本文選題：空間計(jì)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(shì)加快,促進(jìn)金融市場(chǎng)與實(shí)體經(jīng)濟(jì)的協(xié)同發(fā)展迫在眉睫,捕捉各市場(chǎng)之間的空間效應(yīng),提高估計(jì)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(yīng),結(jié)合金融市場(chǎng)和實(shí)體經(jīng)濟(jì)指標(biāo),定義廣義經(jīng)濟(jì)測(cè)度距離和引力空間權(quán)重矩陣,構(gòu)造廣義多維經(jīng)濟(jì)空間,建立全球金融系統(tǒng)網(wǎng)絡(luò)拓?fù)浣Y(jié)構(gòu)和空間計(jì)量層次模型,利用Bonacich網(wǎng)絡(luò)關(guān)鍵性節(jié)點(diǎn)測(cè)度算法,研究金融沖擊路徑動(dòng)態(tài)演變機(jī)制。研究表明:廣義多維經(jīng)濟(jì)空間捕捉金融市場(chǎng)多維空間效應(yīng)具有顯著優(yōu)勢(shì),金融沖擊存在區(qū)域聚集性且動(dòng)態(tài)演變,沖擊路徑關(guān)鍵性節(jié)點(diǎn)市場(chǎng)與金融市場(chǎng)發(fā)達(dá)程度沒有必然聯(lián)系,欠發(fā)達(dá)金融市場(chǎng)也可能成為關(guān)鍵性節(jié)點(diǎn),關(guān)鍵性節(jié)點(diǎn)市場(chǎng)形成的沖擊傳染速度更快,傳導(dǎo)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(xué)經(jīng)濟(jì)與管理學(xué)院;中證信用增進(jìn)股份有限公司;
【基金】：國(guó)家社會(huì)科學(xué)基金一般項(xiàng)目(14BJY174) 教育部人文社會(huì)科學(xué)研究一般項(xiàng)目(12YJA790125)
【分類號(hào)】：F831
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本文編號(hào)：1925917