The Time Horizon Of Asset Price Movements To Predict Financial Crises
Table 1:
Year | D6 | D12 | D24 | D60 |
2004 | 0 | 0 | 0 | 0 |
2005 | 0 | 0 | 0 | 0 |
2006 | 4 | 7 | 0 | 11 |
2007 | 3 | 2 | 0 | 12 |
2008 | 4 | 9 | 8 | 12 |
2009 | 1 | 1 | 12 | 12 |
2010 | 5 | 11 | 2 | 1 |
2011 | 6 | 2 | 0 | 0 |
2012 | 3 | 0 | 8 | 0 |
2013 | 2 | 4 | 1 | 0 |
2014 | 4 | 1 | 0 | 0 |
2015 | 6 | 4 | 0 | 0 |
2016 | 5 | 5 | 5 | 5 |