Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10009633873
This chapter aims to address influence of regulatory framework and exchange rate regimes on financial stability in the Western Balkan countries by respecting that nowadays international capital flows are very important in determining the exchange rate regimes and financial stability especially...
Persistent link: https://www.econbiz.de/10010969127
This paper aims to address key issues in maintaining financial stability in the SEE economies and define the role of macroprudential policy in the overall policy framework. The massive inflow of foreign capital that made the boom years possible is now the source of a very large problem for the...
Persistent link: https://www.econbiz.de/10010638995
Persistent link: https://www.econbiz.de/10010081760
This paper aims to address key issues in maintaining financial system integration of Serbia in the European financial system, through inevitable structural changes in financial sector. The primary task of the NBS's policy in the previous years was to regulate the inflow of capital into the...
Persistent link: https://www.econbiz.de/10010900096
This paper presents a set of measures and instruments which National Bank of Serbia has taken to prevent or at least ease the effects of global financial crisis on national financial system and support confidence in Serbian banking sector during the last two years. It describes the main drivers...
Persistent link: https://www.econbiz.de/10010667996
The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...
Persistent link: https://www.econbiz.de/10012620470
In this study, the volatility spillovers from the S&P 500 to the precious metals (gold, silver and platinum) are investigated. By using the TGARCH and DCC GARCH model, the evidence is found that there are spillovers between the S&P 500 and these global commodity markets. However, there are some...
Persistent link: https://www.econbiz.de/10014581564
The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...
Persistent link: https://www.econbiz.de/10012389449
The present study analyses BRICS (Brazil, Russia, India, China, South Africa) capital markets in both time and frequency domain using wavelets. We used artificial neural network techniques to forecast the co-movement among BRICS capital markets. Wavelet coherence and clustering estimates uncover...
Persistent link: https://www.econbiz.de/10013359126