Detection of the Indonesian financial crisis using Markov switching dynamic conditional correlation GARCH
S Sugiyanto, D Rojanah, E Zukhronah… - AIP Conference …, 2024 - pubs.aip.org
The financial crisis is caused by the overbalance of the exchange rate of domestic currency
against foreign currency. The 1997/1998 ASIAN financial crisis and the 2008 global financial …
against foreign currency. The 1997/1998 ASIAN financial crisis and the 2008 global financial …
Early detection models of currency crises in Indonesia based on inflation and interest rates indicators
IF Amri, N Chamidah - Journal of Physics: Conference Series, 2020 - iopscience.iop.org
The global crisis that occurred in the middle of 1997 showed that the financial crisis had a
huge impact on the Indonesian economy. The crisis happened because of several …
huge impact on the Indonesian economy. The crisis happened because of several …
Early detection of currency crisis in Indonesia using real interest rate on deposits
Indonesian currency crisis that occurred in middle of 1997 led to the prolonged economic
crisis. The crisis was happened because a number of macroeconomic indicators fluctuated …
crisis. The crisis was happened because a number of macroeconomic indicators fluctuated …
Prediction of currency crisis in Indonesia using combined volatility and Markov regime switching models based on lending interest rate/deposit interest rate indicator
E Zukhronah, I Slamet - Journal of Physics: Conference Series, 2019 - iopscience.iop.org
In mid of 1997, a currency crisis had a severe impact on the economy in Indonesia. Based
on this situation, it is necessary to build an early warning system to anticipate the crisis …
on this situation, it is necessary to build an early warning system to anticipate the crisis …