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中国住房价格变动风险的非对称传染与杠杆调节效应
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作者 邓创 杨晨龙 吴健 《吉林大学社会科学学报》 CSSCI 北大核心 2024年第1期133-149,238,共18页
协调推进稳房价和稳杠杆是新发展阶段稳定宏观经济大盘、增进民生福祉的必然选择。基于时变条件预测分布实现对中国住房价格变动风险的分类评估,并在考察各类住房价格变动风险演化特征与非对称传染关系的基础上,利用MQVAR模型检验不同... 协调推进稳房价和稳杠杆是新发展阶段稳定宏观经济大盘、增进民生福祉的必然选择。基于时变条件预测分布实现对中国住房价格变动风险的分类评估,并在考察各类住房价格变动风险演化特征与非对称传染关系的基础上,利用MQVAR模型检验不同类型杠杆对中国住房价格上行与下行风险的调节效应。研究发现:各类住房价格变动风险及其溢出效应均具有显著的阶段性差异,一二三线城市住房价格变动风险的总溢出效应在“房住不炒”方针提出后呈明显下降趋势,其中三线城市是住房价格下行风险的主要溢出者和上行风险的主要接受者。杠杆对住房价格变动风险的调节效应存在明显的非对称性和异质性,金融部门和居民部门加杠杆对住房价格上行风险的影响明显强于去杠杆对住房价格下行风险的影响;金融部门、非金融企业和居民部门去杠杆均会导致住房价格下行风险的波动,而稳健推进政府部门去杠杆并不会加剧总体住房价格下行风险。因此,在城镇化加速推进的新时期,房地产市场调控需更加关注住房价格的风险特征,实行有针对性的、差异化的价格监管与杠杆调节政策。 展开更多
关键词 住房价格 非对称传染关系 杠杆 时变条件预测分布 MQVAR模型
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The Relationship between Diet and Mortality of Cancer and Non-communicable Disease in Japan 被引量:1
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作者 蔡云清 青岛惠子 +2 位作者 寺西秀丰 加藤辉隆 加须屋实 《Journal of Nanjing Medical University》 2003年第1期9-17,共9页
Objective: To evaluate the effects of dietary factors on cancer and non-communicable diseases. Methods: A correlation analysis between the consumption of various indicator food and mortality rates of cancer or non-com... Objective: To evaluate the effects of dietary factors on cancer and non-communicable diseases. Methods: A correlation analysis between the consumption of various indicator food and mortality rates of cancer or non-communicable diseases was conducted by collecting secondary data from national nutrition surveys in Japan. Results: The consumption of cereal foods, plant energy and plant protein showed a significant negative correlation with mortality of cancer, heart diseases and diabetes; negatively related to the lung cancer and colon cancer in both sexes; a strong negative correlation with mortality of rectum cancer, liver cancer and prostate cancer in males, and of breast cancer in females; and a significant positive correlation with the stomach cancer in both sexes. The consumption of animal foods, animal energy, animal protein and fat showed a strong positive correlation with cancer, heart diseases and diabetes; a positive relations to lung cancer and colon cancer in both sexes, and rectum cancer, liver cancer and prostate cancer in males and breast cancer in females. On the contrary, a strong negative correlation was found in stomach cancer in both sexes; and esophagus cancer, liver cancer and uterus cancer in females. The consumption of vegetables and fruits showed a weak negative correlation with stomach cancer. Conclusion : The results suggest that diet not only plays a significant role in increasing the risks of some kinds of cancer or non-communicable diseases but also has a preventive effect. It is very important that dietary balance should be emphasized to prevent cancer and non-com-municable diseases. 展开更多
关键词 DIET CANCER non-communicable disease RELATIONSHIP
