| 主权信用评级影响因素的长短期效应检验及对策——评级下调冲击经济的非对称效应启示 |
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| 引用本文： | 田益祥,陆留存.主权信用评级影响因素的长短期效应检验及对策——评级下调冲击经济的非对称效应启示[J].中国软科学,2011(12). |
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| 作者姓名： | 田益祥 陆留存 |
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| 作者单位： | 电子科技大学经济与管理学院,四川成都,610054 |
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| 摘 要： | 国际资本的正常流动能促进一国经济的健康发展,而大幅度的流入流出对东道国经济安全会产生负面的冲击,主权信用评级是影响国际资本流动的主要因素.主权信用评级对国际资本流向的非对称效应,在评级下调时国际资本大幅流出,特别是在世界金融危机的背景下,会对一个国家的经济产生极大的危害.本文运用计量经济方法挖掘影响主权信用评级的主要因素,检验这些因素的长短期效应,有利于政策制定者制定长期政策维护和提升评级等级,制定短期调控政策抑制短期非正常冲击,确保一国经济的持续、稳定和健康发展.
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| 关 键 词： | 资本流动 主权信用评级 非对称效应 长短期效应 政策建议 |
Short and Long Term Effect Tests on Influencing Factors of Sovereign Credit Rating and Relevant Countermeasures:Implications from Asymmetric Effect in Economic Impact Due to Rating Downgrade |
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| TIAN Yi-xiang
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LU Liu-cun.Short and Long Term Effect Tests on Influencing Factors of Sovereign Credit Rating and Relevant Countermeasures:Implications from Asymmetric Effect in Economic Impact Due to Rating Downgrade[J].China Soft Science,2011(12). |
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| Authors: | TIAN Yi-xiang LU Liu-cun |
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| Institution: | TIAN Yi-xiang,LU Liu-cun(School of Management and Economics,University of Electronic Science and Technology of China,Chengdu 610054,China) |
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| Abstract: | The normal international capital flows can promote healthy development of a country's economy,while a substantial inflow and outflow will have a negative impact on the security of the host country's economy.Sovereign credit rating is a major factor influencing international capital flows.Its asymmetric effects on international capital flows,that is,rating downgrade will cause a sharp outflow of international capital,will do great harm to a country's economy particularly in the context of world financial cri... |
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| Keywords: | capital inflows sovereign credit rating asymmetric effects short and long term effect policy suggestion |
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