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THE INTERDEPENDENCE BETWEEN THE FINANCIAL SECTOR AND BUSINESS SECTOR IN ASEAN 4 COUNTRIES

In this study, we analyze the dynamic interactions between the financial sectors and the business sectors in the ASEAN-4 countries (Indonesia, Malaysia, Thailand and Singapore). To do that, we apply the newly generalized version of the Vector Autoregressive Framework (VAR) spillover index approach p...

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Hlavní autoři: Aulia Keiko Hubbansyah, Zaafri Ananto Husodo
Médium: Artigo
Jazyk:Inglês
Vydáno: Universitas Gadjah Mada 2018-01-01
Edice:Journal of Indonesian Economy and Business
Témata:
financial sector
business sector
financial cycle
business cycle
spillover
crisis
On-line přístup:https://journal.ugm.ac.id/jieb/article/view/28659/20274
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