贷款利率市场化前后商业银行股票网络拓扑性质分析
发布时间：2018-10-25 19:04
【摘要】：运用复杂网络方法,构建商业银行股票收益率网络,考量贷款利率市场化前后商业银行股票网络的拓扑性质变化。结果表明:贷款利率市场化前后,16家商业银行股票收益率相关系数没有发生显著变化,网络的平均路径长度及聚集系数也未发生明显变化,但贷款利率市场化后国有五大行股票收益距离更近,彼此相关性更强,网络中心节点变化较大。
[Abstract]:By using the complex network method, the paper constructs the stock yield network of commercial banks, and considers the change of the topological nature of the stock network of commercial banks before and after the marketization of loan interest rate. The results show that the correlation coefficient of stock yield of 16 commercial banks has not changed significantly before and after the marketization of loan interest rate, and the average path length and aggregation coefficient of the network have not changed significantly. However, after the marketization of loan interest rate, the stock returns of the five state-owned banks are closer, more closely related to each other, and the network center node changes greatly.
【作者单位】： 湖南大学工商管理学院;
【基金】：国家自然科学基金项目(71373072)、国家自然科学基金项目(71340014) 湖南省社会科学基金项目(09YBA037)
【分类号】：F832.51
本文编号：2294557
[Abstract]:By using the complex network method, the paper constructs the stock yield network of commercial banks, and considers the change of the topological nature of the stock network of commercial banks before and after the marketization of loan interest rate. The results show that the correlation coefficient of stock yield of 16 commercial banks has not changed significantly before and after the marketization of loan interest rate, and the average path length and aggregation coefficient of the network have not changed significantly. However, after the marketization of loan interest rate, the stock returns of the five state-owned banks are closer, more closely related to each other, and the network center node changes greatly.
【作者单位】： 湖南大学工商管理学院;
【基金】：国家自然科学基金项目(71373072)、国家自然科学基金项目(71340014) 湖南省社会科学基金项目(09YBA037)
【分类号】：F832.51
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