本文是为大家整理的金融学主题相关的10篇外文毕业论文文献， 包括5篇期刊论文，5篇学位论文，为金融学选题相关人员撰写毕业论文提供参考。
1.[期刊论文]The last five years of Big Data Research in Economics, Econometrics and Finance: Identification and conceptual analysis
标题翻译:经济学，计量经济学和金融学大数据研究的最近五年：识别和概念分析
期刊：《Procedia Computer Science》 | 2019 年第 1 期
摘要：Today, the Big Data term has a multidimensional approach where five main characteristics stand out: volume, velocity, veracity, value and variety. It has changed from being an emerging theme to a growing research area. In this respect, this study analyses the literature on Big Data in the Economics, Econometrics and Finance field. To do that, 1.034 publications from 2015 to 2019 were evaluated using SciMAT as a bibliometric and network analysis software. SciMAT offers a complete approach of the field and evaluates the most cited and productive authors, countries and subject areas related to Big Data. Lastly, a science map is performed to understand the intellectual structure and the main research lines (themes).
摘要翻译：如今，“大数据”一词采用了多维方法，其中突出了五个主要特征：数量，速度，准确性，价值和多样性。它已从一个新兴主题转变为一个不断发展的研究领域。在这一方面，本研究分析了经济学，计量经济学和金融学领域有关大数据的文献。为此，使用SciMAT作为文献计量和网络分析软件对2015年至2019年的1.034种出版物进行了评估。 SciMAT提供了该领域的完整方法，并评估了与大数据相关的被引用最多和最富有成果的作者，国家和学科领域。最后，制作一张科学图以了解其智力结构和主要研究方向（主题）。
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链接：https://www.zhangqiaokeyan.com/academic-journal-foreign_detail_thesis/0204119282964.html
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2.[期刊论文]Some reflections on past and future of nonlinear dynamics in economics and finance
标题翻译:关于经济学和金融学非线性动力学过去和将来的一些思考
期刊：《Decisions in economics and finance》 | 2018 年第 2 期
摘要：This paper offers an overview of the literature on the economic and financial applications of theory of nonlinear dynamics, especially bifurcation theory. After a short introductory discussion of the first nonlinear dynamic models in social sciences and the economic relevance of the zoo of bifurcations and complicated dynamics that such models can generate, we present an overview of the literature on nonlinear dynamic models in the areas of underdevelopment, environmental poverty traps, the management of common goods, industrial organization and financial markets. The review of the literature is enriched by reflections and ideas for future research.
摘要翻译：本文提供了有关非线性动力学理论，特别是分叉理论在经济和金融应用方面的文献综述。在简短地介绍了社会科学中的第一个非线性动力学模型以及这种模型可能产生的分叉动物园和复杂动力学的经济相关性之后，我们对不发达，环境领域的非线性动力学模型进行了综述。贫困陷阱，公共物品管理，产业组织和金融市场。对文献的评论充斥着对未来研究的思考和想法。
关键词：Nonlinear systems；Bifurcation theory；Complex phenomena in economics and finance；Models of bounded rationality and information；Heterogeneous agents
关键词翻译：非线性系统分叉理论经济学和金融中的复杂现象有限理性和信息模型异构主体
链接：https://www.zhangqiaokeyan.com/academic-journal-foreign_decisions-economics-and-finance_thesis/0204112838270.html
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3.[期刊论文]CONTEMPORARY TOPICS IN FINANCE: A COLLECTION OF LITERATURE SURVEYS
标题翻译:金融学的当代话题：文学调查的集合
期刊：《Journal of Economic Surveys》 | 2018 年第 5 期
摘要：Finance plays a critical function in economies and continues to evolve in practice complemented by research, policy, and regulation. The articles in this special issue provide up-to-date reviews of contemporary topics in finance. Unconventional monetary policy, implicit bank guarantees, and financial fraud are in various ways associated with rethinks stimulated by the Global Financial Crisis. The topics of inflation risk premia, finance and productivity, angel investing, venture capital, relationship lending, and microfinance have benefitted from increased research associated with more data and use in practice. The final two topics of crowdfunding and crypto-currencies are the products of recent technological developments.
