① 高分求國貿專業論文英文參考文獻
1. Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks [5.317%]
Steven R. Grenadier & Brian J. Hall
1995 Downloadable (with restrictions)! Bank risk-based capital (RBC) standards require banks to hold differing amounts of capital for different classes of assets, based almost entirely on a credit risk criterion. The paper provides both a theoretical and empirical framework for evaluating such standards. A model outlining a pricing methodology for loans subject to default risk is presented. The model shows that the returns on such loans are affected by the complicated interaction of the likelihood of default, the consequences of default, term structure variables, and the pricing of factor risks in the economy. When we examine whether the risk weights accurately reflect bank asset risk, we find that the weights fail even in their limited goal of correctly quantifying credit risk. For example, our findings indicate that the RBC weights overpenalize home mortgages, which have an average credit loss of 13 basis points, relative to commercial and consumer loans. The RBC rules also contain a significant bias agains
2. Pricing Derivatives on Financial Securities Subject to Credit Risk [5.058%]
Jarrow, Robert A & Turnbull, Stuart M
Downloadable (with restrictions)! Author(s): Jarrow, Robert A & Turnbull, Stuart M. 1995 Abstract: This article provides a new methodology for pricing and hedging derivative securities involving credit risk. Two types of credit risks are considered. The first is where the asset underlying the derivative security may default. The second is where the writer of the derivative security may default. The authors apply the foreign currency analogy of R. Jarrow and S. Turnbull (1991) to decompose the dollar payoff from a risky security into a certain payoff and a 'spot exchange rate.' Arbitrage-free valuation techniques are then employed. This methodology can be applied to corporate debt and over the counter derivatives, such as swaps and caps. Copyright 1995 by American Finance Association.
3. The nature of credit risk in project finance [5.057%]
Marco Sorge
Downloadable ! Author(s): Marco Sorge. 2004 Abstract: In project finance, credit risk tends to be relatively high at project inception and to diminish over the life of the project. Hence, longer-maturity loans would be cheaper than shorter-term credits.
4. Valuation of Credit Risk in Agricultural Mortgages [5.056%]
Sherrick, Bruce J & Barry, Peter J & Ellinger, Paul N
2000 Downloadable (with restrictions)! A credit-risk valuation model is developed and empirically implemented to estimate the cost of loss distributions across a broad set of loan-level and pool-level characteristics is used to assess insuring against credit risks in pools of agricultural mortgage loans. Probabilistic information about insurance valuation and solvency likelihood. The effects on the value of credit-risk insurance of pool size, dectibles, timing alterations, premium loadings, adverse loan selection, and changing underwriting standards are also estimated. Results indicate that actuarial insurance costs are initially highly sensitive and then become relatively insensitive as pool size increases. Copyright 2000 by American Agricultural Economics Association
5. Could Regional and Cantonal Banks Rece Credit Risk through National Diversification? [5.055%]
Bertrand Rime
2007 Downloadable! This paper evaluates the rection of credit risk that can be achieved in Switzerland by a national diversification of bank lending. Using a credit risk model based on corporate default rates, I find that the risk of a nationally diversified loan portfolio is up to 20% smaller than the sum of the risks of regional portfolios. From a financial stability perspective, this substantial risk diversification potential should motivate particular scrutiny on the more than hundred Swiss banks staying on the regional business model.
6. The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions [5.052%]
Li L. Ong & Jorge A. Chan-Lau
Downloadable ! Author(s): Li L. Ong & Jorge A. Chan-Lau. 2006 Abstract: The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still-limited liquidity means that its rapid expansion may actually pose problems for financial sector stability in the event of a major negative shock to credit markets. This paper attempts to quantify the exposure of major U.K. financial groups to credit derivatives, by applying a vector autoregression (VAR) model to publicly available market prices. Our results indicate that use of credit derivatives does not pose a substantial threat to financial sector stability in the United Kingdom. Exposures across major financial institutions appear sufficiently diversified to limit the impact of any shock to the market, while major insurance companies are largely exposed to the
7. Ratings versus equity-based credit risk modelling: an empirical analysis [5.052%]
Pamela Nickell & William Perraudin & Simone Varotto
Downloadable ! Author(s): Pamela Nickell & William Perraudin & Simone Varotto. Abstract: Banks have recently developed new techniques for gauging the credit risk associated with portfolios of illiquid, defaultable instruments. These techniques could revolutionise banks' management of credit risk and could in the longer term serve as a more risk-sensitive basis for calculating regulatory capital on banks' loan books than the current 8% capital charge. In this paper, examples are implemented of the two main types of credit risk model developed so far: ratings-based and equity-based approaches. Using price data on large eurobond portfolios, the paper assesses, on an out-of-sample basis, how well these models track the risks they claim to measure.
