ITP OpenIR  > 理论物理所科研产出  > SCI论文
Xu, CM; Yan, Y; Zhu, XW; Li, XT; Chen, XS; Xu, CM (reprint author), Univ Chinese Acad Sci, Sch Management, Beijing 100080, Peoples R China.
Structure and Connectivity Analysis of Financial Complex System Based on G-Causality Network
发表期刊COMMUNICATIONS IN THEORETICAL PHYSICS
语种英语
关键词Contagion Market
摘要The recent financial crisis highlights the inherent weaknesses of the financial market. To explore the mechanism that maintains the financial market as a system, we study the interactions of U.S. financial market from the network perspective. Applied with conditional Granger causality network analysis, network density, in-degree and out-degree rankings are important indicators to analyze the conditional causal relationships among financial agents, and further to assess the stability of U.S. financial systems. It is found that the topological structure of G-causality network in U.S. financial market changed in different stages over the last decade, especially during the recent global financial crisis. Network density of the G-causality model is much higher during the period of 2007-2009 crisis stage, and it reaches the peak value in 2008, the most turbulent time in the crisis. Ranked by in-degrees and out-degrees, insurance companies are listed in the top of 68 financial institutions during the crisis. They act as the hubs which are more easily influenced by other financial institutions and simultaneously influence others during the global financial disturbance.
2013
ISSN0253-6102
卷号60期号:5页码:630-636
学科领域Physics
收录类别SCI
项目资助者National Natural Science Foundation of China [71103179, 71102129, 11121403]; Program for Young Innovative Research Team in China University of Political Science and Law ; National Natural Science Foundation of China [71103179, 71102129, 11121403]; Program for Young Innovative Research Team in China University of Political Science and Law ; National Natural Science Foundation of China [71103179, 71102129, 11121403]; Program for Young Innovative Research Team in China University of Political Science and Law ; National Natural Science Foundation of China [71103179, 71102129, 11121403]; Program for Young Innovative Research Team in China University of Political Science and Law
引用统计
文献类型期刊论文
条目标识符http://ir.itp.ac.cn/handle/311006/15255
专题理论物理所科研产出_SCI论文
通讯作者Xu, CM (reprint author), Univ Chinese Acad Sci, Sch Management, Beijing 100080, Peoples R China.
推荐引用方式
GB/T 7714
Xu, CM,Yan, Y,Zhu, XW,et al. Structure and Connectivity Analysis of Financial Complex System Based on G-Causality Network[J]. COMMUNICATIONS IN THEORETICAL PHYSICS,2013,60(5):630-636.
APA Xu, CM,Yan, Y,Zhu, XW,Li, XT,Chen, XS,&Xu, CM .(2013).Structure and Connectivity Analysis of Financial Complex System Based on G-Causality Network.COMMUNICATIONS IN THEORETICAL PHYSICS,60(5),630-636.
MLA Xu, CM,et al."Structure and Connectivity Analysis of Financial Complex System Based on G-Causality Network".COMMUNICATIONS IN THEORETICAL PHYSICS 60.5(2013):630-636.
条目包含的文件
文件名称/大小 文献类型 版本类型 开放类型 使用许可
Structure and Connec(1978KB) 开放获取使用许可请求全文
个性服务
推荐该条目
保存到收藏夹
查看访问统计
导出为Endnote文件
谷歌学术
谷歌学术中相似的文章
[Xu, CM]的文章
[Yan, Y]的文章
[Zhu, XW]的文章
百度学术
百度学术中相似的文章
[Xu, CM]的文章
[Yan, Y]的文章
[Zhu, XW]的文章
必应学术
必应学术中相似的文章
[Xu, CM]的文章
[Yan, Y]的文章
[Zhu, XW]的文章
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。