【摘要】：利用2005~2014年數(shù)據(jù),將社會(huì)網(wǎng)絡(luò)分析法應(yīng)用于區(qū)域性金融風(fēng)險(xiǎn)空間關(guān)聯(lián)即傳染效應(yīng)的刻畫,研究發(fā)現(xiàn),省際間區(qū)域性金融風(fēng)險(xiǎn)具有高度關(guān)聯(lián)的特點(diǎn)。具體而言,越處于網(wǎng)絡(luò)中心的省份,其風(fēng)險(xiǎn)越高;與其他省份距離越短的省份,其風(fēng)險(xiǎn)越高;處于中介位置的省份因具有風(fēng)險(xiǎn)輸出的優(yōu)勢(shì),其風(fēng)險(xiǎn)僅微弱上升;引入同群效應(yīng)后,隨著省份間距離的增加,風(fēng)險(xiǎn)傳染性存在遞減效應(yīng)。進(jìn)一步研究發(fā)現(xiàn),2008年國際金融危機(jī)以后,區(qū)域性金融風(fēng)險(xiǎn)的傳染效應(yīng)更強(qiáng),這歸因于強(qiáng)財(cái)政政策刺激引致的投資過剩和產(chǎn)能過剩進(jìn)而風(fēng)險(xiǎn)暴露�？傊�,省際間區(qū)域性金融風(fēng)險(xiǎn)呈現(xiàn)高度關(guān)聯(lián)的網(wǎng)絡(luò)結(jié)構(gòu)形態(tài),并且具有較強(qiáng)傳染性。
[Abstract]:Based on the data from 2005 to 2014, the social network analysis method is applied to depict the contagion effect of regional financial risk. It is found that the inter-provincial regional financial risk is highly correlated. Specifically, the more provinces in the center of the network, the higher the risk; the shorter the distance from other provinces, the higher the risk, the more the provinces in the intermediary position have the advantage of risk output, the risk is only slightly increased. With the introduction of the same group effect, the risk infectivity decreases with the increase of the distance between provinces. Further study shows that the contagion effect of regional financial risk is stronger after the international financial crisis in 2008, which is attributed to the overinvestment and overcapacity caused by the strong fiscal policy stimulus and then the exposure of the risk. In a word, inter-provincial regional financial risk is highly related to the network structure, and has a strong infectivity.
【作者單位】： 山東財(cái)經(jīng)大學(xué)金融學(xué)院;中國人民銀行濟(jì)南分行;山東大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】：山東省“泰山學(xué)者”建設(shè)工程專項(xiàng)經(jīng)費(fèi)
【分類號(hào)】：F832.7

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