8. Comparing mortgage credit risk policies : an options-based approach [5.050%]
Buckley, Robert & Karaguishiyeva, Gulmira & Van Order, Robert & Vecvagare, Laura
Downloadable ! Author(s): Buckley, Robert & Karaguishiyeva, Gulmira & Van Order, Robert & Vecvagare, Laura. 2003 Abstract: Buckley, Karaguishiyeva,Van Order, and Vecvagare analyze the structure of approaches to mortgage credit risk that are now being used in a number of OECD and transition economies. The authors'basic approach is to show how option pricing models can help measure and evaluate the risks of various schemes. They find that mortgage default insurance can be a cost-effective tool for both improving housing affordability and efficiently addressing some of the rationing that characterizes this market. When correctly structured, as it is in a number of transition and market countries, this kind of program can be expected to rece nonprice rationing at an actuarially fair price. At the same time, considerable care must be exercised in the development of such instruments. Geographical risk diversification, particularly across borders, can play a major role in the success of these programs.
9. Quadratic Portfolio Credit Risk models with Shot-noise Effects [5.049%]
Gaspar, Raquel M. & Schmidt, Thorsten
2005 Downloadable!<BR> We propose a reced form model for default that allows us to derive closed-form solutions to all the key ingredients in credit risk modeling: risk-free bond prices, defaultable bond prices (with and without stochastic recovery) and probabilities of survival. We show that all these quantities can be represented in general exponential quadratic forms, despite the fact that the intensity is allowed to jump procing shot-noise effects. In addition, we show how to price defaultable digital puts, CDSs and options on defaultable bonds. Further on, we study a model for portfolio credit risk where we consider both firm specific and systematic risks. The model generalizes the attempt from Duffie and Garleanu (2001). We find that the model proces realistic default correlation and clustering of defaults. Then, we show how to price first-to-default swaps, CDOs, and draw the link to currently proposed credit indices.
10. Macro stress testing with a macroeconomic credit risk model for Finland [5.049%]
Virolainen , Kimmo
Downloadable ! Author(s): Virolainen , Kimmo. 2004 Abstract: In the discussion paper, we employ data on instry-specific corporate sector bankruptcies over the time period from 1986 to 2003 and estimate a macroeconomic credit risk model for the Finnish corporate sector. The sample period includes a severe recession with significantly higher-than-average default rates in the early 1990s. The results suggest a significant relationship between corporate sector default rates and key macroeconomic factors including GDP, interest rates and corporate indebtedness. The estimated model is employed to analyse corporate credit risks conditional on current macroeconomic conditions. Furthermore, the paper presents some examples of applying the model to macro stress testing, ie analysing the effects of various adverse macroeconomic events on the banks』 credit risks stemming from the corporate sector. The results of the stress tests suggest that Finnish corporate sector credit risks are fairly limited in the current macr
② 急求國外的外貿單證參考文獻
你可以參考如下文獻資料: １、 楊良宜著：《信用證》，中國政法大學出版社版1998年版 2、 韓德權培主編：《國際私法新論》，武漢大學出版社1997年版 3、 薛兆誠著：《信用證實務大全》，香港萬源財經資訊公司1986年版 4、 王江雨譯：《美國統一商法典---信用證篇》，中國法制出版社1998年版 5、 楊良宜著：《外貿及海運詐騙 貨物索賠新發展》，大連海運學院1994年版 6、 顧民著：《最新信用證操作指南》，對外經濟貿易大學出版社2000年版 7、 陳正雲著：《金融欺詐及其防治》，法律出版社1997年版 ------------------------------ 貿茂白菜蘿卜 貿茂網－合眾外貿幫助團－以振興中華貿易為己任。
③ 急求國際貿易相關論文1500字要參考文獻
中國論文網有下載各種論文的鏈接。
④ 國際貿易畢業論文參考文獻
e-國際貿易與企業實施問題的分析 姚鍾華 張濤 文獻來自:經濟問題 2004年 第08期
跨國經營企業國際市場進入方式選擇的影響因素研究 宋亞輝 郭繼鳴 李勝歌 文獻來自:河北工業大學學報 2004年 第06期
跨國公司無國籍化的發展趨勢及其政策含義 邱巍 巫寧耕 文獻來自:經濟科學 2001年 第02期.
