Search Results - subject:"Concordance Index"

Synchronisation of Stock Market Cycles: The Importance of Emerging and Developed Markets to ASEAN-5

Tuan, Teng Kee; Hwa, Yen Siew; Yean, Chua Soo - In: Prague Economic Papers 2014 (2014) 4, pp. 435-458

Japan. A non-parametric approach has been used to study the crosscountry correlations based on Concordance Index (CI) and … Rolling Concordance Index (RCI). Monthly stock market indices between January 1991 and June 2010 for all the countries …

Persistent link: https://www.econbiz.de/10010734359

Measuring the synchronisation of agricultural prices : co-movement of cycles in pig and cattle prices in Brazil, Chile and Uruguay

Fliessbach, Astrid; Ihle, Rico - In: European review of agricultural economics 49 (2022) 3, pp. 593-614

Persistent link: https://www.econbiz.de/10013348763

Measuring financial cycles : empirical evidence for Germany, United Kingdom and United States of America

Dutra, Tiago Mota; Dias, José Carlos; Teixeira, João C. A. - In: International review of economics & finance : IREF 79 (2022), pp. 599-630

Persistent link: https://www.econbiz.de/10013345776

Synchronisation of Stock Market Cycles: The Importance of Emerging and Developed Markets to ASEAN-5

Tuan, Teng Kee; Hwa, Yen Siew; Yean, Chua Soo - In: Prague Economic Papers 2013 (2013) 4, pp. 435-458

Persistent link: https://www.econbiz.de/10011195613

Variability of Dynamic Correlation – The Evidence of Sector-Specific Shocks in V4 Countries

Poměnková, Jitka; Kapounek, Svatopluk; Maršálek, Roman - In: Prague Economic Papers 2014 (2014) 3, pp. 371-387

out to the limitations of a correlation and concordance index as common indicators of business cycle synchronization in …

Persistent link: https://www.econbiz.de/10011195588

The Synchronisation of ASEAN-5 Stock Markets with the Growth Rate Cycles of Selected Emerging and Developed Economies

Teng, Kee Tuan; Yen, Siew Hwa; Chua, Soo Y. - In: Margin: The Journal of Applied Economic Research 7 (2013) 1, pp. 1-28

This study explores the changing direction and degree of financial integration of the emerging economies, Peopleâ€™s Republic of China (PRC) and India, with ASEAN-5 and compares it to the developed economies, the US and Japan, in a time-varying framework. The concordance and rolling...

Persistent link: https://www.econbiz.de/10011136568

Synchronisation of stock market cycles : the importance of emerging and developed markets to ASEAN-5

Teng, Kee Tuan; Yen, Siew Hwa; Chua, Soo Yean - In: Prague economic papers : a bimonthly journal of … 22 (2013) 4, pp. 435-458

Persistent link: https://www.econbiz.de/10010389847

The synchronisation of ASEAN-5 stock markets with the growth rate cycles of selected emerging and developed economies

Teng, Kee Tuan; Yen, Siew Hwa; Chua, Soo Yean - In: Margin: the journal of applied economic research 7 (2013) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10009738193

Les cycles économiques des pays de l'UEMOA: synchrones ou déconnectés?

Gammadigbé, Vigninou - Volkswirtschaftliche Fakultät, … - 2012

different economies of the Union. The study then evaluate the concordance index proposed by Harding and Pagan [2002]. The …

Persistent link: https://www.econbiz.de/10011113448

CYCLE DU CREDIT ET CYCLE DES AFFAIRES DANS LES PAYS DE LA CEMAC

MEZUI-MBENG, Pamphile - Centre Européen de Recherche en Économie Financière … - 2012

This article analyzes potential interactions between the cyclic fluctuations in credit and activity within CEMAC countries. Cycles are extracted using a pass-band filter, then characterized over the period 1960-2008 according to the Bry and Boshan algorithm. Co-movements and concordance analysis...

Persistent link: https://www.econbiz.de/10010779332