基于溢出指数下的我国金融系统风险溢出效应研究

The Risk Spillover Effect of the Financial System Based on the Overflow Index in China

我国金融系统中主要包含了保险、房地产、银行业、证券、全指金融等诸多板块。从以上几个板块的相关金融数据入手,基于溢出指数对我国金融系统风险溢出效应进行分析和研究,并对国内外在金融系统风险溢出效应方面的研究成果进行了总结。通过研究可以发现,金融系统性风险控制当中,银行业对房地产业、证券业、保险业均会产生单向的正溢出效应。因此,我国金融市场必须要对银行业加强控制,继而对其他金融机构产生正影响,促使我国的金融系统得以良好建设和发展。

The financial system in China mainly includes insurance, real estate, banking sector, securities and allfinanz.Starting with the related financial data of above plates, the study analyzes and researches the risk spillover effect of the financial system based on the overflow index, and summarizes the domestic and international research results. It is found that the banking sector has one-way positive spillover effect on the real estate industry, securities and insurance in the financial systemic risk control. Therefore, financial markets should strengthen the control of banking sector, so as to have positive influence on other financial institutions and promote the better construction and development of the financial system.