Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market

Jiang Qiao; Ma Qianting; Liu Xiaoxing

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Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market

机译：Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market

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The stability of the interbank market is an essential guarantee for the sustainable development of society. Network entropy theory provides a critical research paradigm for the study of the stability of the interbank market. Considering that few scholars have conducted in-depth analysis on the influencing factors of the network entropy's evolution process, this paper constructs the stock correlation network entropy model in the Chinese interbank market based on the correlation of stock price fluctuation. It focuses on analyzing the influencing factors in the dynamic evolution process of the stock correlation network entropy. In the light of empirical research, we can obtain the following results. First, the interbank market network's aggregation coefficient, the interbank market network's centrality, and the bank stock's return rate play a positive role in the dynamic evolution of stock correlation network entropy in the Chinese interbank market. Second, the bank stock return's volatility is negatively correlated with its network entropy. To maintain the stability of the financial market, the supervision department can monitor the stability of the interbank market by constructing the stock correlation network entropy.

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《Mathematical Problems in Engineering: Theory, Methods and Applications》 |2021年第33期|9941148.1-9941148.8|共8页
作者
Jiang Qiao; Ma Qianting; Liu Xiaoxing;
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作者单位

Southeast Univ, Sch Cyber Sci & Engn, Nanjing 211189, Peoples R China;

Southeast Univ, Sch Econ & Management, Nanjing 211189, Peoples R China|Nanjing Agr Univ, Coll Finance, Nanjing 210095, Peoples R China;

Southeast Univ, Sch Cyber Sci & Engn, Nanjing 211189, Peoples R China|Southeast Univ, Sch Econ & Management, Nanjing 211189, Peoples R China;

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Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market

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