Ruslan, Dede and Rusiadi and Novalina, Ade and Lubis, Annisa Ilmi Faried EARLY DETECTION OF THE FINANCIAL CRISIS OF DEVELOPING COUNTRIES. International Journal of Civil Engineering and Technology (IJCET), 9 (7). pp. 584-597. ISSN ISSN Print: 0976-6308; ISSN Online: 0976-6316
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Abstract
The paper examines the early detection model of the financial crisis of developing countries. The model used is APT Multifactor and Early Warning System. Data analysis using this is Vector Autoregression. The results show that most developing countries are particularly vulnerable to financial crises derived from exchange rates rather than from financial or stock positions. The most appropriate model in early detection of developing country financial crisis is the control of exchange rate and stock stability. Long-term foreign exchange reserves can be used as a model to detect financial crisis.
Item Type: | Article |
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Keywords: | Interest, GDP; Exchange Rate; Foreign Exchange Reserves; APT Multifactor; Early Warning System |
Subjects: | H Social Sciences > HG Finance > HG3810 Foreign exchange. International finance. International monetary system H Social Sciences > HG Finance H Social Sciences > HG Finance > HG1501 Banking H Social Sciences > HG Finance > HG1501 Banking > HG1621 Interest rates. Interest tables H Social Sciences > HG Finance > HG4501 Investment, capital formation, speculation |
Divisions: | Fakultas Ekonomi |
Depositing User: | Mrs Catur Dedek Khadijah |
Date Deposited: | 07 May 2023 11:34 |
Last Modified: | 07 May 2023 11:34 |
URI: | https://digilib.unimed.ac.id/id/eprint/52075 |