Role
Principal Investigator
Description
This study aims to construct financial stress index (FSI) for ASEAN-5 countries (Indonesia, Malaysia, the Philippines, Singapore, and Thailand), taking into consideration time-varying correlations across different financial market segments. The expected outcome of this study is to obtain a reliable set of daily financial stress index which would enable us to quantify financial stresses facing the region in the COVID-19 period. Given the fast-evolving situation during the COVID-19 pandemic, it is imperative to develop a high-frequency dataset that can monitor the potential frailty of the regional financial markets in a real-time manner.
Date
01 Feb 2021 - 31 Dec 2021
Project Type
INTERNAL_RESARCH_GRANT
Keywords
N/A
Funding Body
JCU Singapore
Amount
6800
Project Team
N/A