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创业团队风险感知的关系传染机理研究
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作者 王庆 陈刚 《中国管理科学》 CSSCI 北大核心 2016年第S1期718-724,共7页
由于创业活动充满不确定性,创业团队风险感知对于创业决策至关重要。目前针对创业团队风险感知的研究多从成因、评价等视角展开,本文聚焦探讨创业风险感知的传染问题。本文基于Logistic模型,建立了创业团队风险感知的关系传染模型;并借... 由于创业活动充满不确定性,创业团队风险感知对于创业决策至关重要。目前针对创业团队风险感知的研究多从成因、评价等视角展开,本文聚焦探讨创业风险感知的传染问题。本文基于Logistic模型,建立了创业团队风险感知的关系传染模型;并借助计算实验方法,对该模型进行模拟分析,得出如下结论:创业团队关系结构和关系质量变化时,会影响创业团队风险感知,而且当创业团队关系由"非对称互惠共生→偏利共生或寄生→对称互惠共生"演化时,创业团队风险感知趋于弱化;当团队内创业者相互促进系数增大时,创业团队风险感知趋于稳定的态势越发明显。 展开更多
关键词 创业团队 风险感知 关系传染 计算实验
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金融系统的网络结构及尾部风险度量——基于动态半参数分位数回归模型 被引量:8
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作者 张兴敏 傅强 +1 位作者 张帅 季俊伟 《管理评论》 CSSCI 北大核心 2021年第4期59-70,共12页
运用动态半参数分位数回归模型构建金融网络结构,厘清金融机构间的极端风险传染效应,并将市场情绪指标作为条件变量引入网络模型中。研究发现,金融机构的系统性风险贡献和暴露以及尾部风险传染度的统计特征(如排名)存在显著差异。金融... 运用动态半参数分位数回归模型构建金融网络结构,厘清金融机构间的极端风险传染效应,并将市场情绪指标作为条件变量引入网络模型中。研究发现,金融机构的系统性风险贡献和暴露以及尾部风险传染度的统计特征(如排名)存在显著差异。金融机构的网络传染度排名,尾部风险接收源排名和尾部风险发射源排名存在显著差异。在经济金融动荡时期,三大金融行业(银行业、证券业和保险业)的内部网络传染效应均显著增强,且证券业内的传染效应明显高于银行业内的传染效应。基于滚动窗宽选择标准的金融网络模型优化了金融机构间的风险传染关系的时变性识别过程。对高传染性的金融机构实施监管已成为一个至关重要的政策问题,因此探究极端风险的网络关联性有助于提升对金融系统的监督和监管效率,本文的研究框架为此提供了相应依据。 展开更多
关键词 系统性风险 CoVaR 半参数回归 网络传染关系 市场情绪
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Phylogeny of SARS-CoV as inferred from complete genome comparison
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作者 QIZhen HUYu +8 位作者 LIWei CHENYanjun ZHANGZhihua SUNShiwei LUHongchao ZHANGJingfen BUDongbo LINGLunjiang CHENRunsheng 《Chinese Science Bulletin》 SCIE EI CAS 2003年第2期1175-1178,共4页
SARS-CoV, as the pathogeny of severe acute respiratory syndrome (SARS), is a mystery that the origin of the virus is still unknown even a few isolates of the virus were completely sequenced. To explore the genesis of ... SARS-CoV, as the pathogeny of severe acute respiratory syndrome (SARS), is a mystery that the origin of the virus is still unknown even a few isolates of the virus were completely sequenced. To explore the genesis of SARS-CoV, the FDOD method previously developed by us was applied to comparing complete genomes from 12 SARS-CoV isolates to those from 12 previously identified coronaviruses and an unrooted phylogenetic tree was constructed. Our results show that all SARS-CoV isolates were clustered into a clique and previously identified coronaviruses formed the other clique. Meanwhile, the three groups of coronaviruses depart from each other clearly in our tree that is consistent with the results of prevenient papers. Differently, from the topology of the phylogenetic tree we found that SARS-CoV is more close to group 1 within genus coronavirus. The topology map also shows that the 12 SARS-CoV isolates may be divided into two groups determined by the association with the SARS-CoV from the Hotel M in Hong Kong that may give some information about the infectious relationship of the SARS. 展开更多
关键词 FDOD SARS 冠状病毒 传染关系 系统发生树 拓扑图
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