货币危机预警综合评价方法研究  

The Methodological Analysis of Comprehensive Valuating Method to Warn Monetary Crisis

作　　者：张瀛[1] 王浣尘[2] 

机构地区：[1]上海交通大学安泰管理学院系统工程研究所 [2]上海交通大学安泰管理学院

出　　处：《统计研究》2004年第7期31-37,共7页Statistical Research

基　　金：国家自然科学基金重大资助项目 ( 79990 5 80 )

摘　　要：In this paper,the Early-Warning (S-W) System for financial crisis is built using the method of Possiblity-Satisfiability.Accordingly,a set of leading indicators has been designed.The warning system is applied to the Philippine Currency crisis of 1997,Conclution show that the system is effective and has better early warning capability.In this paper,the Early-Warning (S-W) System for financial crisis is built using the method of Possiblity-Satisfiability.Accordingly,a set of leading indicators has been designed.The warning system is applied to the Philippine Currency crisis of 1997,Conclution show that the system is effective and has better early warning capability.

关 键 词：金融危机 预警系统 先行指标 多指标综合评价 货币危机 

分 类 号：F820.5[经济管理—财政学] F830.99