Growth-returns Nexus: Evidence from Three Central and Easter European Countries
Potvrdená Grangerova kauzalita v Česku, Maďarsku a Poľsku v období 1996-2012. Použitím korelácie sa znázorňuje oslabenie vzťahu v krízových rokoch.
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: Growth-returns Nexus: Evidence from Three Central and Easter European Countries
- A Tale of Tails: New Evidence on the Growth-Return Nexus
- Similarity of Emerging Market Returns under Changing Market Conditions: Markets in the ASEAN-4, Latin America, Middle East and BRICs
- Stock Market Co-movements in Central and Eastern Europe
- Effective exchange rates in central and eastern european countries: cyclicality and relationship with macroeconomic fundamentals
- Evidence of the Impact of Coskewness on the Low Risk Anomaly in European Stocks
- Return spillovers around the globe: a network approach