中国金融生态危机预警研究

发布时间：2018-05-06 09:08

本文选题：金融生态危机 + 生成机理　；参考：《辽宁工程技术大学》2012年博士论文

【摘要】：金融生态问题是经济领域的一个热点问题，中国金融生态危机预警研究是一个全新课题。近年来世界上许多国家频频爆发金融危机，金融本身的高风险性及金融危机的多米诺骨牌效应，致使金融变得愈发脆弱。金融危机产生的根本原因是金融生态系统失衡，金融生态系统一旦发生危机将会危及国家的经济安全。中国的金融风险凸显于20世纪90年代中期，本文站在可持续发展和国家安全的高度来认识金融生态危机问题，，研究中国金融生态危机预警，充分发挥金融对经济能动作用，防患于未然，以确保国家经济安全。本文通过梳理大量国内外文献，系统阐述了金融生态危机预警相关理论，通过建立金融生态危机生成机理模型方法，从金融生态主体危机、金融生态环境危机及两者的动态不平衡角度，研究了金融生态危机生成机理。运用预警理论、方法和多种数学模型，创新性地建立了银行危机、货币市场危机、股票市场危机、宏观经济危机4个压力指数，通过合成压力指数及Granger因果检验方法，选取了涵盖银行危机、货币市场危机、股票市场危机、宏观经济危机4个子系统的15个预警指标。主要基于ARIMA模型，创新构建了银行危机预警模型、货币市场危机预警模型、股票市场危机预警模型、宏观经济危机预警模型及金融生态危机整体预警模型，并进行了检验。运用K-means聚类方法确定了中国金融生态危机预警警戒线，并划分了警度区间。2011年中国金融生态危机预警实证分析的研究结果表明，本文构建的金融生态危机预警模型能够反映中国金融生态风险状况，其预警结果符合中国现实情况。对此提出了改善金融生态环境、降低金融生态主体风险、加强预警协同管理等政策与建议。
[Abstract]:The problem of financial ecology is a hot issue in the field of economy, and the study of early warning of financial ecological crisis in China is a new subject. In recent years, many countries in the world frequently break out financial crisis, the high risk of finance itself and the domino effect of financial crisis make finance become more and more fragile. The fundamental cause of the financial crisis is the imbalance of the financial ecosystem. Once the financial ecosystem crisis occurs, it will endanger the national economic security. The financial risk of China was highlighted in the middle of 1990s. This paper, from the perspective of sustainable development and national security, recognizes the financial ecological crisis, studies the early warning of China's financial ecological crisis, and gives full play to the role of finance in economic activity. Take precautions to ensure national economic security. By combing a large number of domestic and foreign literature, this paper systematically expounds the theory of financial ecological crisis warning, and through the establishment of financial ecological crisis generation mechanism model method, from the financial ecological main body crisis, In this paper, the mechanism of financial ecological crisis is studied from the point of view of financial ecological environment crisis and their dynamic imbalance. With the help of early warning theory, methods and various mathematical models, this paper creatively establishes four pressure indices, namely, bank crisis, money market crisis, stock market crisis and macro economic crisis, by combining the pressure index and Granger causality test. This paper selects 15 early warning indexes including banking crisis, money market crisis, stock market crisis and macro economic crisis. Based on the ARIMA model, the paper innovatively constructs the banking crisis early warning model, the money market crisis warning model, the stock market crisis warning model, the macro economic crisis warning model and the financial ecological crisis warning model. The K-means clustering method is used to determine the warning line of China's financial ecological crisis, and the warning range is divided. The results of the empirical analysis of China's financial ecological crisis in 2011 show that, The early warning model of financial ecological crisis in this paper can reflect the situation of financial ecological risk in China, and the warning result is in line with the actual situation in China. Some policies and suggestions are put forward such as improving the financial ecological environment, reducing the risk of the main body of financial ecology, strengthening the cooperative management of early warning and so on.
【学位授予单位】：辽宁工程技术大学
【学位级别】：博士
【学位授予年份】：2012
【分类号】：F832;F205;F224

【参考文献】