期刊文献+

货币危机传染性研究述评

A Survey on the Research of Contagion of Currency Crisis
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摘要 货币危机的传染性是第三代货币危机理论的核心思想之一。亚洲金融危机后,有关传染性的理论与实证研究不断丰富。本文试图就该问题已有的理论、实证研究工作进行梳理和评述。 The contagion is one of the essences of the third generation currency crisis theory, and more fruitful researches in this field have been yielded after the occurrence of Asian Financial Crisis. This paper mainly surveys the works on the currency contagion from both the academic and empirical aspects.
作者 贾涛 靳玉英
出处 《上海财经大学学报》 CSSCI 2007年第5期91-96,共6页 Journal of Shanghai University of Finance and Economics
基金 国家自然科学基金项目"汇率行为的复杂性研究"(70471082) 国家社会科学基金项目:"经济全球化下金融危机国际传染性及对中国的政策含义研究"(05CJL023) 教育部2005年"新世纪优秀人才支持计划"
关键词 货币危机 传染性 相关性 currency crisis contagion relativity
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参考文献22

  • 1[1]靳玉英,叶世超.货币危机的成因:经济基本面、传染及预期[D].2007.
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二级参考文献16

  • 1Calvo S,Reinhart C.Capital Inflows to Latin America:Is There Evidence of Contagion Effects.Unpublished Manuscript[A].World Bank and IMF,1995.
  • 2Balg Taimur,Goldfajn Ilan.Financial Market Contagion in the Asian Crisis[A].IMF Working Paper.1998,No.WP/98/155.
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  • 9Sebastian Edwards.Interest Rates. Contagion and Capital Controls[A]. NBER Working Paper.2000,No.7801.
  • 10Granger C J. Investigating causal relations by econometric models and cross-spectral methods[J]. Econometrica. 1969,37:424~438.

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