3J.Duna,C.W.Sealey,Y.Yan.Managing banks' duration gaps when interest rates are stochastic and equity has limited liability5[J].International Review of Economics and Finance,1999,(8):253～265. 被引量：1
4Frederick R.Macaulay.The movement of interest rates,bonds,yields,and stock prices in the United States since 1865[J].Columbia University Press,1938. 被引量：1
5L.Dwayne Barney.The Relation Between Capital Structure,Interest Rate Sensitivity,and Market Value in the Property-Liability Insurance Industry:Comment[J].The Journal Risk and Insurance,1997,64(4):733-738. 被引量：1
6Principles for the management of interest rate risk[J].Basle Committee on Banking Supervision,Basle,1997,(9). 被引量：1
