Search Results - subject:"Rolling 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

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

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

Rolling Concordance Index (RCI). Monthly stock market indices between January 1991 and June 2010 for all the countries …

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

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