贷款利率市场化前后商业银行股票网络拓扑性质分析  

Analysis on Topological Properties of Commercial Bank Stock Networks Before and After the Loan Interest Rate Liberalization

作　　者：曾志坚[1] 岳凯文[1] 

机构地区：[1]湖南大学工商管理学院,湖南长沙410082

出　　处：《财经理论与实践》2016年第6期16-21,共6页The Theory and Practice of Finance and Economics

基　　金：国家自然科学基金项目(71373072);国家自然科学基金项目(71340014);湖南省社会科学基金项目(09YBA037)

摘　　要：运用复杂网络方法,构建商业银行股票收益率网络,考量贷款利率市场化前后商业银行股票网络的拓扑性质变化。结果表明:贷款利率市场化前后,16家商业银行股票收益率相关系数没有发生显著变化,网络的平均路径长度及聚集系数也未发生明显变化,但贷款利率市场化后国有五大行股票收益距离更近,彼此相关性更强,网络中心节点变化较大。In this paper,we apply the method of complex network and construct the stock yield＇s networks of commercial banks to compare the changes of the networks＇ topological properties of commercial bank stocks before and after the loan interest rate liberalization.The empirical results show that the stock yield＇s correlation coefficients of 16 commercial banks do not have significant changes,or the average path length or the clustering coefficient of the networks before and after the loan interest rate liberalization.The distance of these five banks＇ stock yields become smaller and relativity become stronger after the loan interest rate liberalization than that of before the loan interest rate liberalization.More importantly,the central nodes of networks have a significant change.

关 键 词：贷款利率市场化 商业银行 股票网络 拓扑性质 

分 类 号：F830.593[经济管理—金融学]