【摘要】：英國脫歐事件的觸發(fā),或?qū)㈤_啟"去全球化"進(jìn)程的新格局。本文著眼于英國脫歐事件,以銀行業(yè)一體化為視角,基于多元GARCH-DCC模型,通過測(cè)算樣本各國銀行業(yè)動(dòng)態(tài)時(shí)變相關(guān)系數(shù),對(duì)"去全球化"進(jìn)程展開深入思考。研究表明,基于各國異質(zhì)性,全球化發(fā)展具有非中性的特征。以英國為例,英國與歐盟各國銀行業(yè)一體化程度并不一致,與美國的一體化程度仍高于絕大部分歐盟國家。研究認(rèn)為,"全球化"并沒有完全逆轉(zhuǎn),未來經(jīng)濟(jì)全面擴(kuò)張的"全球化"將向選擇性的"全球化"模式轉(zhuǎn)變。
[Abstract]:The trigger of Brexit could start a new pattern of deglobalisation. This paper focuses on the Brexit event, from the perspective of banking integration, based on the multiple GARCH-DCC model, by measuring the dynamic time-varying correlation coefficient of the banking industry in the sample countries, the "deglobalization" process is deeply considered. The research shows that the development of globalization is non-neutral based on the heterogeneity of each country. In the case of Britain, for example, the degree of banking integration between the UK and the European Union is not the same, and the degree of integration with the United States is still higher than that of the vast majority of European Union countries. The study holds that "globalization" has not been completely reversed, and that the "globalization" of economic expansion in the future will be transformed into a selective mode of "globalization".
【作者單位】： 首都經(jīng)濟(jì)貿(mào)易大學(xué)金融學(xué)院;
【基金】：國家社會(huì)科學(xué)基金項(xiàng)目“金磚銀行互利共贏合作模式及風(fēng)險(xiǎn)防范機(jī)制研究”(15BJL077) 北京市哲學(xué)社會(huì)科學(xué)規(guī)劃項(xiàng)目“首都新定位下CBD高端產(chǎn)業(yè)國際化發(fā)展研究”(16JDYJB026)
【分類號(hào)】：F831.2
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本文編號(hào)：2387301