节点文献
金融系统的道德风险在金融危机中的影响
The Influence in Finance Crisis by Moral Hazard in Finance System
【摘要】 本文在一个多重均衡模型的基础上,求出了多重均衡的解,并对解进行了分析.在这个多重均衡模型的基础上,加入了银行系统,使得政府决策系统复杂化.并在引入银行系统后,对道德风险进行了介绍,并对道德风险建模.最后用存款保险和博弈论的方法得到一个静态混合Nash均衡,分别对道德风险进行了降低和控制.
【Abstract】 The paper is started with an introduction on the development and background of three kinds of models.Then,based on a multiple equlibria model,the solution of the model is worded out with an analysis on it.Futhermore,based on the model,the paper adds bank system to complicate the government decision system.After combining the bank system,the paper considers about the problem on the risk of moral hazard.Finally,making use of deposit insurance and static Nash games to control and depress the risk.
【关键词】 多重均衡;
货币危机;
金融危机;
道德风险;
静态混合Nash均衡;
【Key words】 Multiple equlibria; Monetary crisis; Finace crisis; Moral hazard; Static Nash games;
【Key words】 Multiple equlibria; Monetary crisis; Finace crisis; Moral hazard; Static Nash games;
- 【文献出处】 应用数学 ,Mathematica Applicata , 编辑部邮箱 ,2007年S1期
- 【分类号】F224;F830.99
- 【被引频次】1
- 【下载频次】140