THE IMPACT OF MACROECONOMIC INDICES UPON THE LIQUIDITY OF THE BALTIC CAPITAL MARKETS

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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Main Authors: Arvydas Paškevičius, Ona Norkaitytė
Format: Article
Language:English
Published: Vilnius University Press 2011-01-01
Series:Ekonomika
Online Access:https://www.journals.vu.lt/ekonomika/article/view/921
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spelling 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.
url https://www.journals.vu.lt/ekonomika/article/view/921
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AT arvydaspaskevicius impactofmacroeconomicindicesupontheliquidityofthebalticcapitalmarkets
AT onanorkaityte impactofmacroeconomicindicesupontheliquidityofthebalticcapitalmarkets
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