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...

Full description

Saved in:
Bibliographic details
Volume: 2011
Main Author: Kavkler, Alenka
Festić, Mejra
Format: Journal Article
Language: English
Place of publication: University of Economics, Prague 2011
published in: Prague economic papers Vol. 2011; no. 1; pp. 3 - 22
Data of publication: 2011
ISSN: 1210-0455
Discipline: Economics
Series: Prague Economic Papers
Subjects:
Online Access: Fulltext
Database: RePEc IDEAS
RePEc
Database information Databases - DBIS