Malaysian Financial Stress Index and Assessing its Impacts on the Economy

Malaysian Financial Stress Index and Assessing its Impacts on the Economy

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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...

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Bibliographic Details
Main Authors: Hussin Abdullah, Jauhari Dahalan, Khaw Lee Hwei, Mohammed Umar, Md Mohan Uddin
Format: Article
Language:English
Published: EconJournals 2017-06-01
Series:International Journal of Economics and Financial Issues
Subjects:
economic indicators
financial crisis
malaysian financial stress index
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354470?publisher=http-www-cag-edu-tr-ilhan-ozturk

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