Malaysian Financial Stress Index and Assessing its Impacts on the Economy
The study further investigates the link between the constructed financial stress index (FSI) and overall economic activity. We approximate the co-movement of the identified financial and economic factors into a single index using the principal component analysis. The combine variables explain about...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-04-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/4055 |