金融危机的贸易网络和金融网络传染性比较--基于欧债危机的模拟研究

Simulation of Contagion in Financial Crisis by Network

本文通过SEIR模型传染机制,以欧债危机为例,比较了不同潜伏期下金融危机在全球贸易网络和全球金融网络中的传染特征,进一步观察了类似"欧猪五国"多个传染源同时爆发金融危机时的传染特征。基于此方法,从全局视角分析了我国在贸易和金融两条主要传染途径下的易感性强弱,为我国未来从全球网络视角防范金融危机传染提供方法依据。

According to the contagion mechanism of SEIR model, we depicted the character of financial contagion with latency in trade networks and financial networks of the financial crisis, which used the European debt crisis as a template, and analyzed the contagion characteristics of different infection sources which outbreak at the same time, such as PIIGS countries. Furthermore, we compared the susceptibility of China between the trade networks and financial networks. Encouragingly, the conclusions we got can be a foundation to prevent the Financial Crises contagion based on the network perspective.