国外金融前沿问题研究

2001 The prize was awarded jointly to:
– AKERLOF (阿克洛夫), (阿克洛夫) – SPENCE(斯彭斯), SPENCE(斯彭斯) – and STIGLITZ(斯洛格利茨) STIGLITZ(斯洛格利茨) for their analyses of markets with asymmetric information(不对称信息). information(不对称信息 不对称信息).
Course Description
Financial Fragility（金融脆弱性) Fragility（金融脆弱性)
– Case1:日本泡沫经济与银行业动态 Case1:日本泡沫经济与银行业动态 – Case2:美国次贷危机 Case2:美国次贷危机
Behavioral Finance (行为金融) (行为金融 行为金融) Multinational Finance（跨国金融） Finance（跨国金融）
Nobel Prize in Economics
1990 The prize was awarded with one third each to: MARKOWITZ (马科维茨, 现代 (马科维茨, 资产组合理论) 资产组合理论), MILLER (米勒,MM,资本结构理 (米勒,MM,资本结构理 论) and SHARPE (夏普,CAPM,资本资产定价理 (夏普,CAPM,资本资产定价理 论) for their pioneering work in the theory of financial economics. 1997 MERTON(默顿) and SCHOLES(斯科尔斯) MERTON(默顿) SCHOLES(斯科尔斯) for a new method to determine the value of derivatives (OPT,期权定价理论). (OPT,期权定价理论 期权定价理论).
– An optimal currency region is a geographical region in which it would maximize economic efficiency to have the entire region share a single currency. – An optimal currency region is often larger than a country. For instance, the individual countries of Europe do not each form an optimal currency area, but that Europe as a whole does form an optimal currency area.
2002 the prize was shared between:
– KAHNEMAN(卡尔曼) for having integrated KAHNEMAN(卡尔曼) insights from psychological research into economic science, especially concerning human judgment and decision-making decisionunder uncertainty. – SMITH(史密斯), for having established SMITH(史密斯) laboratory experiments as a tool in empirical economic analysis.
The Nobel Prize（诺贝尔奖） Prize（诺贝尔奖）
Every year since 1901 the Nobel Prize has been awarded for achievements in physics, chemistry, physiology or medicine, literature and for peace. In 1968, Sveriges Riksbank (瑞士中央银行) established The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred 阿尔弗雷德· Nobel (阿尔弗雷德·诺贝尔), founder of the Nobel Prize. Each prize consists of a medal (奖章), personal diploma(证书), and a cash award(奖金1000万瑞典克朗 约合140万美元 2008).
1999 MUNDELL(蒙代尔) for his analysis of MUNDELL(蒙代尔) monetary and fiscal policy under different exchange rate regimes and his analysis of optimum currency region (OCR,最优货币区理论). (OCR,最优货币区理论 最优货币区理论).
Grading Policy
Your grade will be determined by the following Attendance 20% Quiz 10% Final Exam 70%
Baidu Nhomakorabea
2003 The prize was shared between:
– ENGLE(恩格尔)for methods of analyzing ENGLE(恩格尔) economic time series with timetimevarying volatility (ARCH) – GRANGER (格兰杰) , for methods of (格兰杰) analyzing economic time series with common trends (cointegration test)
国外金融前沿问题研究
Course Instructor：田菁 ： E-mail address： ： emailjade@sohu.com Office：经济学院316 ：经济学院316 Office Hours: Wednesday, 2:00 pm - 4:00 pm
什么是前沿
人类的某些新进的思维、思想、概念、 人类的某些新进的思维、思想、概念、 观点、理论、模式、方式、学科、专业、 观点、理论、模式、方式、学科、专业、 技能、产品、服务、技巧、 技能、产品、服务、技巧、心理体验等 的信息综合。 的信息综合。