东南大学学报（英文版）2023，Vol.39Issue(3)：233-239,7.DOI:10.3969/j.issn.1003-7985.2023.03.003
银行系统多层网络模型及其演化
A multilayer network model of the banking system and its evolution
摘要
Abstract
A multilayer network model of the banking system is constructed based on the Pearson, Spearman, and Kendall correlations among stock returns. The three correlations correspond to the multilayer network's Pearson, Spearman, and Kendall layers. This paper empirically analyzes the evolutionary characteristics of the multilayer network structure of the banking system from 2011 to 2020, using data from China's listed banks. The following are the principal findings based on empirical research. Firstly, the large state-owned banks are more active within the banking system. Secondly, the interlayer correlation of the multilayer banking network exhibits volatility, with the Spearman and Kendall layers showing a higher correlation than the Pearson layer. Thirdly, the constructed bank multilayer network exhibits small-world characteristics. Fourthly, all bank nodes influence each layer of the banking multilayer network. The present research reveals the dependency structure between various correlations of bank yield fluctuations, which has a specific theoretical reference value for maintaining the banking system's smooth operation.关键词
多层网络模型/银行系统/网络演化特征/小世界特征/相依结构Key words
multilayer network model/banking system/network evolutionary characteristics/small-world characteristics/dependency structure分类
管理科学引用本文复制引用
姜乔,刘晓星,马钱挺..银行系统多层网络模型及其演化[J].东南大学学报（英文版）,2023,39(3):233-239,7.基金项目
The National Natural Science Foundation of China(No.72173018),the 71st General Program of China Postdoctoral Sci-ence Foundation(No.2022M711649). （No.72173018）
