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On the Fisher-Konieczny index of price changes synchronization

Dias, Daniel A and Marques, Carlos Robalo and Neves, Pedro Duarte and Santos Silva, Joao M C (2005) 'On the Fisher-Konieczny index of price changes synchronization.' Economics Letters, 87 (2). pp. 279-283. ISSN 0165-1765

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Abstract

This note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny (2000, Economics Letters, 68, 271-277) and shows that it can be used to test the hypothesis of uniform staggering.

Item Type: Article
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Social Sciences > Economics, Department of
Depositing User: Jim Jamieson
Date Deposited: 07 Aug 2012 13:13
Last Modified: 18 Dec 2012 14:48
URI: http://repository.essex.ac.uk/id/eprint/3569

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