报告题目：主权信用违约互换市场的多层网络结构研究：以欧盟和一带一路国家为例
报告人：温石刚 博士（广东工业大学）
时间：2025年9月12日14:30
地点：管理学院A北204
报告内容摘要：
Thisstudy investigates the sovereign credit risk connectedness across countries from a multilayer network perspective. Using a dataset of the European Union (EU) and the Belt and Road (B&R) countries’ sovereign credit default swap (SCDS) spreads, SCDS multilayer networks are developed that comprehensively consider the sovereign credit risk connectedness in terms of linear, nonlinear, and tail correlations. Firstly, SCDS multilayer network structures are analyzed by employing community structure, average distance, and node strength. Secondly, the determinants of sovereign credit risk connectedness are revealed. The empirical results show that (i) community structures of the SCDS multilayer networks have significant correlations with geographical and economic factors. (ii) average distances for the B&R countries are lower than those for the EU members. Average distances decrease rapidly prior to and during the systemic turbulence, and increase afterwards. (iii) China always ranks the top 3 influential economies based on the node strength. (iv) trade flows, distance, and economic and geographical proximity are the determinants of the sovereign credit risk connectedness. It is also affected by capital flows for the EU members instead of the B&R countries.
【温石刚博士个人简介】
温石刚博士，广东工业大学“青年百人计划”博士后。2023年6月毕业于中国科学院科技战略咨询研究院。研究方向为金融风险管理、复杂网络，在《International Review of Economics and Finance》、《Quarterly Review of Economics and Finance》、《Emerging Markets Finance and Trade》、《Finance Research Letters》、《中国管理科学》、《工程管理科技前沿》等国内外重要期刊发表论文11篇，主持国家自然科学基金青年项目1项，博士后面上项目1项，广东省哲学社会科学基金青年项目1项，参与多项国家自然科学基金项目。
欢迎有兴趣的教师，全体博士生、硕士生参加。
管理学院人才办公室
2025-09-10
