摘要
以复杂网络为视角,采用阈值法,以网贷平台贷款利率的pearson系数为指标构建无向无权的复杂网络,并对其统计特征和风险传染机制进行分析。研究结果表明:网贷平台网络在θ=0.2时有小世界网络特性,而θ不断增大时便不再具有显著的小世界特性;网贷平台网络在θ=0.5时具有不适当幂率指数的无标度网络特性;网贷平台网络为同配网络;对节点的系统重要性进行测量并提出监管建议。
From the perspective of complex network, this paper uses threshold method to construct an undirected and weightless complex network with the Pearson coefficient of internet lending platporm’s loan interest rate as the index, and analyzes its statistical characteristics. The results show that the network has small-world effect when θ = 0.2, and no longer has significant small-world effect when θ increases;the network has scale-free nature with inappropriate power-rate exponent when θ = 0.5;the network is a matching network;and the systematic importance of nodes is measured. And put forward regulatory recommendations.
作者
龚书雯
邹辉文
Gong Shuwen;Zou Huiwen
出处
《投资研究》
CSSCI
北大核心
2018年第11期88-98,共11页
Review of Investment Studies
关键词
复杂网络
网贷平台
小世界效应
节点重要性
words:compex network
internet lending platform
small-word effect
systematic importance of nodes
作者简介
龚书雯(通讯作者):福州大学,经济与管理学院,在读博士;邹辉文:福州大学,经济与管理学院,教授。