東亞跨國公司的競爭優勢 吳先明 文獻來自:世界經濟文匯 2002年 第04期
淺析中國企業跨國經營的國際競爭力 蔡筱霞 文獻來自:林業財務與會計 2004年 第08期
論中國企業跨國並購 武勇 譚力文 文獻來自:經濟問題探索 2004年 第08期
有關跨國公司與國際技術轉移的理論分析 王學鴻 文獻來自:寧德師專學報(哲學社會科學版) 2000年 第03期
中國企業跨國並購的動因——兼談鄧寧國際生產折衷理論在發展中國家跨國並購中的適用性 李金環 文獻來自:黑龍江對外經貿 2004年 第09期
現代西方跨國公司理論的發展 林丹明 文獻來自:南開管理評論 1997年 第02期
風險感知與國際市場進入戰略決策的互動研究——兼論中國企業跨國經營的風險防範 許暉 文獻來自:經濟問題探索 2004年 第10期
創國際名牌做跨國企業 肖瑩 文獻來自:中國紡織報 2006年
國際貿易發展趨勢與我國企業的策略 王方 全偉 文獻來自:國際經貿探索 2002年 第01期
國際貿易中企業國際營銷戰略階段研究及中國企業國際營銷戰略的演變
徐頔 林媛 楊翠平 文獻來自:財經界(下半月) 2007年 第02期
跨國零售集團采購會:國際貿易方式的創新 汪素芹 文獻來自:國際貿易問題 2002年 第11期
我國跨國經營企業實施國際稅收籌劃策略分析 楊惠芳 文獻來自:國際貿易問題 2003年 第08期
巧用國際資本 加快我國企業跨國經營 張菁 文獻來自:冶金財會 1996年 第04期
我國企業海外投資戰略淺談
張凌 2002 （頁數: 3） 中文期刊
經濟前沿
中國跨國企業的形成與發展特徵
史彧 2002 （頁數: 3） 中文期刊
黑龍江對外經貿
跨國企業並購與中國企業的對策
何茂青 2001 （頁數: 2） 中文期刊
中國信息導報
國際灰市場對跨國經營企業的經濟影響分析
周宏 1996 （頁數: 7） 中文期刊
北方工業大學學報
跨國並購的盈利可能性:對稱與非對稱兩種情況的分析
胡峰 華東理工大學學報(社會科學版) 2003/01
經濟全球化背景下我國參與國際競爭對策研究
杜建耀 改革與戰略 2003/10
⑤ 國際貿易專業本科畢業論文參考文獻問題
中國B2B國際貿易媒體策略研究
到
畢業設計部落
（BYSJBL）里找一下看看
⑥ 國際貿易理論參考文獻目錄
《國際貿易》參考文獻目錄（1）Steven Husted, Michael Melvin, International Economics[M], (the fifth edition)，高等教育出版社，2002，影印版（2）Dominick Salvatore, International Economics[M], (the fifth edition)，清華大學出版社，1997，影印版（3）保羅．克魯格曼.黃勝強譯.克魯格曼國際貿易新理論[M].中國社會科學出版社，2001（4）邁克爾．波特.李明軒，邱如美譯.國家競爭優勢[M].華夏出版社，2002（5）陶明，吳申元等.服務貿易學[M].山西經濟出版社，2001（6）亞當．斯密.國民財富的性質和原因的研究[M].商務印書館，1981（7）大衛．李嘉圖.政治經濟學及賦稅原理[M].商務印書館，1981（8）B俄林.地區間貿易與國際貿易[M].商務印書館，1986（9）朱彤.發展中國家在WTO中的地位和利益[M].經濟科學出版社，2001（10）溫思美.農產品國際貿易[M].中國農業出版社，2002（11）陳同仇、薛榮久.國際貿易（1997年版）.對外經濟貿易大學出版社.第一章（12）李岳雲.國際貿易基礎.中國農業科技出版社.第一章（13）楊全發.新編國際貿易.中山大學出版社.第一章（14）《世界經濟》雜志（15）《世界經濟研究》雜志（16）《國際商報》（17）《國際貿易》雜志（18）《國際貿易問題》雜志（19）《WTO導刊》雜志
⑦ 急需國際貿易論文參考文獻
我的是畢業論文參考文獻 很有用
《國際服務貿易》 李小牧
電子工業出版社
《國際服務貿易：自由化與規則》
何茂春
世界知識出版社
《國際服務貿易》
程憲 程大中
高等教育出版社
《世界貿易組織與中國對外貿易研究》
王文舉 安廣實 經濟日報出版社
《國際服務貿易》
汪素芹
機械工業出版社
《聯合國國際貨物買賣合同公約》
《國際貿易理論與實務》賈建華
首都經濟貿易大學出版社
《國際服務貿易發展趨勢及動因分析》 劉紹堅
《國際服務貿易》
張漢林
對外經濟貿易大學
《服務業跨國轉移的趨勢、影響及對策》 王子先，王雪坤，杜娟.
《國際服務貿易》 饒友玲
對外經濟貿易大學
《國際服務貿易》 程憲
立信會計出版社
《國際服務貿易》 劉東升 中國金融出版社
國家統計局 （www.stats.gov.cn）
《GENERAL AGREEMENT ON TRADE IN SERVICES》
WTO.International Trade Statistics. 2000
⑧ 國際經濟與貿易畢業論文參考文獻
國際經濟與貿易論文可以具體些哈，俺的成。