【摘要】 借助统计物理中的靴襻渗流理论来描述危机传染中客户与银行间的相互作用,发现金融危机传染也具有相变现象;模拟结果表明银行间的信贷联系使银行网络具有吸收流动性冲击的作用,但随着银行网络连通程度的增强这种作用可能会被削弱.更多还原

【Abstract】 Interacting influences of various interest entities exist during financial risk of contagions,and such influences often exacerbate crisis transmission.Bootstrap percolation was used to describe interactions between customers and banks,it was found that financial contagion showed phase transition.Simulations showed that inter-bank credits reduced liquidity shock to banking network,but with enhanced banking network connectivity this effect may be weakened.更多还原