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Characterizing price index behavior through fluctuation dynamics
price index behavior fluctuation dynamics Statistical Finance
2012/6/4
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets...
Exchange Rates and the Consumer Price Index in Nigeria: A Causality Approach
Consumer Price Index Official Exchange Rates
2011/6/1
This paper was motivated by the need to establish the impact of importation into Nigeria and its main objectives were to find out the significant relationships between the official and parallel exchan...
MIT commercial property price index posts record drop--Gauge declines 18 percent in second quarter, but signs of bottom appear
commercial property price index bottom
2009/8/10
Transaction prices of commercial property sold by major institutional investors fell by 18 percent in the second quarter of 2009, according to an index developed and published by the MIT Center for Re...