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This research observes a time varying relationship between stock returns, volatilities and the online search volume in regard to selected CESEE (Central, Eastern and South-Eastern European) stock markets. The main hypothesis of the research assumes that a feedback relationship exists between...
Persistent link: https://www.econbiz.de/10012150478
The debate on the UK leaving the European Union is still hot and ongoing today due to many economic, political, social, and other consequences on many different countries over the world. This paper focuses on the reactions of selected Central and Eastern European (CEE) and South and Eastern...
Persistent link: https://www.econbiz.de/10011964063
Debate on tourism-led growth and growth-led tourism is still ongoing today, with much research done for developed countries and those which are popular tourist destinations over the world. Surprisingly, the research is scarce for the Central and Eastern European (CEE) and South and Eastern...
Persistent link: https://www.econbiz.de/10012020514
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This paper explores possibilities of using rolling regression CAPM on the Zagreb Stock Exchange in portfolio and risk management. Since original model has many flaws, one of them including the assumption of constant parameters in the model, extending the model with the assumption of changing...
Persistent link: https://www.econbiz.de/10013474128
The debate on the UK leaving the European Union is still hot and ongoing today due to many economic, political, social, and other consequences on many different countries over the world. This paper focuses on the reactions of selected Central and Eastern European (CEE) and South and Eastern...
Persistent link: https://www.econbiz.de/10011996156
Due to the development of financial markets, products, financial and mathematical models, portfolio selection today represents a comprehensive set of activities. Investors take into consideration many different factors, such as the market factors, return distribution characteristics and...
Persistent link: https://www.econbiz.de/10011996162