strategy; Heterogeneous Agents; Central Bank Interventions; Foreign Exchange Market
Paper Information Full Paper: PDF (Size:255KB)
DOI: 10.12677/fin.2011.11002

WTO时代CPI与PPI间影响力研究
Research on the Influence between CPI and PPI in Times of WTO
WTO；CPI；PPI；影响力
WTO; CPI; PPI; Influence
Paper Information Full Paper: PDF (Size:470KB)
DOI: 10.12677/fin.2011.11003

多维分数布朗运动环境下再装期权定价公式
Pricing of Reload Option on Stock Driven by Multidimensional Fractional Brown Motions
多维分数布朗运动；再装期权；红利
Reload Option; Multidimensional Fractional Brown Motion; Neutral-Risk Method
Paper Information Full Paper: PDF (Size:164KB)
DOI: 10.12677/fin.2011.11004

大学毕业生抱负资本经济价值的微观计量分析
The Microanalysis of the Economic Value of College Graduates’ Ambition Capital
大学毕业生；抱负资本；收入水平；Logit模型；边际影响
College Graduates; Ambition Capital; Salary; Logit Model; Marginal Effect
Paper Information Full Paper: PDF (Size:1243KB)
DOI: 10.12677/fin.2011.11005

FinanceVol.1,No.2 (July 2011)

service@scirp.org — 2011-07-26

具有相关理赔的二元负风险和模型的破产概率
Ruin Probabilities for a Double Type-insurance Risk Model with Negative Risk Sums
相关；负风险和；破产概率
Correlated Aggregate Claims; Negative Risk Sums; Ruin Probability
Paper Information Full Paper: PDF (Size:177KB)
DOI: 10.12677/fin.2011.12006

发达地区农户融资环境优化研究
Research on Optimization of Farmer Households’ Fi-nancing Environment in the Developed Region
发达地区；农户；融资环境；民间借贷
The Developed Region; Farmer Households; Financing Environment; Informal Finance
Paper Information Full Paper: PDF (Size:262KB)
DOI: 10.12677/fin.2011.12007

FinanceVol.1,No.3 (October 2011)

service@scirp.org — 2011-10-28

货币增长率、收入流通加速度与通货膨胀—基于中国数据的实证分析
Growth Rate of Money, Income Acceleration Velocity of Money and Inflation—Empirical Analysis Based on Chinese Data
货币数量论；收入流通速度；收入流通加速度；通货膨胀率
Quantity Theory of Money; Income Velocity of Money; Income Acceleration Velocity; Inflation Rate
Paper Information Full Paper: PDF (Size:461KB)
DOI: 10.12677/fin.2011.13008

基于BP 神经网络的我国石化类上市公司经营风险预警系统
Early Warning System of Operational Risks in Petrochemical Listed Companies in China Based on BP Artificial Neural Network
经营风险预警；石化类上市公司；BP 神经网络
Early Warning System of Operational Risks; Petrochemical Companies; BP Neural Network Model
Paper Information Full Paper: PDF (Size:320KB)
DOI: 10.12677/fin.2011.13009

金融创新扩散与经济增长—来自美国商业银行的证据
Financial Innovation Diffusion and Economic Growth—Evidence from the American Commercial Banks
金融创新扩散；经济增长；金融危机
Financial Innovation Diffusion; Economic Growth; Financial Crisis
Paper Information Full Paper: PDF (Size:465KB)
DOI: 10.12677/fin.2011.13010

控股股东资产注入行为及其影响因素研究
Research on Majority Shareholders’ Behavior of Assets-Injecting and Its Influencing Factors
控股股东；市场择时；资产注入；股权集中度；关联交易
Majority Shareholders; Market Timing; Assets-Injecting; Private Placement; HERF; Related Transaction
Paper Information Full Paper: PDF (Size:372KB)
DOI: 10.12677/fin.2011.13011

一个新的增量货币数量方程式—基于中国的数据分析
A New Quantity Equation of Money Changes—Empirical Analysis Based on Chinese Data
存量货币数量方程式；增量货币数量方程式；超额货币增长率；通货膨胀率
Quantity Equation of Money; Quantity Equation of Money Changes; Excess Money Growth Rate; Inflation Rate
Paper Information Full Paper: PDF (Size:494KB)
DOI: 10.12677/fin.2011.13012

FinanceVol.2,No.1 (January 2012)

service@scirp.org — 2012-01-17

基于模糊贴近度的震后恢复预测模型——以日本地震经济恢复为例
A Forecast Model Based on Fuzzy Approach for the Recovery in Economy after the Earthquake——Illustrated by the Case in Predicting the Recovery in Japanese Economy after the Earthquake
地震恢复预测；模糊数学；主成分分析
Earthquake Forecast; Fuzzy Mathematics; Principal Component Analysis (PCA)
Paper Information Full Paper: PDF (Size:284KB)
DOI: 10.12677/fin.2012.21001

