国外核心存款研究综述
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外国经济与管理 2004 年 第 26 卷第 05 期, 页码：38 - 41
摘要
参考文献
摘要
本文首先界定了核心存款的定义和种类 ,随后从核心存款余额的性质、支付利率的特性以及核心存款的估价方法和溢价特性等方面对国外相关文献进行了归纳和总结 ,以期为我国核心存款的研究提供借鉴和帮助
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[2]James,M .O ..EstimatingtheValueandInterestRateRiskofInterest bearingTransactionsDeposits[R].FederalReserveBankofPhiladelphiaWorkingPaper,2000.
[3]Janosi,T .,Jarrow,R .,Ferdinando,Z ..AnEmpiricalAnalysisoftheJarrow vanDeventerModelforValuingNonMaturityDeposits[J].JournalofDerivatives,1999,7,Fall:8-31.
[4]Kahn,Charles,Pennacchi,George,Ben,S ..BankDepositClustering:TheoryandEmpiricalEvidence[J].JournalofFi nance,1999,54(12):2185-2214.
[5]O’Brien,James,Orphanides,Athanasios,David,S ..EstimatingtheInterestRateSensitivityofLiquidRetailDeposits.Pro ceedingsofaConferenceonBankStructureandCompetition[J].ChicagoFederalReserveBank,1994,(5):400-435.
[6]Pennacchi,G ..TheValueofGuaranteesonPensionFundReturns[J].TheJournalofRiskandInsurance,1999,66,(2):219-237.
[7]Sharpe,S ..TheEffectofConsumerSwitchingCostsonPrices:ATheoryanditsApplicationtotheBankDepositMarket[J].ReviewofIndustrialOrganization,1997,12(1):79-94.
引用本文
吴许均. 国外核心存款研究综述[J]. 外国经济与管理, 2004, 26(5): 38–41.
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