| 基于羊群效应的银行挤兑和风险传染模型 |
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| 引用本文： | 邓晶,李红刚. 基于羊群效应的银行挤兑和风险传染模型[J]. 复杂系统与复杂性科学, 2012, 0(2): 23-30 |
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| 作者姓名： | 邓晶 李红刚 |
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| 作者单位： | 北京林业大学经济管理学院;北京师范大学管理学院系统科学系 |
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| 基金项目： | 国家社会科学基金(10CGL046);北京林业大学科技创新计划项目(RW2011-15) |
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| 摘 要： | 通过建立一个基于多主体交互的羊群效应模型解释了银行挤兑发生的可能原因。在模型中储户之间的信息交互以及模仿行为产生的羊群效应能够导致银行挤兑的发生。研究表明:不耐心储户的比例、储户决策的自信程度以及储户交互的邻域范围对银行挤兑产生重要影响,同时储户之间不同的交互机制对银行系统稳定性有着重要影响。
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| 关 键 词： | 银行挤兑 交互 模仿 基于主体的计算经济学 |
Bank Runs,Risk Contagion and Herd Behavior |
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| DENG Jing,LI Hong-gang. Bank Runs,Risk Contagion and Herd Behavior[J]. , 2012, 0(2): 23-30 |
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| Authors: | DENG Jing LI Hong-gang |
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| Affiliation: | 1.School of Economics and Management,Beijing Forestry University,Beijing 100083,China; 2.Department of Systems Science,School of Management,Beijing Normal University,Beijing 100875,China) |
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| Abstract: | Bank runs is one of the important reasons of financial instable.We construct a herd effects model which can explain the possible reason of bank runs.In our model,herd effects arise from imitation among agents can generate bank runs.The results shows that the proportion of impatient agents,the confidence of agents,and the interaction neighborhood can influence bank runs.We also study the influence of interaction mechanism to stability of banking system. |
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| Keywords: | bank runs interaction imitation agent-based computational economics |
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