MODELLING STOCK EXCHANGE INDEX RETURNS IN DIFFERENT GDP GROWTH REGIMES

During different GDP growth regimes, the dynamics of global financial markets impacts the Slovenian stock exchange with varying intensity. We propose a smooth transition regression model to explain Slovene stock exchange index returns employing financial and macroeconomic variables. According to our...

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Bibliographic details
Volume: 20
Main Author: Kavkler, Alenka
Festic, Mejra
Format: Journal Article
Language: English
Place of publication: PRAGUE 3 UNIV ECONOMICS-PRAGUE 01.03.2011
published in: Prague economic papers Vol. 20; no. 1; pp. 3 - 22
Data of publication: 2011-03-01
ISSN: 1210-0455
2336-730X
EISSN: 2336-730X
Discipline: Economics
Subjects:
Online Access: Fulltext
Database: Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2011
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