| 引用本文： |
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那 明,戴振亚,刘 可.基于OECD 国家面板数据的金融风险影响
因素研究[J].国际商务研究,2017,(4):80-88 [点击复制]
- NA Ming,DAI Zhen-ya,LIU Ke.基于OECD 国家面板数据的金融风险影响
因素研究[J].INTERNATIONAL BUSINESS RESEARCH,2017,(4):80-88 [点击复制]
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| 摘要: |
| 本文选取1980~2013 年OECD 28 个国家经济与金融的样本数据，采用面板logit 模型
对这些国家金融风险的影响因素进行逐步回归分析。结果显示，GDP 增长率、经常
账户余额占GDP 比率以及总储备占GDP 的比率对OECD 国家金融风险的影响是负
向的，即随着它们的增长，金融风险产生的概率减小；汇率对OECD 国家金融风险
的影响是正向的，即随着汇率的增长，金融风险产生的概率增大。 |
| 关键词: OECD 国家 金融风险 影响因素 面板logit 模型 |
| DOI： |
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| 基金项目: |
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| Research on Financial Risk Factors Based on Panel Data of OECD Countries |
| NA Ming,DAI Zhen-ya,LIU Ke |
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| Abstract: |
| Taking the economic and financial data of 28 OECD countries from 1980 to 2013, we use the panel
logit model to analyze the determinants that can affect the probability of financial risk. Results show that the GDP
growth rate, current account balance to GDP ratio and the total reserve to GDP ratio have negative correlation with
the financial risk of OECD countries, which means that the probability of financial risk will be reduced when they
grow. Exchange rates have positive correlation with the financial risk of OECD countries, which means that the
probability of financial risk will increase when it grows. |
| Key words: OECD countries financial risk factors panel logit model |
