期刊文献+

国际收支风险监测预警研究综述及对我国的启示 被引量:8

Review of Risk Monitor and Early-warning System and Revelation to China
下载PDF
导出
摘要 国际金融危机之后,对金融危机风险监测预警体系的研究开始盛行。本文首先综述了风险监测预警研究的计量方法,包括FR模型、KLR模型,以及基于上述模型的研究进展和基于计量方法的研究进展。其次,根据上述研究,对构建我国国际收支风险监测预警体系提出了建议。 After the intemational financial crisis, the research on risk monitor and early-warning system of financial crisis developed rapidly. Firstly, this paper analyzed the econometric method of risk monitor and early-warning system, including FR model, KLR model and other models which based on basic model and new mathematical and econometric method. Seeondly, based on above research, we put forward some suggestion on BOP risk monitor and early-warning system of China.
作者 洪昊
出处 《金融发展研究》 2011年第8期22-26,共5页 Journal Of Financial Development Research
关键词 风险监测 预警体系 国际收支 risk monitor, early-warning system, balance of payments
  • 相关文献

参考文献17

  • 1Abiad A.2003.Early Warning Systems :A Survey and a Regime-Switching Approach.lMF Working Paper WP/03/32.
  • 2Apoteker and S.Barthelemy.Genetic Algorithms and Financial Crises in Emerging Markets.Unpublished.
  • 3Berg,A.and C.Pattillo.1999.Predicting Currency Crises:The Indicators Approach and an Alternative.Journal of International Money and Finance, 18,561-586.
  • 4Bmggemann,A. and T.Linne.2000.Are the Central and Eastern European Transition Countries Still Vulnerable to a Financial Crisis:Results from the Signals Approach. Bank of Finland Institute for Economies in Transition Discussion Paper.
  • 5Burkart, O.and V.Coudert.2000.Leading Indicators of Currency Crises in Emerging Economies.Notes D'Etudcs et de Recherche, Banque de France.
  • 6Bussiere,M.and C. Mulder.1999.Political Instability and Economic Vulnerability.IMF Working Paper 99/46.
  • 7Bussiere, M. and C. Mulder. 1999.External Vulnerability in Emerging Market Economies :How High Liquidity Can Offset Weak Fundamentals and the Effreets of Contagion.IMF Working Paper 99/88.
  • 8Caramazza,F.,L.Ricci and R.Salgado.2000.Trade and Financial Contagion in Currency Cfiscs.IMF Working Paper 00/55.
  • 9Collins, S.2001.A Model of the Timing of Currency Crises.Georgetown University, Unpublished Manuscript.
  • 10Frankel,J.and A.Rose.1996 .Currency Crashes in Emerging Markets:An Empirical Treatment.Journal of International Economics, 41,351-368.

同被引文献36

  • 1人民银行天津分行国际收支处.地区国际收支风险预警指标体系的研究[J].华北金融,2005(3):20-23. 被引量:1
  • 2赵蓓文.基于国际经验的中国跨境资本流动监测预警体系设计[J].上海金融,2007(5):73-76. 被引量:19
  • 3国家外汇管理局课题组.《金融脆弱性分析--中国跨境资本流动临测预警体系构建》,中国商务出版社,2005.7.
  • 4Frankel J. and A.Rose,1996,"Currency Crashes in E- merging Markets. An Empirical Treatment",Journal of Inter- national Economies,VO1.41 ,pp.351-368.
  • 5Kanfinsky.G,S.Lizondo and C.Reinhart,1998, "Leading Indicators of Currency Crises",IMF Staff Papers,Vol.45,pp. 1-48.
  • 6Eichengreen,Barry,Andrew K Rose,and Charls Wyplosz. Exchange Market Mayhem: the Antecedent Sand Aftermath of Speculative Attacks[J]. Economic Policy, 1995, Vol.21 (October), pp.249-312.
  • 7Sachs Jeffrey,Tornell Aaron and Velasco An- dres. Financial Crises in Emerging Markets: The Les- son from 1995[R]. Brookings Papers on Economic Ac- tivity,1996, 27(1),pp.147-199.
  • 8J u rgen von Hagen,Tai-kuang Ho. Twin crises: A Reexamination of Empirical Llinks[Z]. 2003.
  • 9Sachs Jeffrey, Tornell, Aaron res. Financial Crises in Emerging Mar- kets: The Lesson From 1995[R].Brookings Papers on Economic Activi- ty,1996, 27(1).
  • 10Eichengreen,Barry,Andrew K Rose,and Charls Wyplosz.Exchange Market Mayhem: The Antecedent Sand Aftermath of Speculative At- tacks[J].Economic Policy, 1995.

引证文献8

二级引证文献30

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