Angelovska, Julijana - In: UTMS journal of economics / University of Tourism and … 8 (2017) 2, pp. 53-66
The aim of this study is to examine the impact of financial crises on the short-term interaction between stock market returns of the Macedonian, Serbian and Croatian equity markets. Daily data sample spans from January 4th 2006 to March 31st 2017and based on detected Zivot-Andrews structural...