Impact of the monetary crisis on statistical properties of the Jakarta and Kuala Lumpur stock exchange indices

Using the tools developed for statistical physics, we simultaneously analyze statistical properties of the Jakarta and Kuala Lumpur Stock Exchange indices. In spite of the small number of the data used in the analysis, the result still shows the universal behavior of complex systems previously found in the leading stock indices. We also analyze their properties before and after the crash caused by the monetary crisis. To locate the time position when the crash started we use the Omori law. We found that after the crash both stocks do not show a same statistical behavior. The impact of currency controls is observed in the distribution of the index returns.