摘要翻译：金融在经济中起着至关重要的作用，并在实践中不断发展，并辅之以研究，政策和法规。本期特刊中的文章提供了有关金融当代主题的最新评论。非常规的货币政策，隐性的银行担保和金融欺诈与全球金融危机引发的重新思考有多种联系。通货膨胀风险溢价，财务和生产率，天使投资，风险投资，关系贷款和小额信贷等主题得益于与更多数据和实际使用相关的越来越多的研究。众筹和加密货币的最后两个主题是最新技术发展的产物。
链接：https://www.zhangqiaokeyan.com/academic-journal-foreign_journal-economic-surveys_thesis/0204112607935.html
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4.[期刊论文]Machine learning in finance-Guest editorial
标题翻译:金融学中的机器学习-来宾社论
期刊：《Neurocomputing》 | 2017 年第 nova15 期
链接：https://www.zhangqiaokeyan.com/academic-journal-foreign_neurocomputing_thesis/0204110227972.html
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5.[期刊论文]A survey of behaviorial finance
标题翻译:行为金融学调查
期刊：《Research Journal of Management Sciences》 | 2017 年第 8 期
摘要：Traditionally, it is believed that participant of Financial Market are fully Rational and Markets are fully efficient. This belief has got prolonged effect in developing theories of Financial Markets. There were some instances in Financial Market operation which could not be explained by traditional Finance practice nor. To explain these phenomena academician looked towards Behavioral Finance as the key. This paper examines some basic tenets on which Behavior Finance stand. The primary distinction in assumption of traditional Finance practice nor and Behavior Finance practice nor is also discussed. It is concluded that though Behavior Finance might explain some anomalies of Financial Market a great deal of work need to be done to find out factors which lead to such anomalies.
摘要翻译：传统上，人们认为金融市场的参与者是完全理性的，市场是完全有效的。这种信念在发展金融市场理论方面已产生了长期影响。金融市场运作中有一些实例无法用传统的金融实践来解释。为了解释这些现象，院士把行为金融学作为关键。本文研究了行为金融学的一些基本原则。还讨论了传统金融实践和行为金融实践在假设上的主要区别。结论是，尽管行为金融学可以解释金融市场的某些异常情况，但仍需要做大量工作来找出导致此类异常情况的因素。
链接：https://www.zhangqiaokeyan.com/academic-journal-foreign_detail_thesis/0204116357500.html
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6.[学位论文]Bayesian Predictive Inference in Finance
标题翻译:金融学中的贝叶斯预测推理
著录项
年度：2017
链接：https://www.zhangqiaokeyan.com/academic-degree-foreign_mphd_thesis/02061782599.html
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7.[学位论文]Essays in Behavioral and Quantitative Finance.
标题翻译:行为金融学和数量金融学。
摘要：This dissertation consists of three chapters on topics in the domain of behavioral and quantitative finance.;In the first chapter, I apply the model of salience theory of Bordalo et al. (2012) to asset prices and empirically test the prediction that a stock whose expected return distribution exhibits a high (low) salience theory value looks attractive (unattractive) to an investor, hence will be overvalued (undervalued), and thus earn a lower (higher) subsequent return. To test this empirically, I follow Barberis et al. (2014), whose objective is to test the predictive power of the prospect theory value of a stock's historical return distribution. In U.S. stock market data for the period from 1926 to 2014, I find that a stock's salience theory value does have significant predictive power, but that prospect theory works better in that it renders a stock's salience theory value insignificant as predictor when a stock's prospect theory value is included as a control in a Fama-MacBeth framework. In addition, I propose a formulation of salience theory that deviates from the original formulation in Bordalo et al. (2012) in that it does not only account for the salience ranking of payoffs, but also for the magnitude of their salience. I find that this alternative formulation empirically outperforms both the original formulation of salience theory and prospect theory in terms of predictive power.;In the second chapter, I revisit the Forward Rate Unbiasedness Hypothesis (FRUH). The FRUH states that forward exchange rates are unbiased predictors of future spot exchange rates. Early regressions of the log spot rate on the log forward rate supported this hypothesis, with estimates of the slope coefficient close to one. However, subsequent regressions of the log spot return on the log forward premium produced estimates of the slope coefficient that were not close to one, and often even negative. One explanation for this seemingly contradictory finding that the literature provides is a cointegrating relationship between the log spot rate and the log forward rate with cointegrating vector (1, ---1). I use a new inference procedure (IM-OLS, proposed by Vogelsang and Wagner (2011), with small-b and fixed-b asymptotics) to test this hypothesis; for the classical (small-b) case, I compare the results of IM-OLS to the established methods FM-OLS and D-OLS. The attractive feature of fixed-b asymptotics is that the choice of tuning parameters (bandwidth, kernel) are reflected in the asymptotics. To shed light on the influence of tuning parameters on the results, I execute all tests for a range of parameter combinations. I find that IM-OLS is robust to the choice of tuning parameters, and that it produces evidence in support of the FRUH. However, a nonparametric specification test (Kasparis and Phillips (2012)) strongly rejects a linear relationship between the log spot and the log forward rate, and thus the FRUH. This casts doubt on the validity of my results, as well as on the existing literature, which usually employs a linear specification.;The third chapter is joint work with Oliver Linton, Xiaohong Chen and Yapping Yi. We propose new methods for estimating the bid-ask spread from observed transaction prices alone. Our methods are based on the empirical characteristic function instead of the sample autocovariance function like the method of Roll (1984). As in Roll (1984), we have a closed-form expression for the spread, but this is only based on a limited amount of the model-implied identification restrictions. We also provide methods that take account of more identification information. We compare our methods theoretically and numerically with Roll's method as well as with its best known competitor, the approach of Hasbrouck (2004), which uses a Bayesian Gibbs methodology under a Gaussian assumption. Our estimators are competitive to Roll's and Hasbrouck's when the latent true fundamental return distribution is Gaussian, and perform much better when this distribution is far from Gaussian. Our methods are applied to the E-mini futures contract on the S&P 500 during the Flash Crash of May 6, 2010. We present extensions to models that allow for unbalanced order flow, or Hidden Markov trade direction indicators, or trade direction indicators having general asymmetric support, or adverse selection, all without requiring additional data.
