Measuring Financial Stress Index for Malaysian Economy

Measuring Financial Stress Index for Malaysian Economy

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The study measures financial stress index for Malaysian economy. We aggregate the identified financial and economic factors into a single index using the principal component analysis (CPA). The result shows that MFSI increases as a result of increase in banking sector fragility index, credit stress,...

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Bibliographic Details
Main Authors: Jauhari Dahalan, Hussin Bin Abdullah, Mohammed Umar
Format: Article
Language:English
Published: EconJournals 2016-05-01
Series:International Journal of Economics and Financial Issues
Subjects:
economic indicators
financial crisis
financial stress index
malaysia
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32012/353762?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/32012/353762?publisher=http-www-cag-edu-tr-ilhan-ozturk

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