期刊文献+

金融危机传染效应与我国金融风险预警研究 被引量:1

下载PDF
导出
摘要 金融危机传染有五种机制:金融溢出效应传导机制、净传染效应传导机制、季风效应传导机制、贸易溢出效应传导机制、信息传导机制。我国金融风险预警机制构建原理一是指标选取;二是预警指标状态,区域划分和临界点确定。
作者 吴佳
出处 《北方经贸》 2009年第8期114-116,共3页 Northern Economy and Trade
基金 教育部人文社会科学研究项目(08JC790068) 上海市教委科研创新重点项目(09ZS194)
  • 相关文献

参考文献5

二级参考文献31

  • 1梅新育.国际金融危机传染机制的新特点[J].中国金融,2007(18):49-50. 被引量:30
  • 2Calvo S,Reinhart C.Capital Inflows to Latin America:Is There Evidence of Contagion Effects.Unpublished Manuscript[A].World Bank and IMF,1995.
  • 3Balg Taimur,Goldfajn Ilan.Financial Market Contagion in the Asian Crisis[A].IMF Working Paper.1998,No.WP/98/155.
  • 4Edwards S.Interest Rate Volatility,Capital and Contagion[A].NBER Working Paper.1998,No.6756.
  • 5Park Y C,Song C Y. Financial Contagion in the East Asian Crisis-With Special Reference to the Republic of Korea[A].mimeo,Korea University.1999.
  • 6Roberto Rigobon.On the Measurement of the International Propagation of Shocks[A].NBER Working Paper.1999,No.7354.
  • 7Eichengreen Barry,Rose Andrew K, Wyplosz Charles.Contagious Currency Crises[A].NBER Working Paper.1996,No.5681.
  • 8Glick R,Rose.A K. Contagion and Trade Why are Currency Crises Regional?[J]. Journal of International Money and Finance.1999,18:603~617.
  • 9Kaminsky G, Reinhart C M.On Crises,Contagion and Confusion[J].Journal of International Economics. 2000,51:145~168.
  • 10Sebastian Edwards.Interest Rates. Contagion and Capital Controls[A]. NBER Working Paper.2000,No.7801.

同被引文献18

  • 1Valdes R. Emerging market contagion: evidence and the- ory[J]. Journal of Econometrics, 1996, 34:62-74.
  • 2Eichengreen B, Rose A, Wyplosz C. Contagious currency crises [R]. NBER Working Paper, WP/56/81, 1996.
  • 3Dornbusch R, Park Y C, Claessens S. Contagion: under- standing how it spreads [ R ]. The World Bank Research Observer, 2000, 2:177-197.
  • 4Bertero E, Mayer C. Structure and performance: global interdependence of stock markets around the crash of oc- tober 1987 [ J]. European Economic Review, 1990, 34 (6) : 1155 -1180.
  • 5King M, Wadhwani S. Transmission of volatility be- tween stock markets [ J ]. Review of Financial Studies, 1990, 3: 5-33.
  • 6Forbes K, Rigobon R. No contagion, only interdepend- ence : measuring stock market co-movements [ J ]. Jour- nal of Finance, 2002, 57 : 2223 - 2261.
  • 7Gravelle T, Kichian M, Morley J. Detecting shift - con- tagion in currency and bond markets [ J ]. Journal of In- ternational Economics, 2006, 2:409-423.
  • 8Flavina T J, Panopouloub E. Detecting shift and pure contagion in east asian equity markets: a unified ap- proach [ J ]. Pacific Economic Review, 2010.3 : 401 - 421.
  • 9Caporate G, Cipollini A, Spagnolo N. Testing for conta- gion: a conditional correlation analysis [ J ]. Journal of Empirical Finance, 2005, 12:476 - 89.
  • 10欧明刚.金融危机下人民币汇率的变化趋势:现实选择与机制改革[J].中国货币市场,2009(1):35-39. 被引量:8

引证文献1

二级引证文献12

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部