摘要翻译：本文共分为三章，分别涉及行为金融学和数量金融学两个领域。第一章，我运用了博达洛等人的显着性理论模型。 （2012年）对资产价格进行实证检验，对预期收益分布显示出高（低）显着性理论值的股票看起来（对投资者而言很有吸引力）有吸引力，因此将被高估（低估），从而赚取更低的价格（更高）后续返回。为了进行实证检验，我遵循Barberis等人的观点。 （2014年），其目的是检验股票历史收益分布的前景理论价值的预测能力。在1926年至2014年期间的美国股市数据中，我发现股票的显着性理论值确实具有显着的预测能力，但是前景理论的效果更好，因为当股票的预期论性理论使股票的显着性理论值作为预测因子时微不足道Fama-MacBeth框架中将值包含为控件。另外，我提出了一个显着性理论的表述，它与Bordalo等人的原始表述有所不同。 （2012年），因为它不仅考虑了收益的显着性排名，而且还考虑了其显着性的大小。我发现在预测能力方面，该替代公式在经验上优于显着性理论和预期理论的原始公式。在第二章中，我将重新审视远期利率无偏假设（FRUH）。 FRUH指出，远期汇率是未来即期汇率的无偏预测因素。对数对数率对数对数率的早期回归支持这一假设，斜率系数的估计值接近于1。但是，对数现货收益在对数前期溢价上的后续回归产生的斜率系数估计值并不接近于1，甚至常常为负。文献中提供的这一看似矛盾的发现的一种解释是对数点速率与对数前进速率与协整矢量（1，--- 1）之间的协整关系。我使用一种新的推论程序（IM-OLS，由Vogelsang和Wagner（2011）提出，具有小b和固定b的渐近性）来检验该假设。对于经典（小b型）情况，我将IM-OLS的结果与已建立的FM-OLS和D-OLS方法进行了比较。固定b渐近线的吸引人之处在于，渐近线反映了调整参数（带宽，内核）的选择。为了阐明调整参数对结果的影响，我对一系列参数组合执行了所有测试。我发现IM-OLS可以很好地选择调整参数，并且它提供了支持FRUH的证据。但是，非参数规格检验（Kasparis和Phillips（2012））强烈拒绝了对数现货与对数前进率以及FRUH之间的线性关系。这使我对结果的有效性以及通常采用线性规范的现有文献产生了怀疑。第三章是与奥利弗·林顿，陈晓红和易亚平的联合研究。我们提出了仅根据观察到的交易价格来估算买卖差价的新方法。我们的方法基于经验特征函数，而不是像Roll（1984）的方法那样基于样本自协方差函数。就像在Roll（1984）中一样，我们对价差有一个封闭形式的表达式，但这仅基于有限数量的模型隐含的识别限制。我们还提供了考虑更多标识信息的方法。我们在理论上和数值上将我们的方法与Roll方法及其最知名的竞争对手Hasbrouck（2004）的方法进行比较，该方法在高斯假设下使用贝叶斯吉布斯方法。当潜在的真实基本收益分布是高斯分布时，我们的估算器与Roll和Hasbrouck相比更具竞争力，而当该分布远离高斯分布时，我们的估算则要好得多。我们的方法适用于2010年5月6日的Flash Crash中的S＆P 500的E-mini期货合约。我们介绍了一些模型的扩展，这些模型允许不平衡的订单流，隐藏的Markov交易方向指标或具有一般性的交易方向指标不对称支持或逆向选择，所有这些都不需要其他数据。
著录项
学科：Economics.
