金融风险传染效应的研究  

Contagion Effect of Financial Risks

作　　者：刘晓宇 LIU Xiaoyu

机构地区：[1]哈尔滨金融学院金融系

出　　处：《商业经济》2019年第7期157-158,164,共3页Business & Economy

基　　金：黑龙江省普通高等学校青年创新人才培养计划项目:基于SIR和SIS组合模型的金融网络中风险传染与防控策略研究的阶段成果(UNPYSCT-2018051);哈尔滨金融学院青年创新人才培养计划项目:基于SIR和SIS组合模型的金融网络中风险传染与防控策略研究阶段成果(E052018001)

摘　　要：随着世界经济金融一体化的日益深化,金融传染效应也在不断地扩大。金融风险传染效应是金融危机在国际金融市场上的一种扩散现象,主要是从国家间的关联角度出发解释金融危机的发生,揭示的是风险传染影响手段、渠道、方式及其内在机理。金融风险传染的效应主要来自于关联传染效应、违约相关传染效应和国际经济传染效应,针对不同风险的效应应采取不同的风险防控策略。With the deepening of world economic and financial integration, the financial contagion effect is also expanding. Financial risk contagion effect is a diffusion phenomenon of financial crisis in the international financial market. It mainly explains the occurrence of financial crisis from the perspective of inter-country linkages and reveals the means, channels, modes and internal mechanism of risk contagion. The effects of financial risk contagion mainly come from the effects of related contagion, default-related contagion and international economic contagion. Different risk prevention and control strategies should be adopted according to the effects of different risks.

关 键 词：金融风险 传染效应 关联传染 违约相关传染 

分 类 号：F832[经济管理—金融学]