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| 文件名: 4月20日MaPP前哨观察-《结构性冲击改变了系统性风险》(1).pdf | |
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文章内容说是通过参考距离分析,以概率的方式引入了依赖性分析,但是我具体不知道是啥方法,而且数字、颜色和线条长度分别是什么意思
这里附上这一段的英语原文,原文和图片都已上传附件,谢谢! We also introduced dependency analysis in a probabilistic way by [size=7.9701pt]referring to distance analysis in order to corroborate the correlation [size=7.9701pt]results. From this perspective, it emerges that the distances indicate the [size=7.9701pt]systemic importance of emerging Asian countries, whose driving force in [size=7.9701pt]the world is quite important, followed in second place by countries in [size=7.9701pt]the MENA region. The development of dependencies in terms of distance can facilitate [size=7.9701pt]the construction of networks of relationships between countries. We put [size=7.9701pt]into perspective the network of minimum distances, a subgraph con[size=7.9701pt]necting all the nodes in which the total length of the edges is minimized. These networks will allow us to measure the systemic nature of global [size=7.9701pt]areas. Especially since we know that, according to the theory of financial [size=7.9701pt]stability and systemic risk, systemic importance is of several forms [size=7.9701pt]namely: interconnection, size and similar exposure. In our context, the [size=7.9701pt]impact of a country or agglomeration of countries depends on its adja[size=7.9701pt]cent character (importance by interconnection). In addition, proximity is measured by the distance of the components [size=7.9701pt]between them. Thus, a high proximity value implies that the node is [size=7.9701pt]central or large (by size). Similarly, the interval of a node measures how [size=7.9701pt]often that node appears on the shortest path between two other nodes in [size=7.9701pt]the graph. A high interval value implies that the node is large (by similar [size=7.9701pt]exposure or frequency). The calculation of these measurements in our relational network [size=7.9701pt]produces the results presented in [size=7.9701pt]Fig. 4[size=7.9701pt]. We note that MENA, Asia and Europe have the highest values for all centrality measures. The most [size=7.9701pt]systemic areas are in red.[size=7.9701pt]The analysis of the figure above indicates that the interconnection of [size=7.9701pt]MENA countries and Centre Asia are the most interconnected in the [size=7.9701pt]world in terms of trade and the same is true in the financial sector. While, in terms of importance by size and frequency, we find the [size=7.9701pt]advanced countries (including the Euro countries) and the MENA countries. |
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