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The Broken out of the Subprime Crisis and Its Instinct Contagious Effect on the Stock Market of China

Author: YangQiMin
Tutor: WuHengZuo
School: Jiangxi University of Finance
Course: Financial
Keywords: Subprime mortgage crisis Expanding mechanism Crisis Contagion Copula function
CLC: F831.59;F832.51
Type: Master's thesis
Year: 2009
Downloads: 76
Quote: 0
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Abstract


Since the U.S. subprime mortgage crisis in early 2007 , the situation intensified , has evolved into a far-reaching impact of the global financial crisis . At the same time, the crisis from the financial sector to the real economy is still penetrate to the second half of 2008 , the major developed economies are in decline at an alarming rate , have been powerful economy economic growth slight decline . Study the U.S. subprime mortgage crisis in the end from what ways the Chinese economy impact, impact how China's positive response to the crisis , the imperative to control losses . Recalling the three major financial crisis , whether the crisis in the European Monetary System , the Latin American crisis , the Southeast Asian financial crisis since the 1990s , have strikingly similar development path ; by a country's financial crisis quickly spread to other countries and region , and eventually deteriorate into a regional financial crisis . The spread of the financial crisis in such a short period of time , which we call the Crisis Contagion . Frequent face of deepening globalization and the financial crisis , the contagion has become more apparent, to study this phenomenon and to find a control method , has become the focus of the global financial research . This article is based on research since the outbreak of the U.S. subprime mortgage crisis , the U.S. stock market in Shanghai sporadic infection exists in order to clarify the source of the crisis-affected practice trade or financial investment . Select January 2007 - December 2007 28 Standard \u0026 Poor's 500 index , the Japanese yield data of the three indices of the Shanghai Composite Index and the Hang Seng Index , stable period to July 27, 2007 for a period of crisis divided standards , the use of normal Copula and Clayton Copula function twenty-two their conduct before and after the change in the correlation estimates , compares crisis . The analysis showed that non- accidental infection of the U.S. stock market on the Chinese mainland stock market basically does not exist, the Hong Kong stock market due to a number of heavyweight Mainland enterprises listed in 2007 , with the mainland stock market correlation increased substantially positive stimulus by the mainland stock market , has not been subprime mortgage crisis hit , the correlation with the U.S. stock market also declined.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial market
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