World business cycle, local specialization and asset prices / (Record no. 78458)
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fixed length control field | 01881nab a2200265Ia 4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | PILC |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20221123182330.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 180619s9999 xx 000 0 und d |
040 ## - CATALOGING SOURCE | |
Transcribing agency | MANILA TYTANA COLLEGES LIBRARY |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Duport, Noëlle. |
245 #0 - TITLE STATEMENT | |
Title | World business cycle, local specialization and asset prices / |
Statement of responsibility, etc. | Noëlle Duport, Daniel Goyeau, Genelyn Ma. F. Sarte |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Date of publication, distribution, etc. | 2011 |
336 ## - CONTENT TYPE | |
Content type term | text |
337 ## - MEDIA TYPE | |
Media type term | unmediated |
338 ## - CARRIER TYPE | |
Carrier type term | volume |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
Title | Philippine Management Review |
Number of part/section of a work | 18, page 51-70 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | This paper analyzes the contribution of the Southeast and Central Asian countries in international portfolio diversification. We characterize the stock cycles of six (6) Asian emerging countries (Korea, Malaysia, Philippines, Singapore, Indonesia and Thailand) by comparing their real cycles with the real and financial cycles of the US. The different phases of the cycles are identified using the Markov-switching autoregressive (MSAR) modeling procedure. The synchronization is then measured by the degree of concordance measure of Harding and Pagan (2002). The main result is that three groups of countries can be distinguished: (1) Indonesia, Philippines and Singapore where the financial markets do not depend on the local real conditions but which depend on the American financial market; (2) Korea and Malaysia which are not dependent on the local real conditions, and the US financial market and real conditions; and (3) Thailand unlike other countries does not present a link with its real economy while presenting a link with the US financial market and real US economy but in s countercyclical manner. |
521 ## - TARGET AUDIENCE NOTE | |
Target audience note | Business Administration |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Business cycles. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Markov processes. |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Goyeau, Daniel. |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Sarte, Genelyn Ma. F. |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Analytics |
Source of classification or shelving scheme | Library of Congress Classification |
998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
Cataloger's initials, CIN (RLIN) | 81558 |
First Date, FD (RLIN) | 139921 |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Date last seen | Price effective from | Koha item type |
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Library of Congress Classification | Not For Loan | Manila Tytana Colleges Library | Manila Tytana Colleges Library | REFERENCE SECTION | 06/19/2018 | Bound | 06/19/2018 | 06/19/2018 | Articles |