FINANCIAL STRESS IN ASEAN-5 ECONOMIES FROM THE ASIAN CRISIS TO THE GLOBAL CRISIS

TNG BOON HWA; KWEK KIAN TENG; ANDREW SHENG

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FINANCIAL STRESS IN ASEAN-5 ECONOMIES FROM THE ASIAN CRISIS TO THE GLOBAL CRISIS

机译：从亚洲危机到全球危机的东盟五国经济中的财务压力

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We construct four market-specific Financial Stress Indices (FSIs) and overall FSIs for the ASEAN-5 economies from 1997 to 2009. Using the FSIs, we establish stylized features of financial stress and characterize the connectivity of financial markets. The results show that stress was most severe during the Asian Crisis, followed by the Tech Burst and the recent Global Crisis. Principal component analysis (PCA) demonstrates that regional connectivity is strongest in equity markets, implying their predominant role in the transmission of stress within the region. Meanwhile, Singapore possesses the lowest connectivity within the ASEAN cluster, but the highest to international markets.

机译：我们为1997年至2009年为东盟五国构建了四个针对特定市场的金融压力指数（FSI）和整体FSI。使用这些FSI，我们建立了金融压力的程式化特征并表征了金融市场的连通性。结果表明，在亚洲危机期间，压力最为严重，其次是技术爆发和最近的全球危机。主成分分析（PCA）表明，股票市场上的区域连通性最强，这表明它们在区域内压力传递中的主要作用。同时，新加坡在东盟集群中的连通性最低，但对国际市场的连通性最高。

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来源
《The Singapore economic review》 |2012年第2期|p.1250013.1-1250013.24|共24页
作者
TNG BOON HWA; KWEK KIAN TENG; ANDREW SHENG;
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作者单位

Bank Negara Malaysia, Jalan Dato' Onn 50480 Kuala Lumpur, Malaysia;

Faculty of Economics and Administration Department of Economics University of Malaya 50603 Kuala Lumpur, Malaysia;

Faculty of Economics and Administration Department of Economics University of Malaya and Graduate School of Economics and Management Tsinghua University 50603 Kuala Lumpur, Malaysia;

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原文格式 PDF
正文语种 eng
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关键词
financial stress index; financial crisis; financial networks;

机译：财务压力指数;金融危机;金融网络;

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FINANCIAL STRESS IN ASEAN-5 ECONOMIES FROM THE ASIAN CRISIS TO THE GLOBAL CRISIS

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