构建中国金融危机金融渠道传导综合指数  

Constructing the China Financial Channel Propagation Comprehensive Index of Financial Crisis

作　　者：李妍[1] 

机构地区：[1]上海外国语大学,国际工商管理学院,上海市虹口区200083

出　　处：《上海管理科学》2012年第4期87-90,共4页Shanghai Management Science

摘　　要：国际上金融危机发生后,其影响会传导到我国,影响我国的金融渠道各个指标,但对金融渠道整体的影响情况没有直观的指标反映,本论文合成的金融渠道传导综合指数可以反映金融危机的传导对我国金融渠道综合情况的影响,为危机发生后的调整工作提供基础。本文以最近一次世界金融危机——美国次贷危机为例,首先选取了危机传导指标集,其次运用SPSS相关分析,研究14个参考指标间的关系,确定我国金融渠道传导的合成指标,最后将其合成金融危机金融渠道传导综合指数,并根据合成结果绘制了走势图,实证结果表明此综合指数能够反映金融危机传导中我国金融市场的综合情况。本文的研究对减小金融危机的传播范围有着重要理论价值,对开放中的中国具有重要的现实意义。China is on the impact of the international financial crisis propagation.The indexes in the financial channel in China were changing with the international financial crisis, but there wasn＇t any index can reflect the influence of overall situation, so this paper synthesized one to show it, which is called the China Financial Channel Propagation Comprehensive Index（CFCPCI）.This paper takes the US Subprime Crisis for example, using SPSS correlation analysis, and studied the relationship between the 14 reference-indices.Then this paper synthesized CFCPCI.Based on the empirical studies, the graph was drawn to verify the correctness of CFCPCI.This study adds important theoretical value on reducing financial crisis spreading range, and has important practical significance for rapid development of China.

关 键 词：金融危机传导 金融渠道 综合指数 

分 类 号：F270.7[经济管理—企业管理]