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首页> 外文会议>International Conference on Economics, Management, Law and Education >A Discussion on Whether Financial Contagion Exists Between US Financial Markets from 2006 to 2011
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A Discussion on Whether Financial Contagion Exists Between US Financial Markets from 2006 to 2011

机译：2006年至2011年美国金融市场之间是否存在金融蔓延的讨论

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摘要

Financial crises have a devastating impact on the worldwide economy. They can not only spread across different countries, but can also be contagious across different financial markets within a country. This paper will use the financial risk data from 2006 to 2011 to investigate the financial transmission mechanism in the US among the bond market, the foreign exchange market and the stock market by constructing a VEC model. The aim of this paper is to find whether financial contagion can be found between these three financial markets in the US and how risk spreads between them. Furthermore, the empirical conclusion of this paper shows that there really exists contagion between the different financial markets, and it can provide important theoretical basis to against the financial risk contagion between these three financial markets.
机译：金融危机对全球经济产生了毁灭性的影响。他们不仅可以遍布不同的国家，而且在一个国家的不同金融市场中也可能具有传染性。本文将使用2006年至2011年的金融风险数据来调查美国债券市场，外汇市场和股票市场中的金融传动机制来构建VEC模型。本文的目的是找到金融蔓延是否可以在美国这三个金融市场之间找到以及它们之间的风险程度如何。此外，本文的实证结论表明，不同的金融市场之间存在蔓延，它可以为违反这三个金融市场之间的金融风险蔓延提供重要的理论基础。

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