货币供应量作为中国货币政策中介目标的两条路径
Two Paths to the Intermediate Target of Monetary Policy Based on the Money Supply in China
存量货币数量方程式；增量货币数量方程式；货币流通加速度；超额货币增长率；货币政策中介目标
Quantity Equation of Money; Quantity Equation of Money Changes; Acceleration Velocity of Money; Excess Money Growth Rate; Intermediate Target for Monetary Policy
Paper Information Full Paper: PDF (Size:1264KB)
DOI: 10.12677/fin.2012.21002

基于AC均线预测的股票交易策略及实证
Stock Trading Strategies Based on the AC Algorithm Moving Average Line Forecast and Empirically Study
均线预测；AC；交易策略
Moving Average Forecast; AC; Trading Strategies
Paper Information Full Paper: PDF (Size:272KB)
DOI: 10.12677/fin.2012.21003

中国省域产业结构影响因素的空间计量分析
Spatial Econometric Analysis on the Factors of Provincial Industrial Structure in China
省域产业结构；影响因素；空间计量经济学
Provincial Industrial Structure; Influencing Factor; Spatial Econometrics
Paper Information Full Paper: PDF (Size:416KB)
DOI: 10.12677/fin.2012.21004

基于隐马尔可夫链的上证股指建模
A Hidden Markov Chain Modeling of Shanghai Stock Index
隐马尔可夫链；指数预测模型；上证指数
Hidden Markov Model; Index Forecast Model; Shanghai Stock Index
Paper Information Full Paper: PDF (Size:371KB)
DOI: 10.12677/fin.2012.21005

人民币汇率变动的出口价格传递效应研究——基于VAR模型的实证分析
Studies on Effects of RMB Exchange Rate Pass-Through into Export Prices——An Empirical Study by Mean of VAR Model
人民币汇率；汇率传递；出口价格；向量自回归模型
RMB Nominal Exchange Rate; Exchange Rate Pass-Through; Export Prices; VAR Model
Paper Information Full Paper: PDF (Size:312KB)
DOI: 10.12677/fin.2012.21006

FinanceVol.2,No.2 (April 2012)

service@scirp.org — 2012-04-24

货币政策、上市公司资本结构与超额价值—中国2006~2010
Monetary Policy, Capital Structure of Listed Companies and Excess Corporate Value—China 2006-2010
货币政策；资本结构；公司超额价值；实证研究
Monetary Policy; Capital Structure; Excess Corporate Value; Empirical Studies
Paper Information Full Paper: PDF (Size:1309KB)
DOI: 10.12677/fin.2012.22007

从VIE事件看海外融资现象的监管路径
From the VIE Event to See the Phenomenon of Overseas Financing Regulatory Path
协议控制(VIE)；特殊目的公司(SPV)；人民币基金
Variable Interest Entities (VIE); Special Purpose Company (SPV); RMB Fund
Paper Information Full Paper: PDF (Size:409KB)
DOI: 10.12677/fin.2012.22008

超额货币、货币自膨胀与通货膨胀—基于中国数据的实证分析
Excess Money, Self-Expansion of Money and Inflation—Empirical Analysis Based on Chinese Data
超额货币；货币自膨胀率；增量货币数量方程式；超额货币增长率；通货膨胀率
Excess Money; Self-Expansion Rate of Money; Quantity Equation of Money Changes;Excess Money Growth Rate; Inflation Rate
Paper Information Full Paper: PDF (Size:1953KB)
DOI: 10.12677/fin.2012.22009

宏观经济政策冲击下的跨市场效应研究
Study on the Cross-Market Effects under the Impact of Macroeconomic Policies
宏观经济政策；跨市场效应；Copula函数；非线性相关性
Macroeconomic Policy; Cross-Market Effects; Copula Functions; Non-Linear Correlation
Paper Information Full Paper: PDF (Size:1303KB)
DOI: 10.12677/fin.2012.22010

利率调控抑制物价上涨实证分析
An Empirical Analysis of Benchmark Rate’s Effects on Rising Price
通货膨胀；货币供应量；利率
Inflation; Money Supply; Interest Rate
Paper Information Full Paper: PDF (Size:310KB)
DOI: 10.12677/fin.2012.22011

期间交易及其对基金业绩的影响
Interim Trading and Its Effects to Fund Performance
期间交易; 持股数据; 基金业绩
Interim Trading; Stock-Holding Data; Fund Performance
Paper Information Full Paper: PDF (Size:284KB)
DOI: 10.12677/fin.2012.22012

