本文選題：空間計量 + 金融系統(tǒng)網(wǎng)絡(luò)��； 參考：《系統(tǒng)工程》2017年04期

【摘要】：金融領(lǐng)域虛擬化趨勢加快,促進金融市場與實體經(jīng)濟的協(xié)同發(fā)展迫在眉睫,捕捉各市場之間的空間效應,提高估計精度成為金融領(lǐng)域研究熱門。本文通過引入?yún)^(qū)域空間引力效應,結(jié)合金融市場和實體經(jīng)濟指標,定義廣義經(jīng)濟測度距離和引力空間權(quán)重矩陣,構(gòu)造廣義多維經(jīng)濟空間,建立全球金融系統(tǒng)網(wǎng)絡(luò)拓撲結(jié)構(gòu)和空間計量層次模型,利用Bonacich網(wǎng)絡(luò)關(guān)鍵性節(jié)點測度算法,研究金融沖擊路徑動態(tài)演變機制。研究表明:廣義多維經(jīng)濟空間捕捉金融市場多維空間效應具有顯著優(yōu)勢,金融沖擊存在區(qū)域聚集性且動態(tài)演變,沖擊路徑關(guān)鍵性節(jié)點市場與金融市場發(fā)達程度沒有必然聯(lián)系,欠發(fā)達金融市場也可能成為關(guān)鍵性節(jié)點,關(guān)鍵性節(jié)點市場形成的沖擊傳染速度更快,傳導范圍更廣。
[Abstract]:The trend of financial virtualization is speeding up, and it is urgent to promote the coordinated development of financial market and real economy. Therefore, to capture the spatial effect between the markets and improve the estimation accuracy has become a hot research topic in the financial field. In this paper, by introducing the regional spatial gravity effect and combining the financial market and the real economy index, the generalized economic measure distance and gravity space weight matrix are defined to construct the generalized multidimensional economic space. The global financial system network topology and spatial metrological hierarchy model are established, and the dynamic evolution mechanism of financial shock path is studied by using the key node measure algorithm of Bonacich network. The research shows that the generalized multidimensional economic space has significant advantages in capturing the multidimensional spatial effect of financial market, the financial shock has regional aggregation and dynamic evolution, and the critical node of impact path is not necessarily related to the degree of financial market development. The underdeveloped financial market may also become the key node, the key node market forms the impact contagion speed faster, the transmission scope is wider.
【作者單位】： 電子科技大學經(jīng)濟與管理學院;中證信用增進股份有限公司;
【基金】：國家社會科學基金一般項目(14BJY174) 教育部人文社會科學研究一般項目(12YJA790125)
【分類號】：F831
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本文編號：1925917