1Bayoumi, T. and Trung, B. Unforeseen Events Wait Lurking: Estimating Policy Spillovers from U.S. to Foreign Asset Prices[R]. IMF Working Papers 11/183, 2011.
2Bauer, M. D. and Glenn D. R. The Signaling Channel for Federal Reserve Bond Purchases [R]. Federal Reserve Bank of San Francisco, Working Paper Series 2011-21,2011.
3Chen, Q., Andrew F., Dang, H. and Feng Z. International Spillovers of Central Bank Balance Sheet Policies[R]. BIS Paper No. 66. 2012.
4Christensen, J. H. E. and Glenn D. The Response of Interest Rates to U.S. and U.K. Quantitative Easing [J]. The Economic Journal, 2012, 122 (564) : 385-414.
5Krishnamurthy, A. and Annette V. J. The Effects of Quantitative Easing on Interest Rates [R]. Brooking Papers on Economic Activity 2011, 43 (2): 215-287.
6Neely. The Large-scale Asset Purchases Had Large International Effects [R]. Federal Reserve Bank of St. Louis, Working Paper, 2010-018D, 2012.
7Pesaran, M.H. and Ron, S. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing[R]. IZA Discussion Papers 6618, 2012.
8Swanson, E. T. and John, C. W. Measuring the Effect of the Zero Lower Bound on Medium- and Longer-term Interest Rates[R]. Federal Reserve Bank of San Francisco Working Paper No. 2012-02, 2012.
9Huynh,H.T. Lai, V. S.,and Soumare, I. Stochastic Simulation andApplications in Finance with MATLAB programs[M]. John Wiley &Sons Inc,2008.
10Brandimarte,P.Numerical Methods in Finance and Economics AMATlAB-based introduction[M]. John Wiley & Sons Inc,2006.