Czapkiewicz, Anna; Stachowicz, Marta - In: Managerial economics 17 (2016) 1, pp. 7-20
affect the performance of the Warsaw Stock Exchange. The answer to this question can be obtained from a cointegration … analysis. The advantage of testing for cointegration is the identification of a stable long-run relationship between the stock … cointegration methodologies. Analysis of the response of one variable to an impulse of another variable is also performed to show …