Measuring Financial Stress Index for Malaysian Economy
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...
Main Authors: | Jauhari Dahalan, Hussin Bin Abdullah, Mohammed Umar |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2016-07-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/2582 |
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