关键词: 国际金融风险, 预警指标体系, SETAR方法, logit模型, 国际金融危机传导

Abstract: The economic globalization is making the link between the economy of China and the world closer and closer. The US, as China’s biggest single-country trade partner, is impacting the economy of China more and more. Once financial crisis outbreak in the US, it will certainly jeopardize the economy of China. In this paper, based on the background of globalization, we started from the conduction approaches of international financial crisis, established China’s international financial crisis predicting indexes system which comprises indexes from macro economics, financial market, financial institutions and micro enterprises, and took the US as an example, used quarter data of 1998-2008, chose several macro economic indexes, made an empirical test of this system. The results showed that the China’s international financial crisis predicting indexes system established in this paper has good predicting ability.

Key words: International Financial Risk, Predicting Indexes System, SETAR, Logit Model, International Financial Crisis Conduction