人大金融必读书目人大金融学院院长举荐书目--------------------------------------------------------------------------------应用金融硕士研究生精读书目陈雨露、张杰、瞿强联合举荐 2004-12-7 19031、《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、《国际金融治理》 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、《银行治理——教程与案例》（第五版），乔治·H·汉普尔，中国人民大学出版社。

10、《投资组合治理：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治理》唐·M·钞票斯（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、瞿强联合举荐 2004-12-7 19081、《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举荐阅读原创论文名目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.38-56,19172、仿照传染模型 Lux. T Lux.T, “Herd behavior, bubbles and crashes”, The Economic Journal, Vol. 105, pp 881-896, 19953、托宾q效应托宾 Tobin, “A general equilibrium approach to monetary theory”, Journal of Money, Credit and Banking, pp15-29, Feb. 19694、消费的财宝效应莫迪利亚尼 Franco Modigliani, “Monetary Policy and Consumption”, in Consumer Spending and Money Policy: The Linkages (Federal Reserve Bank of Boston.1971), pp9-845、流淌性偏好凯恩斯 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,19716、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, 19827、泰勒规则泰勒 Taylor J., “Discretion versus policy rules in practice”, Carnegie-Rochester Conference Series on Public Policy, Vol.39, 19938、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 19779、 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, 199410、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. 197311、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), 199212、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 26-28,199913、金融体系内在脆弱性假讲米什金 Minsky,H.“the financial instability hypothesis：a restatement ”帕7714、生命周期假讲 (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,1980:79-12715、流淌性偏好 (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: Macmllan16、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,197217、 IS-LM模型希克斯，汉森 J.R.Hicks,1937,《凯恩斯先生与古典经济学：一个尝试性讲明》，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: firstmemorandum to huskisson”, In Economic writings of James pennington, ed. R.S. sayers, London The London School of Economics and political Science, 196319、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 645520、费雪效应费雪 Fisher, I. 1930 “The theory of Interest” New York: Macmillan Company21、乘数理论汉森 Hansen,A.H.1941 “business cycles and national income” New York: Norton22、“稳固黄金”法则23 最优货币量学讲米尔顿.弗里德曼 Friedman,M.,1969, “The optimal quantity of money” in The optimum quantity of money and other essays, Chicago: Aldine24、恒久性收入弗里德曼 Friedman,M. 1957, “A theory of consumption function”, Princeton university Press25、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 :124-3126、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 Press27、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－关于金融形状的比较试验》,195529、金融抑制金融深化罗纳德·I·麦金农和爱德华·S·肖《经济进展中的货币和资本》与《经济进展中的金融深化》The American Economic Review，1970s30、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 5:133-4331、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;397-42432、货币中性 (Neutrality of money) 哈耶克 Hayek,F.A. von. 1931 “Prices and production”, London: George Routledge33、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,196334、可贷资金理论35、流淌性升水理论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 foreignexchanges”, Economic Journal 26,March: 62－52、资产组合平稳分析 Branson Branson,” Asset market and relative prices in exchange rate determination”, 19773、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 675、特里芬难题特里芬 Triffen,R.1960, “ Golden and dollar crisis”, New Haven: Yale University Press6、 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, 19627、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、国际收支的吸取分析法(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 49:22-4210、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:657-6511、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:118-2212、抵补利率平价 (covered interest parity) 凯恩斯 Keynes,J.M,1923 “A tract on monetary reform”, London: Macmillan13、马歇尔－勒纳条件 (Marshall-Lener Condition) 马歇尔 Marshall,A.1923 “Money, credit and commerce” London: Macmillan14、货币贬值的吸取方法悉尼.亚特兰大 Alexander,S. 1952, “Effects of a devaluation on a trade balance” ,International Monetary Fund Staff Paper 2 :263-7815、货币贬值的货币方法蒙代尔 Mundell,R.A. 1971, “monetary theory” pacific palisades: Good year16、国际收支依靠性经济模型斯旺 Swan, T.W. 1960, “Economic control in a dependent economy”, Economic record 36:51-6617、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进展1、随机游走模型 Kendall, Osborn, Arnold Moore2、有效率市场假讲(Efficient market hypothesis) Eugene Fama Eugene Fama，“Efficient Capital Market: a Review of Theory and Empirical Work”, Journal of Finance, May 19703、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、流淌性效应 Amihud & Mendelson5、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)19857、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)19938、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, 393-40810、现代组合理论 Harry Markowitz, Harry Markowitz, “Portfolio Selection”, Journal of Finance, March 195211、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能够市场化的假设，推导出存在非市场化资产情形下的资产定价公式。