Forecasting Financial System Stability Using Vector Error Correction Model Approach

S Setiawan, MT Utomo, AM Astuti… - … Murni dan Aplikasi, 2020 - ejournal.uin-malang.ac.id
Indonesia is one of the developing countries whose economic system is still very dependent
on other developed countries. This reliance often becomes one of the causes of the …

Measuring Financial Stress in the Turkish Banking Sector and Its Evaluation in the Context of the Economic Crisis

E Öget - Bankruptcy and Reorganization in the Digital Business …, 2023 - igi-global.com
This study develops the Turkey banking sector stress index for the period of 2012-2021. For
this, sector beta, volatility, return on assets, capital adequacy ratio, and asset quality …