發(fā)布時(shí)間：2018-03-11 10:36

  本文選題：新興經(jīng)濟(jì)體　切入點(diǎn)：金融危機(jī)　出處：《武漢理工大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：從20世紀(jì)90年代以來(lái),日益壯大的新興經(jīng)濟(jì)體國(guó)家屢次遭到金融危機(jī)的沖擊,損失慘重。伴隨著全球經(jīng)濟(jì)、貿(mào)易一體化的飛速發(fā)展,金融危機(jī)傳染效應(yīng)表現(xiàn)出前所未有的復(fù)雜性、廣泛性,對(duì)傳統(tǒng)的金融危機(jī)理論提出了挑戰(zhàn)。因此,把握金融危機(jī)傳染的本質(zhì),揭示危機(jī)傳染的主要誘因,對(duì)于新興經(jīng)濟(jì)體國(guó)家具有重大的現(xiàn)實(shí)意義。 本文首先對(duì)現(xiàn)有的關(guān)于金融危機(jī)傳染的文獻(xiàn)進(jìn)行研究總結(jié),在界定金融危機(jī)傳染定義的基礎(chǔ)上,對(duì)危機(jī)傳染機(jī)制進(jìn)行了分析。隨后,以近期發(fā)生在亞洲的兩次新興經(jīng)濟(jì)體危機(jī)(1997年的東南亞金融危機(jī)、2008年的越南金融危機(jī))為例,運(yùn)用向量自回歸(VAR)模型對(duì)危機(jī)的傳染性進(jìn)行了動(dòng)態(tài)檢驗(yàn),結(jié)果表明,無(wú)論是從傳染范圍還是破壞力度上來(lái)講,東南亞危機(jī)的傳染性都很顯著,而越南危機(jī)傳染性很薄弱,與兩次金融危機(jī)發(fā)生的實(shí)際情況相吻合。在此基礎(chǔ)上,選取傳染性顯著的東南亞各國(guó)的面板數(shù)據(jù)為樣本,采用逐步剔除回歸模型,分析了傳染效應(yīng)的顯著誘因,分別為GDP增長(zhǎng)率、金融自由化程度、通貨膨脹率、經(jīng)常賬戶狀況和金融賬戶狀況,這也為新興經(jīng)濟(jì)體制定防范金融危機(jī)傳染的措施提供了良好的理論基礎(chǔ)。 根據(jù)理論與實(shí)證分析結(jié)果,提出新興經(jīng)濟(jì)體防范和緩解危機(jī)傳染效應(yīng)需要加強(qiáng)國(guó)際間協(xié)作、維持本國(guó)國(guó)際收支平衡以及謹(jǐn)慎開(kāi)放資本項(xiàng)目。結(jié)合我國(guó)現(xiàn)階段的經(jīng)濟(jì)發(fā)展?fàn)顩r,本文進(jìn)一步從如何防范金融危機(jī)貿(mào)易傳染、金融傳染以及預(yù)期傳染三個(gè)方面提出了具有針對(duì)性的政策建議。
[Abstract]:Since 1990s, the growing emerging economies have been hit repeatedly by the financial crisis and suffered heavy losses. With the rapid development of the global economy and trade integration, The contagion effect of financial crisis shows unprecedented complexity and extensiveness, which challenges the traditional theory of financial crisis. Therefore, we should grasp the essence of financial crisis contagion and reveal the main inducement of crisis contagion. It is of great practical significance for emerging economies. This paper first studies and summarizes the existing literature on financial crisis contagion, then analyzes the mechanism of financial crisis contagion on the basis of defining the definition of financial crisis contagion. Taking two recent crises of emerging economies in Asia (the financial crisis in Southeast Asia in 1997 and the financial crisis in Vietnam in 2008) as an example, a dynamic test of the contagion of the crisis is carried out by using the vector autoregressive regression (VAR) model. The contagion of the crisis in Southeast Asia is very significant in terms of both the scope of contagion and the intensity of destruction, while the contagion of the crisis in Vietnam is very weak, which is consistent with the actual situation of the two financial crises. On this basis, In this paper, the panel data of Southeast Asian countries with significant infectivity are selected as samples, and the stepwise elimination regression model is used to analyze the significant inducements of contagion effect, which are the growth rate of GDP, the degree of financial liberalization, the rate of inflation, respectively. Current account and financial account conditions also provide a sound theoretical basis for emerging economies to formulate measures to prevent contagion from financial crises. According to the results of theoretical and empirical analysis, this paper points out that emerging economies need to strengthen international cooperation, maintain their balance of payments and carefully open their capital accounts in order to prevent and mitigate the contagion effects of crisis. This paper puts forward some policy suggestions on how to prevent financial crisis from trade contagion, financial contagion and expected contagion.
【學(xué)位授予單位】：武漢理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F830.99

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本文編號(hào)：1597790