Early Warning System in ASEAN Countries Using Capital Market Index Return: Modiied Markov Regime Switching Model

Early Warning System in ASEAN Countries Using Capital Market Index Return: Modiied Markov Regime Switching Model

Asia's  inancial  crisis  in  July  1997  affects  currency,  capital  market,  and  real  market throughout  Asian  countries.  Countries  in...

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Bibliographic Details
Main Authors:	Imam Wahyudi, Rizky Luxianto, Niken Iwani Suryaputri, Liyu Adhika Sari Sulung
Format:	Article
Language:	English
Published:	Universitas Indonesia 2014-08-01
Series:	Indonesian Capital Market Review
Online Access:	http://journal.ui.ac.id/index.php/icmr/article/view/3623

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