MACROECONOMIC DETERMINANTS OF LITHUANIAN GOVERNMENT SECURITY PRICES

MACROECONOMIC DETERMINANTS OF LITHUANIAN GOVERNMENT SECURITY PRICES

This paper deals with the impact of macroeconomic fundamentals on Lithuanian government securities’ prices using quarterly data for the period 2000–2013, applying five major macroeconomic variables: gross domestic product, consumer prices, interest rates, money supply, and foreign direct investment....

Full description

Bibliographic Details
Main Authors: Linas Jurkšas, Rūta Kropienė
Format: Article
Language:English
Published: Vilnius University Press 2015-01-01
Series:Ekonomika
Subjects:
macroeconomic determinants
government security index
government security prices
vector autoregression
impulse response function
Online Access:https://www.journals.vu.lt/ekonomika/article/view/5037

Internet

https://www.journals.vu.lt/ekonomika/article/view/5037

Similar Items