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Country financial and political risk: the case of Indonesia, Malaysia and Philippines

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  • Dimitrios Asteriou

Abstract

The following research uses the Clark (2002) and Clark and Kassimatis (2004) methodology to calculate the market value of three Asian Countries (Indonesia, Malaysia and Philippines) for each year over the period 1990–2004 and to estimate the macroeconomic financial risk premium from 1990 to 2004. It also examines whether and to what extent their stock market's performance is affected by the financial risk premium. The results show that before the Asian crisis, the East Asian Countries had strong economic growth and low levels of debt when compared with the size of their economies.

Suggested Citation

  • Dimitrios Asteriou, 2008. "Country financial and political risk: the case of Indonesia, Malaysia and Philippines," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 1(2), pages 162-176.
    • Handle: RePEc:ids:ijmefi:v:1:y:2008:i:2:p:162-176
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    Cited by:

    1. Kaya Tokmakcioglu & Oktay Tas, 2014. "Stock market and macroeconomic volatility comparison: an US approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 217-224, January.

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