Early Warning to Banking Crises in the Dual Financial System in Indonesia: The Markov Switching Approach

This research aims at detecting early indicators that cause conventional banking and Islamic banking crises, identifying the longest crisis period for both types of banks, and comparing the stability between the two kinds of banks. The method used is the Markov Switching Vector Autoregressive (MS-VA...

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Bibliographic Details
Main Authors: Irfan Nurfalah, Aam Slamet Rusydiana, Nisful Laila, Eko Fajar Cahyono
Format: Article PeerReviewed
Language:English
Indonesian
English
Published: King Abdulaziz University Scientific Publishing Center 2018
Subjects:
Online Access:http://repository.unair.ac.id/96483/1/Nisful%20Laila_Karil%2003%20%28Early%20Warning%20to%20Banking...%29.pdf
http://repository.unair.ac.id/96483/2/Nisful%20Laila_Peer%20Review%20003.pdf
http://repository.unair.ac.id/96483/3/Nisful%20Laila_Similarity%2003_Early%20Warning%20to%20Banking%20....pdf
http://repository.unair.ac.id/96483/
https://iei.kau.edu.sa/Pages-VOL-31-02.aspx
http://dx.doi.org/10.4197/Islec.31-2.10
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Institution: Universitas Airlangga
Language: English
Indonesian
English