期刊论文

中文

统计与信息论坛

1007-3116

2023

38

02

61-73

10.3969/j.issn.1007-3116.2023.02.005

国家社会科学基金项目“混频因素协同变动下系统性金融风险的度量、预警及防范研究”(19BTJ015)；

本校为第一机构

伴随着汇率改制和人民币国际化进程的推进,外部冲击沿汇率渠道向中国金融市场蔓延的概率不断上升。从风险防范的角度出发,基于汇率风险传染的网络特征,采用一种融合网络结构信息的变系数模型,以人民币为代表节点研究经济政策不确定性(...展开更多 伴随着汇率改制和人民币国际化进程的推进,外部冲击沿汇率渠道向中国金融市场蔓延的概率不断上升。从风险防范的角度出发,基于汇率风险传染的网络特征,采用一种融合网络结构信息的变系数模型,以人民币为代表节点研究经济政策不确定性(EPU)对汇率风险传染的影响。研究发现,EPU是影响人民币溢回效应的关键因素;全球EPU和中国相对EPU愈高,人民币受到的风...

The process of RMB internationalization and exchange rate reform is accompanied by the increase of the probability of external shocks spreading to China’s financial market along the exchange rate channel.From the perspective of risk prevention,based on the network chara...MORE The process of RMB internationalization and exchange rate reform is accompanied by the increase of the probability of external shocks spreading to China’s financial market along the exchange rate channel.From the perspective of risk prevention,based on the network chara...