| 复杂银行网络的宏观结构模型及其分析 |
| |
| 引用本文： | 万阳松,陈忠,陈晓荣.复杂银行网络的宏观结构模型及其分析[J].上海交通大学学报,2007,41(7):1161-1164. |
| |
| 作者姓名： | 万阳松 陈忠 陈晓荣 |
| |
| 作者单位： | 上海交通大学,安泰经济与管理学院,上海,200052 |
| |
| 摘 要： | 对银行网络结构特征的实证研究发现,银行网络具有分段幂律度分布特征.提出了一个网络生长模型,揭示了银行网络中分段幂律度分布现象产生的机制,并解释了其经济含义,即信用拆借能力相近的银行之间更易于建立信用拆借关系.
|
| 关 键 词： | 银行间信用拆借 复杂网络 分段幂律 网络生长 |
| 文章编号： | 1006-2467（2007）07-1161-04 |
| 修稿时间： | 2006-07-22 |
Analysis of Macro-structure Model of Complex Banking Networks |
| |
| WAN Yang-song,CHEN Zhong,CHEN Xiao-rong.Analysis of Macro-structure Model of Complex Banking Networks[J].Journal of Shanghai Jiaotong University,2007,41(7):1161-1164. |
| |
| Authors: | WAN Yang-song CHEN Zhong CHEN Xiao-rong |
| |
| Abstract: | The empirical researches on the structure features of banking systems show that the two-power-law degree distribution has been observed in those banking networks.This paper proposed a model of network growth and explained the phenomenon of two power-law degree distribution in banking networks.Additionally,the economic significance of this result is that,the closer the interbank lending and borrowing ability between two banks is,the easier they will establish a relationship of interbank liability. |
| |
| Keywords: | interbank lending and borrowing complex network two-power-law network growth |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
