The Time Horizon Of Asset Price Movements To Predict Financial Crises
Table 2:
year | C6 | C12 | C24 | C60 |
2004 | 0 | 1 | 0 | 0 |
2005 | 1 | 4 | 0 | 0 |
2006 | 12 | 11 | 7 | 11 |
2007 | 5 | 12 | 12 | 12 |
2008 | 11 | 11 | 12 | 12 |
2009 | 8 | 11 | 12 | 12 |
2010 | 10 | 12 | 9 | 1 |
2011 | 11 | 2 | 12 | 0 |
2012 | 10 | 3 | 12 | 0 |
2013 | 4 | 12 | 1 | 0 |
2014 | 7 | 11 | 4 | 0 |
2015 | 11 | 9 | 12 | 0 |
2016 | 10 | 12 | 12 | 5 |