摘要
国际金融危机的爆发引发了人们对系统性金融风险的再思考,系统性风险的研究是需要建立在定量分析框架基础之上的。本文利用或有权益资产负债表的分析框架对东亚及东南亚有关国家的宏观金融风险进行了比较研究。研究结论显示,美国"次贷"危机引发的全球系统性风险对东亚及东南亚国家的影响早在2006年就初现端倪,一些国家的宏观金融风险在显著增大的同时还显现出高度的相关性。
The outbreak of international financial crises induced the rethinking of systemic financial risk. The research on systemic risk needs to be established on quantitative analytic framework. This Paper compared the macro-financial risk of east and Southeast Asian countries using an analytic framework of contingent claim balance sheet. The result indicated that the global systemic financial risk induced by the U. S. Subprime crises have had impact on east and Southeast Asian countries since 2006. The macro-financial risk of several countries has increased obviously and at the same time has appeared highly correlation.
出处
《经济管理》
CSSCI
北大核心
2011年第8期1-6,共6页
Business and Management Journal ( BMJ )
