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中文摘要：
金融危机传染检验是国际金融领域中值得研究的重要问题，大多数危机传染效应的检验方法都是基于两两国家之间的相依结构．利用藤结构下的paircopula模型得到一种新的区域性金融危机传染检验方法，全面地分析多个国家（或地区）收益率之间的相依结构，通过多元相依结构的变化对危机传染效应进行检验．最后对亚洲和欧洲几个主要股票市场指数和S＆P500指数数据进行了实证分析，从区域的角度对比研究了美国次级债金融危机对亚洲和欧洲市场的传染效应．
英文摘要：
The analysis of financial contagion is an important problem in the field of international finance. Most methods for testing financial contagion in the literature are based on the dependence structur, between two countries. Here the idea of vine copula was adopted, a new regional contagion detectioI method was presented from the varying multivariate dependence structures, by which the multivariat, dependent character can be described more generally. Based on the idea of vine copula, a contrastive stud on the financial contagion by of the sub-prime loan crisis to Asia and Europe was conducted by presenting an empirical analysis between indexes of the main countries （or regions） in Asia and Europe with S~P 500 index.
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