Showing 1 - 10 of 505
Persistent link: https://www.econbiz.de/10011412177
Persistent link: https://www.econbiz.de/10011477404
Persistent link: https://www.econbiz.de/10011981158
Persistent link: https://www.econbiz.de/10012027748
Persistent link: https://www.econbiz.de/10011710500
We show that the last few components in the principal component analysis of the correlation matrix of a group of stocks may contain useful financial insights by identifying highly correlated pairs or larger groups of stocks. The results of this type of analysis can easily be included in the...
Persistent link: https://www.econbiz.de/10011759755
Persistent link: https://www.econbiz.de/10010437211
Persistent link: https://www.econbiz.de/10010408632
Financial conditions indexes (FCIs) are constructed for five Asian economies, namely, Hong Kong, China; Japan; the Republic of Korea; Malaysia; and Singapore, using a principal component analysis (PCA) methodology from Hatzius et al. (2010) and quarterly data. Various financial stress indicators are...
Persistent link: https://www.econbiz.de/10009734252
Persistent link: https://www.econbiz.de/10012315659