UNDERGROUND ECONOMY, GDP AND STOCK MARKET
Economic growth is affected by the size and dynamics of underground economy. Determining this size is a subject of research for many authors. In this paper we present the relationship between underground economy dynamics and the dynamics of stock markets. The observations are based on regression use...
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doaj-63f7a7df828d41809fb483fbfd71e4bb2020-11-24T22:38:22ZdeuUniversity of OradeaAnnals of the University of Oradea: Economic Science1222-569X1582-54502012-07-0111279283UNDERGROUND ECONOMY, GDP AND STOCK MARKETCaus Vasile AurelEconomic growth is affected by the size and dynamics of underground economy. Determining this size is a subject of research for many authors. In this paper we present the relationship between underground economy dynamics and the dynamics of stock markets. The observations are based on regression used by Tanzi (1983) and the relationship between GDP and stock market presented in Tudor (2008). The conclusion of this paper is that the dynamics of underground economy is influenced by dynamic of financial markets. Thus, using specific stock market mathematical tools analysis, one can analyze the dynamic of underground economyhttp://anale.steconomiceuoradea.ro/volume/2012/n1/041.pdfunderground economy; currency demand; stock market volatility; wavelet analysis. |
collection |
DOAJ |
language |
deu |
format |
Article |
sources |
DOAJ |
author |
Caus Vasile Aurel |
spellingShingle |
Caus Vasile Aurel UNDERGROUND ECONOMY, GDP AND STOCK MARKET Annals of the University of Oradea: Economic Science underground economy; currency demand; stock market volatility; wavelet analysis. |
author_facet |
Caus Vasile Aurel |
author_sort |
Caus Vasile Aurel |
title |
UNDERGROUND ECONOMY, GDP AND STOCK MARKET |
title_short |
UNDERGROUND ECONOMY, GDP AND STOCK MARKET |
title_full |
UNDERGROUND ECONOMY, GDP AND STOCK MARKET |
title_fullStr |
UNDERGROUND ECONOMY, GDP AND STOCK MARKET |
title_full_unstemmed |
UNDERGROUND ECONOMY, GDP AND STOCK MARKET |
title_sort |
underground economy, gdp and stock market |
publisher |
University of Oradea |
series |
Annals of the University of Oradea: Economic Science |
issn |
1222-569X 1582-5450 |
publishDate |
2012-07-01 |
description |
Economic growth is affected by the size and dynamics of underground economy. Determining this size is a subject of research for many authors. In this paper we present the relationship between underground economy dynamics and the dynamics of stock markets. The observations are based on regression used by Tanzi (1983) and the relationship between GDP and stock market presented in Tudor (2008). The conclusion of this paper is that the dynamics of underground economy is influenced by dynamic of financial markets. Thus, using specific stock market mathematical tools analysis, one can analyze the dynamic of underground economy |
topic |
underground economy; currency demand; stock market volatility; wavelet analysis. |
url |
http://anale.steconomiceuoradea.ro/volume/2012/n1/041.pdf |
work_keys_str_mv |
AT causvasileaurel undergroundeconomygdpandstockmarket |
_version_ |
1725713415612137472 |