论金融危机传染机制及其在东南亚金融危机中的作用
外国经济与管理 2001 年 第 23 卷第 05 期, 页码:33 - 36
摘要
参考文献
摘要
本文将金融危机的传染机制从理论上分为三种:贸易传染、金融传染和预期传染,三者在危机传染过程中是同时发生作用的,其中预期传染的作用日益显现。同时,本文对金融危机传染机制在东南亚金融危机的传染过程的作用进行了分析。
①“程式交易”──计算机操纵的,在股票指数期货和那些价格反映在指数中的股票之间进行的交易。程式交 易旨在使股票指数期货价格和股票价格保持一致。
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[3]Calvo, Guillermo and Enrique G. Mendoza, Rational Herd Behavior and the Globalization of SecuritiesMarkets[M]. Mimeo, University of Maryland, 1999, (11).
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[5]Rijckeghem, and Weder. Sources of Contagion: Finance or Trade? [R]. IMF Working Paper, 1999, (146).
[6]Obstfeld, Maurice. Model of Currency Crisis with Self-fulfilling Feature[J]. European Economic Review,1996,40(3-5).
[7]肖德, 陈同和.西方国际金融危机理论的比较研究[J].世界经济,2000,(10).
[8]刘明兴,罗俊伟.金融危机理论综述[ J] .经济科学,2000,(4).
[1]Baig, and Goldfajn. Financial Market Contagion in the Asian Crisis[R]. IMF Staff Paper, 1999.
[2]Glick, and Rose. Contagion and Trade: Why Are Currency Crisis Regional[J]. Journal of InternationalMoney and Finance, 1999,(18).
[3]Calvo, Guillermo and Enrique G. Mendoza, Rational Herd Behavior and the Globalization of SecuritiesMarkets[M]. Mimeo, University of Maryland, 1999, (11).
[4]Krugman, P.. Bubble, Boom, Crash: Theoretical Notes on Asia's Crisis[M]. Mimeo,1998.
[5]Rijckeghem, and Weder. Sources of Contagion: Finance or Trade? [R]. IMF Working Paper, 1999, (146).
[6]Obstfeld, Maurice. Model of Currency Crisis with Self-fulfilling Feature[J]. European Economic Review,1996,40(3-5).
[7]肖德, 陈同和.西方国际金融危机理论的比较研究[J].世界经济,2000,(10).
[8]刘明兴,罗俊伟.金融危机理论综述[ J] .经济科学,2000,(4).
引用本文
黄薇. 论金融危机传染机制及其在东南亚金融危机中的作用[J]. 外国经济与管理, 2001, 23(5): 33–36.
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