Long-run and short-run causality between stock price indices and macroeconomic variables : evidence of panel VECM analysis from Bosnia and Herzegovina, Croatia, North Macedonia and Serbia
Year of publication: |
2022
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Authors: | Mojanoski, Goran |
Published in: |
Economic review : journal of economics & business. - Tuzla : [Verlag nicht ermittelbar], ISSN 2303-680X, ZDB-ID 2580618-X. - Vol. 20.2022, 2, p. 3-14
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Subject: | panel VECM | stock index | macroeconomic variables | Kointegration | Cointegration | Aktienindex | Stock index | Bosnien-Herzegowina | Bosnia and Herzegovina | Börsenkurs | Share price | Panel | Panel study | Kausalanalyse | Causality analysis | Kroatien | Croatia | Serbien | Serbia | Nordmazedonien | North Macedonia | Wirtschaftsindikator | Economic indicator |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.51558/2303-680X.2022.20.2.3 [DOI] |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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