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贸易渠道视角下的金融危机传染研究:基于复杂网络与SIRS模型
引用本文:曾志坚,吴汪洋.贸易渠道视角下的金融危机传染研究:基于复杂网络与SIRS模型[J].湖南大学学报(社会科学版),2018(3):87-93.
作者姓名:曾志坚  吴汪洋
作者单位:(湖南大学 工商管理学院,湖南 长沙 410082)
摘    要:基于复杂网络方法构建亚太经济合作组织成员国之间的贸易网络,并在此基础上运用SIRS模型对金融危机在贸易渠道上的传染进行分析。结果表明:金融危机在贸易渠道上具有传染迅速、持续时间长的特点;贸易网络具有小世界效应,国家(地区)间贸易联系越紧密,传染阈值就越小,危机就越容易通过贸易渠道进行传染;免疫丧失率增大,受感染的国家(地区)数量将增多,但免疫丧失率超过0.5以后该现象不明显。

关 键 词:金融危机传染  贸易渠道  复杂网络  SIRS模型

Research on Contagion of Financial Crisis from the Perspective of Trade Channel: Based on Complex Network and SIRS Model
ZENG Zhi-jian,WU Wang-yang.Research on Contagion of Financial Crisis from the Perspective of Trade Channel: Based on Complex Network and SIRS Model[J].Journal of Hunan University(Social Sciences),2018(3):87-93.
Authors:ZENG Zhi-jian  WU Wang-yang
Institution:(College of Business Administration, Hunan University, Changsha 410082, China)
Abstract:The trade network between the member countries of the Asia-Pacific Economic Cooperation is constructed based on the complex network method, and the analysis of financial crisis contagion in trade channels using SIRS model is on this basis. The results show that the financial crisis in the trade channel has spread rapidly, lasted longer of characteristics. the trade network has a small world effect, that means the trade links between countries are close. And the closer the trade links are, the smaller the contagion thresholds will be, which will make the crisis easier to contagion through trade channels. The increase of the immune loss rate can increase the number of infected countries, but the phenomenon is not significant after more than 0.5.
Keywords:financial crisis contagion  trade channel  complex network  SIRS model
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