股票的交易价值
Trading Value of the Stocks
股价估值；买卖力；成交量；变市值；交易价值
Valuing of Stocks Price; Dynamics of Buying and Selling; Trading Volumes;Variable Market Capitalization; Trading Value
Paper Information Full Paper: PDF (Size:349KB)
DOI: 10.12677/fin.2012.22013

FinanceVol.2,No.3 (July 2012)

service@scirp.org — 2012-07-26

如何构建澳门房地产价格指数
Macao Real Estate Pricing Index Structuring Method
房地产指数；特征法；澳门
House Price Index; Hedonic; Macao
Paper Information Full Paper: PDF (Size:331KB)
DOI: 10.12677/FIN.2012.23014

经济增长碳减排与物价稳定三重目标的优化模型
Triple Objectives of Optimization Model about Carbon Emission Reduction of Economic Growth and Price Stability
经济增长；碳排放强度；价格指数；产业结构调整；数学规划
Economic Growth; Carbon Intensity; The Price Index; Industrial Restructuring; Mathematical Programming
Paper Information Full Paper: PDF (Size:224KB)
DOI: 10.12677/FIN.2012.23015

中国货币政策独立性与有效性的实证分析
The Independence and Effectiveness of Monetary Policy: Empirical Evidence from China
货币政策独立性；货币政策的有效性；国际间传导；向量误差纠正模型
Monetary Independence; Monetary Effectiveness; International Transmission; VECM
Paper Information Full Paper: PDF (Size:223KB)
DOI: 10.12677/FIN.2012.23016

基于股指期货的投资者情绪对中国股市影响的实证研究
The Empirical Research on the Effect of Investor Sentiment for the Stock Market of China Based on Stock Index Futures
投资者情绪；股指期货；股票收益率
Investor Sentiment; Stock Index Futures; Stock Return
Paper Information Full Paper: PDF (Size:188KB)
DOI: 10.12677/FIN.2012.23017

应用DEA分析2006~2010年澳门银行业效率演进实例
Analysis of Evolution of Banking Efficiency of Macao during 2006-2010 with DEA Method
数据包络分析法；成本效率；商业银行；澳门
DEA; Cost-Efficiency; Commercial Bank; Macao
Paper Information Full Paper: PDF (Size:195KB)
DOI: 10.12677/FIN.2012.23018

FinanceVol.2,No.4 (October 2012)

service@scirp.org — 2012-10-31

关于资金价格双轨制并轨思路的研究
A Study on the Merger of Dual-Track of Capital Price
资金价格；管制利率；市场利率；利率风险
Capital Price; Control Interest Rates; Market Interest Rates; Interest Rate Risk
Paper Information Full Paper: PDF (Size:190KB)
DOI: 10.12677/FIN.2012.24019

对我国创业板上市公司现金股利政策的探析
The Analysis on the Cash Dividends Policies of the GEM Quoted Companies
创业板；现金股利；特点；影响因素
GEM; Cash Dividends; Traits; Influence Factors
Paper Information Full Paper: PDF (Size:174KB)
DOI: 10.12677/FIN.2012.24020

中国存款准备金政策及其效应分析—以2010~2011年央行货币政策调控为例
Analysis of the Effect of China Deposit Reserve Policy—2010-2011 Chinese Central Bank’s Monetary Policy Control, for Example
存款准备金；货币政策；传导机制；货币供应量；消费者价格指数
Reserve Deposit; Monetary Policy; Transmission; Money Supply; CPI
Paper Information Full Paper: PDF (Size:193KB)
DOI: 10.12677/FIN.2012.24021

FinanceVol.3,No.1 (January 2013)

service@scirp.org — 2013-04-23

预期资产负债表的编制
A New Way to Draw an Anticipated Statement of Assets and Liabilities
预期资产负债表；恒等式；资产；负债；所有者权益；本年利润
Anticipated Statement of Assets and Liabilities; Identical Equition; Asset; Liability; Owner’s Eq-uity; Current Year Profit
Paper Information Full Paper: PDF (Size:215KB)
DOI: 10.12677/FIN.2013.31001

FinanceVol.3,No.2 (April 2013)

service@scirp.org — 2013-04-29

HJM框架下流动性风险的研究
Study of Liquidity Risk under HJM Framework
HJM框架；流动性风险；流动性利差；统计拟合
HJM Framework; Liquidity Risk; Liquidity Spread; Statistical Fitting
Paper Information Full Paper: PDF (Size:212KB)
DOI: 10.12677/FIN.2013.32002

