張 南 所属 広島修道大学 経済科学部 職種 教授 |
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言語種別 | 英語 |
発行・発表の年月 | 2014/12 |
形態種別 | 学術論文 |
査読 | 査読有り |
標題 | The Financial Cycle Index and Financial Stress Index for Measuring Financial Stability |
執筆形態 | 単著 |
掲載誌名 | Statistical Review |
巻・号・頁 | Vol.9(No.1),pp.58-72 |
頁数 | 15 |
概要 | This paper aims to propose new statistical monitoring system for measuring China’s financial stability. Firstly, we inspect the influence of global-flow-of-funds (GFF) and the continual growth of macro economy on the stability of financial systems, and build a statistical monitoring system for global-flow-of-funds. Secondly, we dynamically link real economics with financial economics, and combine domestic flow of funds with international capital flows, to construct Financial Cycle Index for reflecting financial stability. Thirdly, we created a Chinese finance stress index that corresponds well with the current status of Chinese external flow of funds. |