| 东亚金融危机的定量分析 |
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| 引用本文： | 黄义珏,宋学锋,夏峰.东亚金融危机的定量分析[J].中国矿业大学学报,2000,29(2):129-132. |
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| 作者姓名： | 黄义珏 宋学锋 夏峰 |
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| 作者单位： | 1. 韩国高丽大学经济系,韩国汉城
2. 中国矿业大学工商管理学院,江苏徐州 221008 |
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| 摘 要： | 为探求东亚金融危机发生和传染的内部和外部原因,利用模型、ＧＡＲＣＨ模型等定量方法对影响危机的主要经济因素、危机的传染效庆和１９９７年泰国金融危机传染的原因进行了分析。最全,讨论了国家在金融市场开放过程中的宏观经济政策,提出了防止今后危机重现应采取的措施和危机发生后各国之间的“合作对策”。
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| 关 键 词： | 金融危机 原因 教训 定量分析 东亚地区 |
| 文章编号： | 1000-1964(2000)02-0129-04 |
| 修稿时间： | 1999年9月15日 |
Quantitative Analysis on the East Asia Financial Crisis |
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| HWANG Eui-Gak,SONG Xue-feng,XIA Feng.Quantitative Analysis on the East Asia Financial Crisis[J].Journal of China University of Mining & Technology,2000,29(2):129-132. |
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| Authors: | HWANG Eui-Gak SONG Xue-feng XIA Feng |
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| Abstract: | In order to look into the causes of East Asia currency crisis, this paper uses the Probability model and GARCH model to analyze the general and independent causes of the Asia meltdown, the contagion effects as well as causes of contagion of the 1997 Thailand currency crisis. And finally, the macro-economic policies are considered when a country opens its financial market. Also some proper measures to cope with future crisis recurrence and the "cooperative game" between these affected countries are suggested. |
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| Keywords: | financial crisis causes lessons |
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