THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS
The present paper addresses the issue of the interaction of a range of macroeconomic indices upon the liquidity of Lithuanian, Latvian and Estonian capital markets, and includes a survey of the factors having an effect upon the processes. The analysis of the liquidity in the markets concerned in the...
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Vilnius University Press
2011-01-01
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Series: | Ekonomika |
Online Access: | https://www.journals.vu.lt/ekonomika/article/view/921 |
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doaj-e9a249ab0a0e4d61b63105c710e050352020-11-25T02:20:11ZengVilnius University PressEkonomika1392-12582424-61662011-01-0190410.15388/Ekon.2011.0.921THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETSArvydas PaškevičiusOna NorkaitytėThe present paper addresses the issue of the interaction of a range of macroeconomic indices upon the liquidity of Lithuanian, Latvian and Estonian capital markets, and includes a survey of the factors having an effect upon the processes. The analysis of the liquidity in the markets concerned in the period from 2001 to 2010 was performed with reference to indicators based on trading volumes in these markets. The correlation analysis performed for the purpose of the present paper showed that changes in a number of macroeconomic indicators, such as GDP, unemployment levels, trade and service balance, also the FDI flows, produced the most tangible impact upon the liquidity of the Baltic capital markets. https://www.journals.vu.lt/ekonomika/article/view/921 |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Arvydas Paškevičius Ona Norkaitytė |
spellingShingle |
Arvydas Paškevičius Ona Norkaitytė THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS Ekonomika |
author_facet |
Arvydas Paškevičius Ona Norkaitytė |
author_sort |
Arvydas Paškevičius |
title |
THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS |
title_short |
THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS |
title_full |
THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS |
title_fullStr |
THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS |
title_full_unstemmed |
THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS |
title_sort |
impact of macroeconomic indices upon the liquidity of the baltic capital markets |
publisher |
Vilnius University Press |
series |
Ekonomika |
issn |
1392-1258 2424-6166 |
publishDate |
2011-01-01 |
description |
The present paper addresses the issue of the interaction of a range of macroeconomic indices upon the liquidity of Lithuanian, Latvian and Estonian capital markets, and includes a survey of the factors having an effect upon the processes. The analysis of the liquidity in the markets concerned in the period from 2001 to 2010 was performed with reference to indicators based on trading volumes in these markets. The correlation analysis performed for the purpose of the present paper showed that changes in a number of macroeconomic indicators, such as GDP, unemployment levels, trade and service balance, also the FDI flows, produced the most tangible impact upon the liquidity of the Baltic capital markets.
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url |
https://www.journals.vu.lt/ekonomika/article/view/921 |
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