东盟五国宏观金融风险研究——基于CCA方法

Research on Macro-Financial Risk in ASEAN-5——Based on CCA Methods

在“一带一路”背景下,近些来年,东盟国家与我国经贸往来密切,因此,我国在深化与东盟国家的经济合作时,应该对东盟各国的宏观金融风险进行科学的定量分析,以便为我国构建宏观金融风险防范机制提供思路,并为开展“一带一路”金融风险防范合作提供参考。本文采用CCA(未定权益法),基于可收集的数据对东盟五国(泰国、印度尼西亚、新加坡、马来西亚、菲律宾)2006-2019年的宏观金融风险进行了定量分析,并根据分析结果对我国防范金融风险提出有益的建议。

In the context of the"Belt and Road",in recent years,ASEAN countries and China have close economic and trade exchanges.Therefore,deepening economic cooperation with ASEAN countries,China should carry out scientific quantitative analysis of macro-financial risks in ASEAN countries in order to provide ideas for China building macro-financial risk prevention mechanism,and carrying out the"Belt and Road"financial risk prevention cooperation.Based on the collected data,this paper quantitatively analyzes the macro financial risks of the five ASEAN countries(Thailand,Indonesia,Singapore,Malaysia,Philippines)in 2006-2019,and puts forward suggestions on how to prevent financial risks.