Causality between regional stock markets: A frequency domain approach

Causality between regional stock markets: A frequency domain approach

Using a data set from five regional stock exchanges (Serbia, Croatia, Slovenia, Hungary and Germany), this paper presents a frequency domain analysis of a causal relationship between the returns on the CROBEX, SBITOP, CETOP and DAX indices, and the return on the major Serbian stock exchange inde...

Full description

Bibliographic Details
Main Authors: Gradojević Nikola, Dobardžić Eldin
Format: Article
Language:English
Published: Economists' Association of Vojvodina 2013-01-01
Series:Panoeconomicus
Subjects:
stock market indices
causality
frequency domain
Online Access:http://www.doiserbia.nb.rs/img/doi/1452-595X/2013/1452-595X1305633G.pdf

Similar Items

Similar Items