一站式金融超市——证券公司转型的新定位
One-Stop Financial Supermarket—New Location of Securities Company’s Innovation and Transformation
创新；财富管理；一站式；金融超市
Innovation; Wealth Management; One-Stop; Financial Supermarket
Paper Information Full Paper: PDF (Size:476KB)
DOI: 10.12677/FIN.2013.32003

宏观数据发布对人民币汇率的瞬时影响分析
The Impact of Macroeconomic Announcements on RMB Exchange Rate
宏观数据发布；EGARCH模型；宣布效应
Macroeconomic Announcement; EGRACH Model; Announcement Effect
Paper Information Full Paper: PDF (Size:410KB)
DOI: 10.12677/FIN.2013.32004

FinanceVol.3,No.3 (July 2013)

service@scirp.org — 2013-07-04

货币数量关系之间的一个控制方程—基于中国数据的实证分析
A Control Equation between Money Quantity Relations—Empirical Analysis Based on Chinese Data
货币数量方程；收入流通速度；货币化指数；通货膨胀率
Quantity Equation of Money; Income Velocity; Monetization Index; Inflation Rate
Paper Information Full Paper: PDF (Size:484KB)
DOI: 10.12677/FIN.2013.33005

FinanceVol.3,No.4 (October 2013)

service@scirp.org — 2013-09-26

我国上市公司信用违约风险的实证检验
Empirical Test of Credit Default Risk of Listed Companies in China
信用风险；KMV模型；违约距离
Credit Risk; KMV Model; Default Distance
Paper Information Full Paper: PDF (Size:304KB)
DOI: 10.12677/FIN.2013.34006

基于RSLN-2模型下的我国股票分红问题探究
Research on Dividend Policy of China’s Stock Market Based on RSLN-2 Model
体制状态转移对数正态模型；股指；股息率；分红
Regime-Switching Lognormal Model; Stock Index; Dividend Payout Ratio; Dividend
Paper Information Full Paper: PDF (Size:383KB)
DOI: 10.12677/FIN.2013.34007

基于分位数回归技术的金融市场稳定性研究
The Study on Financial Market Stability Based on Quantile Regression Technique
金融稳定；分位数回归；波动率；系统冲击
Financial Stability; Quantile Regression; Volatility; System Shock
Paper Information Full Paper: PDF (Size:512KB)
DOI: 10.12677/FIN.2013.34008

FinanceVol.4,No.1 (January 2014)

service@scirp.org — 2014-01-21

非参数协整和误差修正模型及其在金融中的应用
Applications of Nonparametric Cointegration and Error Correction Model to Finance
协整理论；非参数；实证分析；误差修正模型
Co-Integration Theory; The Non-Parameter; Empirical Analysis; Error Correction Model
Paper Information Full Paper: PDF (Size:409KB)
DOI: 10.12677/FIN.2014.41001

基于PCA和灰色系统的住房价格建模
Housing Price Modeling with PCA and Gray System
房价；主成分分析；灰色系统理论；线性回归方程
House Price; Principal Component Analysis; Grey System Theory; Linear Regression Equation
Paper Information Full Paper: PDF (Size:320KB)
DOI: 10.12677/FIN.2014.41002

机构投资者股票投资业绩研究——基于中国A股的经验数据
The Performance of Institutional Investors——Based on the Analysis of Chinese A Share Market
机构投资者；投资业绩；超额收益率
Institutional Investors; Performance of Investment; The Excessive Returns
Paper Information Full Paper: PDF (Size:391KB)
DOI: 10.12677/FIN.2014.41003

长三角16城市金融生产力的比较研究
Comparative Studies of Financial Productivity on the 16 Cities in the Yangtze River Delta Region
金融生产力；迈尔奎斯特指数；长三角城市
Financial Productivity; Malmquist Index; Yangtze River Delta City
Paper Information Full Paper: PDF (Size:320KB)
DOI: 10.12677/FIN.2014.41004

人民币国际化的现状、障碍与策略：结构视角的分析
Present Situation, Barriers and Strategies of RMB Internationalization: Analysis from Structure Perspective
人民币国际；金融市场结构；金融体系结构；资本项目管制；人民币回流
RMB Internationalization; Financial Market Structure; Financial System Structure; Capital Control; RMB Backflow
Paper Information Full Paper: PDF (Size:841KB)
DOI: 10.12677/FIN.2014.41005

FinanceVol.4,No.2 (April 2014)

service@scirp.org — 2014-04-11

中国金融CGE模型研究与应用
Financial CGE Model Research and Application in China
金融CGE模型，金融变量，金融工具，金融部门
Financial CGE Model, Financial Variables, Financial Tools, Financial Departments
Paper Information Full Paper: PDF (Size:585KB)
DOI: 10.12677/FIN.2014.42006