| 采用因子分析法来度量金融风险 |
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| 引用本文： | 阎春宁,海蕴博.采用因子分析法来度量金融风险[J].价值工程,2011,30(1):126-127. |
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| 作者姓名： | 阎春宁 海蕴博 |
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| 作者单位： | 1. 上海大学房地产学院,上海,200444
2. 上海大学管理学院,上海,200444 |
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| 基金项目： | 上海市教育委员会科研创新重点项目资助(09ZS108); 国家自然科学基金项目(60874083) |
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| 摘 要： | 本文采用因子分析法来度量金融风险,选取的评价指标体系中包括4大类,即宏观经济评价指标、货币银行评价指标、泡沫风险评价指标以及外部经济环境影响评价指标。同时,建立了相应的风险预警信号系统并对此后三年的金融风险进行了预测。分析结果表明,我国金融风险呈现震荡上升趋势,2007年达到最高值。之后,金融风险虽然有所回落,但仍处于黄色警戒区域。预测的结果表明,今后一段时间金融风险在2008年的基础上会有所增大。
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| 关 键 词： | 金融风险 预警系统 因子分析 |
Financial Risk Measurement Based on Factor Analysis |
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| Yan Chunning,Hai Yunbo.Financial Risk Measurement Based on Factor Analysis[J].Value Engineering,2011,30(1):126-127. |
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| Authors: | Yan Chunning Hai Yunbo |
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| Institution: | ① Yan Chunning;② Hai Yunbo(①School of Real Estate,Shanghai University,Shanghai 200444,China;②School of Management,Shanghai University,Shanghai 200444,China) |
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| Abstract: | Four kinds of risks including macroscopic economic environment risk,monetary banking risk,bubble risk and exterior environment risk are selected to build up a financial risk indicators system by factor analysis.Meanwhile,an early warning system is established to detect the exsisting financial risk and forecast potential risks in the coming three years.The results show that financial risk in our country,which reached its peak in 2007,is rising.After this,the level of financial risk fell down,but was still in... |
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| Keywords: | financial risk early warning system factor analysis |
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