MACROECONOMIC PERSPECTIVE ON CONSTRUCTING FINANCIAL VULNERABILITY INDICATOR IN CHINA

• Main Authors: Kuek, Tai Hock, Puah, Chin Hong, Mohammad Affendy, Arip, Muzafar Shah, Habibullah
• Format: Article
• Language: English
• Published: Vilnius Gediminas Technical University 2020
• Subjects: HG Finance
• Online Access: http://ir.unimas.my/id/eprint/45496/1/MACROECONOMIC.pdf; http://ir.unimas.my/id/eprint/45496/; https://journals.vilniustech.lt/index.php/JBEM/article/view/13220; https://doi.org/10.3846/jbem.2020.13220

This paper attempts to develop a financial vulnerability indicator for China as a barometer for the state of financial vulnerability in the Chinese financial market, possibly for real-time application. Twelve variables from different sectors are utilised to extract a common vulnerability component u...