Financial crisis prediction in Indonesia using combined of volatility and Markov switching models based on real interest rate on deposit and nominal exchange rate indicators

The financial crisis has happened Indonesia 1997 and 2008. The crisis had brought the disadvantages impact on the economy of Indonesia. To anticipate the impact of the crisis, an early detection system that can detect some signs of a financial crisis is needed so that the government as a decision ma...

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Veröffentlicht in:	Journal of physics. Conference series 2020-06, Vol.1563 (1), p.12002
Hauptverfasser:	Rojanah, D, Sugiyanto, Zukhronah, E
Format:	Artikel
Sprache:	eng
Schlagworte:	Autoregressive models Decision making Economic crisis Foreign exchange rates Impact analysis Indicators Interest rates Physics Switching Volatility
Online-Zugang:	Volltext
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