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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Main Author: Caus Vasile Aurel
Format: Article
Language:deu
Published: University of Oradea 2012-07-01
Series:Annals of the University of Oradea: Economic Science
Subjects:
Online Access:http://anale.steconomiceuoradea.ro/volume/2012/n1/041.pdf
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spelling 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
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