Financial Vulnerability Indicator in Malaysia: Construct and Forecasting Ability

This study attempts to investigate the fluctuations of the Malaysian financial market through predicting the early signals of financial market vulnerability using the Financial Vulnerability Indicator (FVI) constructed through the signalling approach and the dynamic approximate factor model (DAFM),...

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Bibliographic Details
Main Author:	Kuek, Tai Hock
Format:	Thesis
Language:	English English
Published:	Universiti Malaysia Sarawak (UNIMAS) 2019
Subjects:	HA Statistics HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/25876/
Abstract	Abstract here

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