［149］Patrick Houweling，Jaap Hoek，Frank Kleibergen（2001）：The joint estimantion of term structures and credit spreads Journal of Empirical Finance 8（2001），pp297-323.
［150］Paul A Grout，Anna Zalewska（2006）：the impact of regulation on market risk Journal of Financial Economics 80（2006），149-184.
［151］Purnanandam，A，2005Interest Rate Risk Management at Commercial Banks：An Empirical Investigation，May 2005.
［152］Pilipovic，D and JWengler（1998）：Basis for boptionsEnergy and Power Risk Management，December，pp28-29.
［153］Plosser C I，Rouwenhorst K G（1994）：International term structures and real economic growth Journal of Monetary Economics，1994，33，pp133-155.
［154］Powell，MJD（1981）：Approximation，Theory and Methods Cambridge University Press，Cambridge.
［155］Quemard，J，Golitin，V（2005）：InterestRate Risk in the French Banking System Financial Stability Review，Banque de France June 2005，pp 81-94.
［156］Ralph C Kimball（2000）：Failures in Risk Management New England Economic Review，January/February 2000.
［157］RC Merton（1976）：Option pricing when underling stock return are discontinuous，Journal of Financial Economics，4（1976），pp125-144.
［158］R Carmona and V Durrleman（2003）：Pricing and Hedging basket Options in a Log-Normal modeltechreport，Department of Operations Research and Financial Engineering，Princeton University，Princeton，NJ，2003.
［159］Rene Carmona Valdo Durrleman（2003）：Pricing and Hedging Spread Options SIMA Review Vol45，No4，pp627-6852003society for Industrial and Applied Mathematics.
［160］RGibson and S Schwartz（1990）：Stochastic convenience yield and the pricing of oil contingent claims Journal of Finance，45，no3959-976.
［161］Schlogl，Erik and D Sommer（1997）：Factor models and the term structure of interest rates Discussion Paper of University of Bonn.
［162］Seung H Han，James E Diekmann，Young Lee，and Jong H Ock（2004）：Multicriteria Financial Portfolio Risk Management for nternational Projects Journal of Construction Engineering and Management MAY/JUNE 2004pp346-356.
［163］Shimko，D C（1994）：Options on futures spreads：hedging，speculation，and valuation The Journal of Futures Markets 14（2），pp183-213.
［164］Shu Wu and Yong Zen（2005）：The term structure of interest rates under regime shifts and jumps2005.
［165］Staikouras，S，2003The interest rate risk exposure of financial intermediaries：A review of the theory and empirical evidence Financial Markets，Institutions and Instruments 12，257-289.
［166］Staikouras，S，2006Financial intermediaries and interest rate risk：II Financial Markets，Institutions and Instruments 15，225-272.
［167］Stock，James and Mark Watson（2001）：Forecasting output and inflation：The role of asset prices Working paper，Princeton University.
［168］Sudipta Dutta Roy，Gangadhar Darbha and Vardhana Pawaskar：The risk structure of interest rates：estimates for the Indian corporate bond market.
［169］Trigeogis，L（1996）：Real Options-Managerial Flexibility and Strategy in Resource Allocation MIT Press，Cambridge，Mass.
［170］Vasicek，（1977）：An Equilibrium Characterization of the Term Structure of Interest Rates Journal of Financial Economics，1977，Vol，5，pp177-188.
［171］Vasicek OA，Fong HG（1982）：Term structure modeling using exponential splines Journal of Finance，37，pp339-348.
［172］Wetmore，J，Brick，J（1998）：The basis risk component of commercial bank stock returns Journal of Economics and Business 50，pp67-76.
