A time varying parameter model to test for predictability and integration in stock markets of transition economies
Year of publication: |
1998
|
---|---|
Authors: | Rockinger, Michael ; Urga, Giovanni |
Publisher: |
London : Centre for Economic Forecasting |
Subject: | Schätzung | Estimation | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Osteuropa | Eastern Europe | Zeitreihenanalyse | Time series analysis | Inflationserwartung | Inflation expectations | Theorie der Arbeitslosigkeit | Unemployment theory | EU-Mitgliedschaft | EU membership | EU-Binnenhandel | Intra-EU trade | Phillips-Kurve | Phillips curve | Importnachfrage | Import demand | Eurozone | Euro area |
Extent: | 24 S graph. Darst |
---|---|
Series: | Discussion paper / Centre for Economic Forecasting. - London, ISSN 0969-6598, ZDB-ID 2254286-3. - Vol. 09-98 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Determinants of European stock market integration
Büttner, David, (2011)
-
The impact of investor sentiment on the German stock market
Finter, Philipp, (2011)
-
Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra, (2000)
- More ...
-
Information content of Russian stock indices
Rockinger, Michael, (1997)
-
Rockinger, Michael, (2000)
-
The evolution of stock markets in transition economies
Rockinger, Michael, (2000)
- More ...