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.
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.
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.
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 |