全球银行业一体化测度研究金融学专业论文.docxVIP

首都经济贸易大学硕士学位论文 首都经济贸易大学硕士学位论文 论文题目《全球银行业一体化测度研究》 最后对东亚地区和金砖五国银行市场一体化建设提出区域政策建议，以及对中国 提出政策建议，包括加快金融市场结构调整和利率市场化、逐步放开资本账户管制、 加快人民币国际化进程等措施。 关键词：全球；银行业一体化；测度 万方数据 Ab Ab stract In the global economic and financial integration，the region has been committed to the promotion and development of financial integration．Financial integration Call be divided hato bank market integration，stock market integration and bond market integration．EU， East Asia and the BRICS countries have taken different ways to promote the development of the integration of the banking market．The consolidation of the European Union currency,the establishment ofthe European Central Bank；East Asia currency swap，Asian Bond Fund and the regional reserve pool；BRICS National Development Bank and local currency settlement business have contributed to the development of the regional banking market integration．Bank market integration can not only promote the development of integrafton ofother financial markets，improve the efficiency of the financial market，guide funds flow rationally,promote the development of the domestic economy,at the same time, it carl also promote the regional prosperity and development，and regional fmancial system call be mIore solid and economic loss can be smaller in the face of external fmancml shocks． Therefore，the study of banking market integration has important practical significance· Through building binary diagonal VAR-·VECH--GARCH model using the overnight lending rate of countries to measure the European Union，East Asia,the BRICS and global bank market integration，based on the price index method，and make horizontal comparison for four areas’banking market integration degree；carry on the longitudinal comparison tO the banl(，stock，bond and commodity market integration of same area,analyzes the reasons of the differences and put forward policy recommendations．Through the model，it is concluded that the two countries variable conditional correlation coefficient time series， and ave