發(fā)布時(shí)間：2018-06-25 16:40

  本文選題：信用違約風(fēng)險(xiǎn)傳染 + 無標(biāo)度網(wǎng)絡(luò)�。� 參考：《統(tǒng)計(jì)與決策》2010年02期

【摘要】：文章在BA無標(biāo)度網(wǎng)絡(luò)和JY信用違約風(fēng)險(xiǎn)傳染模型的基礎(chǔ)上,使用信用違約風(fēng)險(xiǎn)傳染規(guī)模和傳染速度來度量信用違約風(fēng)險(xiǎn)的傳染效應(yīng),對(duì)不同網(wǎng)絡(luò)規(guī)模、平均連接概率和免疫策略下的傳染效應(yīng)進(jìn)行了模擬分析。結(jié)果表明:網(wǎng)絡(luò)規(guī)模對(duì)信用違約風(fēng)險(xiǎn)傳染相對(duì)速度的影響顯著為正,但對(duì)傳染的相對(duì)規(guī)模影響不顯著;平均連接概率的增加對(duì)傳染效應(yīng)的影響顯著為正;相較于隨機(jī)免疫策略,對(duì)少部分網(wǎng)絡(luò)中關(guān)鍵節(jié)點(diǎn)的目標(biāo)免疫能夠很好地減小信用違約風(fēng)險(xiǎn)傳染效應(yīng),增強(qiáng)整個(gè)經(jīng)濟(jì)網(wǎng)絡(luò)的穩(wěn)健型。
[Abstract]:On the basis of BA scale-free network and JY credit default risk contagion model, this paper uses the scale and speed of credit default risk contagion to measure the contagion effect of credit default risk. The average connection probability and the infection effect under the immune strategy were simulated and analyzed. The results show that the impact of network size on the relative speed of credit default risk infection is significantly positive, but the impact on the relative scale of contagion is not significant; the increase of average connection probability has a significant positive impact on the infection effect; compared with the random immunization strategy, The target immunity to the key nodes in a few networks can reduce the contagion effect of credit default risk and enhance the robustness of the whole economic network.
【作者單位】： 西南財(cái)經(jīng)大學(xué)金融學(xué)院;
【分類號(hào)】：F224;F830

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本文編號(hào)：2066786