| 摘要: |
| 本文运用网络分析方法探讨新冠肺炎“黑天鹅”事件影响下的国际金融风险传染特征。研究表明,新冠肺炎疫情显著加剧了金融风险在国家之间的传染;同时,风险传染网络存在明显的聚类现象,随着疫情发展,风险传染网络从初期的星型发散传染向后期的均衡传染演变。结合我国实际,本文建议增强经济抗风险能力、高度关注对我国直接输入风险较高的地区和总溢出效应较强地区的风险溢出效应、健全金融行业突发事件处置机制。 |
| 关键词: 新冠肺炎;金融风险;传染;网络分析 |
| DOI: |
| 分类号:F830.2 |
| 基金项目: |
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| Does COVID-19 Exacerbate International Financial Risk Contagion? |
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QIAN Dong-ping
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The People’s Bank of China,Chongqing Operations Office
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| Abstract: |
| This paper will use network analysis to explore the infectious characteristics of international financial risks.Studies have shown that the COVID-19 epidemic significantly intensifies the infection among countries with financial risks.At the same time,there is an obvious clustering phenomenon in the risk infectious network.As the epidemic develops,the risk infectious network diverges from the star shaped in the early stage of the epidemic to the balanced infectious in the later stage.In view of the above conclusions,this paper puts forward some policy Suggestions,such as strengthening the economic anti risk ability,paying attention to the regions with high direct input risk and the regions with strong total spillover effect,and improving the disposal mechanism of financial emergencies. |
| Key words: COVID-19;Financial Risk;Contagion;Network Analysis |