科学研究
报告题目:

Research on financial risk contagion based on multi-layer network

报告人:

赵军产 教授(湖南工商大学)

报告时间:

报告地点:

腾讯会议ID:534 944 694

报告摘要:

In this talk, we proposed a two-layer SIR propagation model with an infective medium to analyze the spread of financial shocks. By applying the model to constituent stocks included in three prominent indices, Standard & Poor 500, Shanghai and Shenzhen 300, and Hang Seng(medium), we established a two-layer Granger networks. Betweenness showed that the Hong Kong stock market had a promoting transition function of financial shocks between the US stock markets and the Chinese Mainland stock markets. In addition, with a big basic reproduction number, stock markets system appeared to be vulnerable during extreme financial shock such as the outbreak of COVID-19 epidemic and the meltdown of stock markets.

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