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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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2019
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/25876/2/Kuek%20Tai%20Hock.pdf |
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