欧债危机影响外汇市场的贸易渠道研究
发布时间:2018-01-01 14:09
本文关键词:欧债危机影响外汇市场的贸易渠道研究 出处:《华中科技大学》2013年硕士论文 论文类型:学位论文
【摘要】:自改革开放以来,我国经济快速发展,特别是对外贸易得到很大程度的提高。我国外贸依存度大,这既有利于我国经济的发展,也存在一定的风险。2007年美国次贷危机以来,全球经济增长速度放缓,中国也不例外,,出口下降,股市下跌等问题一一显现。因此,对欧债危机通过国际贸易渠道对外汇市场的影响的研究就显得十分必要。复杂网络理论利用数学矩阵能够直观、形象的描述国际贸易网络,通过进一步计算可以得出欧债危机通过国际贸易渠道的传播系数。 本文在复杂网络理论的基础上,通过国际贸易的出口数据,主要考虑每个国家的主要出口目的国,刻画了国际贸易网络。同时考虑了GDP、GDP平减指数、货币和准货币的增长率等每个国家的自身因素,提炼出欧债危机通过国际贸易渠道影响外汇市场的因素。首先系统的介绍了欧债危机影响外汇市场的渠道并对国际贸易渠道进行了详细的阐述,并且运用复杂网络理论是来描述国际贸易网络;其次利用每个国家前五个出口目的国数据,利用数学矩阵描述了国际贸易网络;最后通过相关计算得出欧债危机通过国际贸易网络对外汇市场的影响和传播系数,并通过因子分析得出影响传播效应的因素。 总之,本文是将复杂网络理论与债务危机传播理论相结合,得出比较直观的结果,在此基础上对我国如何阻断欧债危机传播给予了指导性的建议。
[Abstract]:Since the reform and opening up, China's economy has developed rapidly, especially the foreign trade has been greatly improved. China's foreign trade has a large degree of dependence, which is conducive to the development of our economy. Since 2007, the global economic growth has slowed down, China is no exception, exports are falling, the stock market is falling, and so on. It is necessary to study the influence of the European debt crisis on the foreign exchange market through international trade channels. The complex network theory can describe the international trade network intuitively and vividly by using the mathematical matrix. Through further calculation, we can get the transmission coefficient of European debt crisis through international trade channel. On the basis of complex network theory, this paper mainly considers the main export destination countries of each country through the export data of international trade, and describes the international trade network. At the same time, it takes GDP into account. The GDP deflator, the growth rate of currencies and quasi currencies, and so on each country's own factors. The factors that the European debt crisis affects the foreign exchange market through the international trade channel are refined. Firstly, the channel of the European debt crisis affecting the foreign exchange market is introduced systematically and the international trade channel is elaborated in detail. And use the complex network theory to describe the international trade network; Secondly, using the data of the top five export destination countries of each country, the international trade network is described by using the mathematical matrix; Finally, the influence and transmission coefficient of European debt crisis on foreign exchange market through international trade network are obtained by correlation calculation, and the factors influencing transmission effect are obtained by factor analysis. In a word, this paper combines the theory of complex network with the theory of debt crisis communication, and draws a more intuitive result. On this basis, it gives some instructive suggestions on how to block the spread of European debt crisis in our country.
【学位授予单位】:华中科技大学
【学位级别】:硕士
【学位授予年份】:2013
【分类号】:F832.6
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