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Transition Assessment of the Bangladeshi Financial Market Stress Regimes: A Markov Switching Modeling Approach
ISSN: 2706 - 9346
Publisher: author
Transition Assessment of the Bangladeshi Financial Market Stress Regimes: A Markov Switching Modeling Approach
Indexed in
Social Sciences
ARTICLE-FACTOR
1.3
Article Basics Score: 3
Article Transparency Score: 3
Article Operation Score: 2
Article Articles Score: 3
Article Accessibility Score: 2
SUBMIT PAPER ASK QUESTION
International Category Code (ICC):
ICC-0202
Publisher: International Journal Of Social Sciences And Economic Revi..
International Journal Address (IAA):
IAA.ZONE/2706111849346
eISSN
:
2706 - 9346
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Abstract
Purpose of this study: In view of the global financial crises and the ensuing consequences, this research presents the utility of demonstrating an assessment that can forecast the Bangladeshi financial market’s well-being by analysing episodes of economic crises which may prevent market distress. By graphically demonstrating eventual economic episodes in the financial sector, this study sets out to illustrate the chronological scenario of economic turning points. The scope of this research is to study the vulnerable aspects of financial instability in Bangladesh and seek possible remedies. Methodology: The Bangladeshi financial market regimes will be constructed based on Hamilton's Markov Switching Model (1989). This paper is the first attempt in utilising a standardised methodology found in business cycle literatures so as to determine the turning points of economic episodes in the Bangladeshi financial dynamic cycle. Main Findings: ...
