货币危机交叉传染的非线性动力学模型
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引用本文:张一,惠晓峰.货币危机交叉传染的非线性动力学模型[J].经济数学,2012,(1):1-5
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张一,惠晓峰 (哈尔滨工业大学 管理学院,黑龙江 哈尔滨150001) 
中文摘要:越来越多的证据表明金融市场是一个由大量非线性金融子系统通过广泛连接所构成的多级非线性动力学系统.当金融危机爆发时,系统的非线性、复杂性等特征使得危机极易通过多市场间的耦合作用而迅速传染.本文构建了一个基于Logistic模型的两国之间货币危机交叉传染微分动力学方程,利用常微分方程定性理论对模型奇点进行讨论,得出了不同的参变量组合下奇点稳定性的判断结果,并以此将危机传染分为可控传染和不可控传染两种情况,并给出相应的政策建议.
中文关键词:非线性动力系统  交叉传染  Logistic 模型  货币危机
 
A Dynamic Cross Contagion Model of Currency Crisis
Abstract:The increasing evidences have proved that the financial market is a multi-level nonlinear dynamical system constituted by financial subsystems coupling with each other on extensive connections.Thus the nonlinear and complex properties of the system would transmit the contagion instantaneously while financial crisis erupt. In this paper we set up a dynamic differential model of currency crisis cross contagions between two countries by expanding the generalized Logistics model. According to the Ordinary Differential Equations Qualitative Theory, all kinds of possible singular point and the stable conditions were analyzed, and financial contagion can be classified into two cases: controllable situation and uncontrollable situation.
keywords:nonlinear dynamic systems  cross contagion  Logistic model  currency crisis
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