[1] Roberta. Michael F，Exchange Rate Regimes in an Increasingly Integrated World [J]，Economy，25，34:19-132
[2] Prasad，E. Ye. L_ The Renminbis Role in the Global Monetary System[R]， Global Economy and Development at Brookings，212 (2) : 169-185
[3] NELSON C R， SIGEL A F. Parsimonious modeling of yield curve [J]. Journal of Business， 1987，6:473- 489.
[4] Tanner， E.，“Exchange Market Pressures and Monetary Policy: Asia and Latin America in the 199s” [C]5 Working Papers， IMF，2.
[5] So， R. W.， “Price and Volatility Spillovers between Interest Rate and Exchange Value of the US Dollar”[J]， Global Finance Journal，21 (1) :95-17
[6] Y.Sahalia. Testing Continuous-Time Models of the Spot Interest Rate [J]， Review of Financial Studies. 1996，9:385-426
[7] Vasicek ，Fong H G Term structure modeling using exponential splines. Journal of Finance[J]， 1982，37:339-348
[8] Duffle，D. and R. Kan. A yield factor model of interest rates[J]，Mathematical Finance， 1. 1996，6: 379-46
[9] Ait—Sahalia，Y and R. Kimmel. Estimating affine Multifactor Term structure models using closed-form likelihood expansions[C] ? Working paper，NBER，22.
[1] Engle，Robert E Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U. k Inflation[J]. Economica，1982，5:987—18
[1]CHEN，R.-R.， and L. SCOTT “Maximum Likelihood Estimation for a Multi-Factor Equilibrium Model of the Term Structure of Interest Rates，”. Journal of Fixed Income， December， 1993，12: 14-31 .
[11] Vasicek O. An equilibrium characterization of the term structure [J] ? Journal of Financial Economics， 1977，5:177-188.
[12] J. C. Cox， J. E. Ingersoll，S. A. Ross. A Theory of the Term Structure of Interest Rates [J]. Econometrica， 1985， 53： 385-47
[13] Edmund M. A. Kwaw and Yen， Resolving Economic Conflict Between The United States and Japan[M] . Massachusetts Institute of Technolog. 1997: 189-22.
[14] Swanson，R.，Rogoff，K.Was it real The exchange rate-interest differential relation over the modern floating period[J] Journal of Finance， 1988，43: 359-382
[15] Chan， K.，Chan， K.C.K Karolyi， A.，Intraday volatility in the stock index and stock index futures markets [J] Review of Financial Studies 1991 (4) : 657-684.
[16] Kutan， J. and S. Zhou，Mean Reversion of Interest Rates in the Eurocurrency Market[J]， Oxford Bulletin of Economics and Statistics，21，63: 459-473.
[17] Park. Information Flows between Non-deliverable Forward (NDF ) and Spot Markets：Evidence from Korean Currency [J]. Pacific-Basin Finance Journal，21，9:363-377
[18] Nelson， C. R. Siegel， A. F. Parsimonious modeling of yield curves [J]， Journal of Business 1987(4): 473—489.
[19] Diebold，Francis X and Li， Canlin..Global yield curve dynamics and interactions: Adynamic Nelson-Siegel approach[J]，Journal of Econometrics，28，1:351-363
[20] Bliss， R. R.. Testing Term Structure Estimation Methods [J]. Advances in Futures and Options Research， 1997，9:197-231
