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
Main Author: Alenka Kavkler
Mejra Festić
Format: Journal
Language: English
Place of publication: Vysoká škola ekonomická v Praze 31.03.2011
published in: Prague Economic Papers
Data of publication: 2011-03-31
Online Access: available in Bonn?
Database: Scientific Journals of the University of Economics, Prague
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