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Wagner's law versus Keynesian hypothesis : evidence from pre-WWII Greece

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Defence spending and economic growth in the visegrad countries

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Causality between regional stock markets : a frequency domain approach

Gradojevic, Nikola; Dobardžić, Eldin - In: Panoeconomicus 60 (2013) 5, pp. 633-647

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Volatility spillover from the United States and Japanese stock markets to the Vietnamese stock market : a frequency domain approach

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Causality between Regional Stock Markets: A Frequency Domain Approach

Nikola GradojeviÄ‡; Eldin DobardÅ¾iÄ‡ - In: Panoeconomicus 60 (2013) 5, pp. 633-647

Using a data set from five regional stock exchanges (Serbia, Croatia, Slovenia, Hungary and Germany), this paper presents a frequency domain analysis of a causal relationship between the returns on the CROBEX, SBI-TOP, CETOP and DAX indices, and the return on the major Serbian stock exchange...

Persistent link: https://www.econbiz.de/10011144499