英文标题：
《The spread of a financial virus through Europe and beyond》
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作者：
Olena Kostylenko, Helena Sofia Rodrigues, Delfim F. M. Torres
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最新提交年份：
2019
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英文摘要：
  We analyse the importance of international relations between countries on the financial stability. The contagion effect in the network is tested by implementing an epidemiological model, comprising a number of European countries and using bilateral data on foreign claims between them. Banking statistics of consolidated foreign claims on ultimate risk bases, obtained from the Banks of International Settlements, allow us to measure the exposure of contagion spreading from a particular country to the other national banking systems. We show that the financial system of some countries, experiencing the debt crisis, is a source of global systemic risk because they threaten the stability of a larger system, being a global threat to the intoxication of the world economy and resulting in what we call a `financial virus\'. Illustrative simulations were done in the NetLogo multi-agent programmable modelling environment and in MATLAB.
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中文摘要：
我们分析了国家间国际关系对金融稳定的重要性。通过实施一个由多个欧洲国家组成的流行病学模型，并利用这些国家之间关于外国索赔的双边数据，来检验网络中的传染效应。从国际清算银行获得的以最终风险为基础的合并外国债权的银行统计数据，使我们能够衡量从特定国家蔓延到其他国家银行系统的风险。我们表明，一些正在经历债务危机的国家的金融体系是全球系统性风险的来源，因为它们威胁到更大体系的稳定，对世界经济的陶醉构成全球威胁，并导致我们所说的“金融病毒”。在NetLogo多代理可编程建模环境和MATLAB中进行了说明性仿真。
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分类信息：

一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Mathematics        数学
二级分类：Dynamical Systems        动力系统
分类描述：Dynamics of differential equations and flows, mechanics, classical few-body problems, iterations, complex dynamics, delayed differential equations
微分方程和流动的动力学，力学，经典的少体问题，迭代，复杂动力学，延迟微分方程
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一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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