Estimating temporary and permanent stock price innovations on Croatian capital market
This paper evaluates the size and duration of temporary and permanent stock price innovations on Croatian capital market in the structural VAR (vector autoregression) framework with Blanchard and Quah (1989) decomposition. The purpose is to identify the effects of temporary price innovations in orde...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Operational Research Society
2014-03-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=177845 |