nelson,.&siegel,[j],journalofbusiness1987:473—489.

　　diebold，francisxandli,yieldcurvedynamicsandinteractions:adynamicnelson-siegelapproach[j],journalofeconometrics,XX，10:351-363

　　bliss,[j].advancesinfuturesandoptionsresearch,1997，9:197-231

　　tanner,e.，“exchangemarketpressuresandmonetarypolicy:asiaandlatinamericainthe1990s”[c]5workingpapers,imf,XX.

　　so,.,“priceandvolatilityspilloversbetweeninterestrateandexchangevalueoftheusdollar”[j],globalfinancejournal,XX:95-107

　　.testingcontinuous-timemodelsofthespotinterestrate[j],，9:385-426

　　vasicek0,[j],1982，37:339-348

　　duffle，[j]，mathematicalfinance,，6:379-406

　　ait—sahalia,-formlikelihoodexpansions[c]?workingpaper,nber,XX.

　　[10]engle，[j].economica,1982，50:987—1008

　　[10]chen，r.-r.,“maximumlikelihoodestimationforamulti-factorequilibriummodelofthetermstructureofinterestrates,”.journaloffixedincome,december,1993，12:14-31.

　　[11][j]?journaloffinancialeconomics,1977，5:177-188.

　　[12],，[j].econometrica,1985,53：385-407

　　[13],resolvingeconomicconflictbetweentheunitedstatesandjapan[m]:189-220.

　　[14]swanson，r.，rogoff，itrealtheexchangerate-interestdifferentialrelationoverthemodernfloatingperiod[j]journaloffinance,1988，43:359-382

　　[15]chan,k.，chan,karolyi,a.,intradayvolatilityinthestockindexandstockindexfuturesmarkets[j]reviewoffinancialstudies1991:657-684.

　　[16]kutan,，"meanreversionofinterestratesintheeurocurrencymarket[j],oxfordbulletinofeconomicsandstatistics,XX，63:459-473.共2页，当前第1页12

　　[17]-deliverableforward(ndf)andspotmarkets：evidencefromkoreancurrency[j].pacific-basinfinancejournal，XX，9:363-377

　　[18]，exchangerateregimesinanincreasinglyintegratedworld[j]，economy，XX，34:109-132

　　[19]prasad，'sroleintheglobalmonetarysystem[r],globaleconomyanddevelopmentatbrookings,XX:169-185

　　[20]nelsoncr,[j].journalofbusiness,1987，60:473-489.