基于综合稳定指数的中国金融体系稳定性研究  

A Research of China's Financial System Based on Composite Stability Index

作　　者：潘阳春[1] 

机构地区：[1]华东交通大学经济管理学院,江西南昌330013

出　　处：《华东交通大学学报》2012年第1期71-78,共8页Journal of East China Jiaotong University

摘　　要：针对现有文献在度量我国金融稳定性指标体系上的缺陷和不足,文章通过建立一个金融体系的综合稳定指数,以2004年-2011年相关数据为样本对当前我国金融稳定水平进行测度。研究发现2004年以来,我国金融体系总体较稳定,受2008年金融危机影响,我国金融体系在2008年4季度稳定性最弱,2009年稳定性上升,2010年以后我国的金融稳定性又趋于下降。文章度量的金融稳定综合指数与我国的金融运行情况有很高的匹配度。实证分析的结果更进一步验证和说明金融稳定综合指数度量结果的合理性和准确性。Aiming at defects and deficiencies of the existing literature measuring China＇s financial stability of indicators,this paper measure the current level of China＇s financial stability by establishing a comprehensive stability index of the financial system,adopting data from 2004 to 2011 as the sample.The study finds that since 2004,China＇s overall financial system is stable.By the influence of financial crisis in 2008,China＇s financial system stability is the weakest in the fourth quarter of 2008,and is on the rise in 2009.After 2010,China＇s financial stability tends to decline.There is a high matching degree between the comprehensive financial system stability index and China＇s financial operation.The empirical analysis results further test and illustrate the financial stability comprehensive index measurement results has its accuracy and rationality.

关 键 词：金融体系 综合稳定指数 金融稳定 实证分析 

分 类 号：F832.1[经济管理—金融学]