年度：2016
链接：https://www.zhangqiaokeyan.com/academic-degree-foreign_mphd_thesis/02061218992.html
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8.[学位论文]Three Essays in Macroeconomics and Finance.
标题翻译:宏观经济学和金融学的三篇论文。
著录项
学科：Economics.;Social sciences education.;Commerce-Business.
年度：2016
链接：https://www.zhangqiaokeyan.com/academic-degree-foreign_mphd_thesis/02061330483.html
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9.[学位论文]Three essays in macroeconomics and finance
标题翻译:宏观经济学和金融学三篇论文
著录项
年度：2015
链接：https://www.zhangqiaokeyan.com/academic-degree-foreign_mphd_thesis/02061700918.html
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10.[学位论文]Essays on forecasting in macroeconomics and finance.
标题翻译:关于宏观经济学和金融学预测的论文。
摘要：This dissertation is composed of three chapters. The first chapter proposes a conditional forecast combination method. A longstanding finding in the forecasting literature is that averaging forecasts from different models improves upon forecasts based on a single model, with equal weight averaging working particularly well. We show that the simple average approach can be improved by trimming the set of potential models prior to forecast combination based on their past out-of-sample forecasting performance. We compare different trimming schemes and propose a new version based on the Model Confidence Set (MCS) (Hansen et al.(2011)). Applying our analysis to U.S. macroeconomic aggregates, we find significant gains in out-of-sample forecast accuracy from our proposed trimming method.;The second chapter investigates the financial intermediaries balance sheets and future economic activity. This paper adds to the literature by conducting a real-time, out-of-sample analysis of the forecasting power of aggregate financial intermediaries balance sheets to a wide range of economic activity measures. I evaluate to what extent the forecasting power of financial intermediaries balance sheet fluctuations is not captured by more traditional macroeconomic and financial series. I find little evidence that balance sheet of most financial intermediaries provide information beyond traditional predictors. I do find, however, evidence of forecasting instabilities, where balance sheet information from leveraged financial institutions gained significantly in relevance during the last financial crisis.;Finally, the third and last chapter examines international bond risk premia. Using newly available yield curve data from ten different countries with independent monetary policy, I test the robustness of Cochrane and Piazzesi (2005). For most countries in my sample, I find more modest predictive power for forward rates than originally found by Cochrane and Piazzesi (2005) for the U.S. Their single-factor model captures well the predictability in international data, and this factor also tends to have a tent-shape in most countries of my sample. CP factors are more idiosyncratic across countries than yields or forward rates. Finally, I show that the recent financial crisis has significantly affected the predictability of excess bond returns.
摘要翻译：本文共分三章。第一章提出了一种条件预测组合方法。预测文献中的一个长期发现是，对来自不同模型的平均预测比基于单个模型的预测要好，同等权重平均效果特别好。我们显示，可以通过根据潜在组合过去的样本外预测性能在预测组合之前修整一组潜在模型来改进简单平均方法。我们比较了不同的修整方案，并基于模型置信集（MCS）提出了一个新版本（Hansen等人（2011））。将我们的分析应用于美国宏观经济总量，我们从我们提出的修正方法中发现了样本外预测准确性的显着提高。;第二章研究了金融中介机构的资产负债表和未来的经济活动。本文通过对总计的金融中介资产负债表对各种经济活动指标的预测能力进行实时，样本外分析来补充文献。我评估了金融中介机构资产负债表波动的预测能力在多大程度上没有被传统的宏观经济和金融系列所掌握。我发现几乎没有证据表明大多数金融中介机构的资产负债表提供的信息超出了传统预测指标。但是，我确实发现了预测不稳定的证据，在那次金融危机中，来自杠杆金融机构的资产负债表信息的相关性显着提高。最后，第三章和最后一章探讨了国际债券风险溢价。我使用来自十个不同国家，具有独立货币政策的最新收益率曲线数据，测试了Cochrane和Piazzesi（2005）的稳健性。对于我样本中的大多数国家，我发现远期汇率的预测能力比Cochrane和Piazzesi（2005）最初在美国发现的要小。它们的单因素模型很好地把握了国际数据的可预测性，而且该因素也倾向于具有我的样本在大多数国家/地区都是帐篷形的。与收益率或远期汇率相比，CP系数在各个国家/地区更为特殊。最后，我表明最近的金融危机已大大影响了超额债券收益的可预测性。
著录项
学科：Economics General.;Economics Finance.
年度：2012
链接：https://www.zhangqiaokeyan.com/academic-degree-foreign_mphd_thesis/02061260844.html |
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