發(fā)布時(shí)間：2018-04-22 13:38

  本文選題：經(jīng)濟(jì)資本 + 宏觀資產(chǎn)VaR�。� 參考：《武漢大學(xué)學(xué)報(bào)(哲學(xué)社會(huì)科學(xué)版)》2013年04期

【摘要】：宏觀經(jīng)濟(jì)資本可以理解為國(guó)家、部門(mén)、行業(yè)等宏觀經(jīng)濟(jì)主體用來(lái)抵御資產(chǎn)損失的凈資產(chǎn),其在價(jià)值上相當(dāng)于使得總資產(chǎn)投資與無(wú)風(fēng)險(xiǎn)投資相等時(shí)所進(jìn)行的保險(xiǎn)。宏觀經(jīng)濟(jì)資本的度量在對(duì)象和方法上與微觀經(jīng)濟(jì)資本存在著顯著差異。對(duì)宏觀經(jīng)濟(jì)資本度量的概念進(jìn)行界定的基礎(chǔ)上,重點(diǎn)對(duì)宏觀經(jīng)濟(jì)資本度量的基本理論與方法進(jìn)行論述,并在此基礎(chǔ)上進(jìn)行實(shí)證分析。研究結(jié)論顯示,中國(guó)上市企業(yè)部門(mén)和上市金融部門(mén)的宏觀經(jīng)濟(jì)資本指標(biāo)在2007-2008年全球金融危機(jī)的影響下發(fā)生突變,顯示了兩大部門(mén)宏觀金融風(fēng)險(xiǎn)的變化。相比較而言,中國(guó)上市企業(yè)部門(mén)的宏觀金融風(fēng)險(xiǎn)問(wèn)題更突出。
[Abstract]:Macroeconomic capital can be understood as the net assets used by the state, departments, industries and other macroeconomic entities to resist the loss of assets, which is equivalent in value to the insurance when the total assets investment is equal to the risk-free investment. The measurement of macro-economic capital is different from that of micro-economic capital in object and method. On the basis of defining the concept of macro-economic capital measurement, this paper mainly discusses the basic theory and method of macro-economic capital measurement, and carries on the empirical analysis on this basis. The results show that the macroeconomic capital index of China's listed enterprise sector and listed financial sector has mutated under the influence of the global financial crisis in 2007-2008, indicating the change of macro financial risk between the two major sectors. Comparatively speaking, the macro financial risk problem of Chinese listed enterprise sector is more prominent.
【作者單位】： 武漢大學(xué)經(jīng)濟(jì)與管理學(xué)院;
【基金】：教育部哲學(xué)社會(huì)科學(xué)研究重大攻關(guān)項(xiàng)目(12JZD029) 武漢大學(xué)自主科研項(xiàng)目(274909)
【分類(lèi)號(hào)】：F015

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