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Long Memory in the Croatian and Hungarian Stock Market Returns

Festic, Mejra - 2013

The objective of this paper is to analyze and compare the fractal structure of the Croatian and Hungarian stock market returns. The presence of long memory components in asset returns provides evidence against the weak-form of stock market efficiency. The starting working hypothesis that there...

Persistent link: https://www.econbiz.de/10013082337

Investigating Purchasing Power Parity in Central and Eastern European Countries : A Panel Data Approach

Borsic, Darja - 2013

The goal of this paper is to investigate the validity of PPP for a heterogeneous group of 12 transition countries with respect to dollar and euro. The analysis relies on monthly data frequency covering the period of 1994-2008. The first generation of panel unit root tests is based on the...

Persistent link: https://www.econbiz.de/10013085251

The up-coming crisis and the banking sector in the Baltic states

Festić, Mejra; Repina, Sebastijan; Kavkler, Alenka - In: Swiss journal of economics and statistics 145 (2009) 3, pp. 269-292

Persistent link: https://www.econbiz.de/10003901054

The trade deficit and banking sector results in Romania and Bulgaria

Kavkler, Alenka; Festić, Mejra - In: Amfiteatru economic : an economic and business research … 12 (2010) 27, pp. 199-213

Persistent link: https://www.econbiz.de/10008667965

Modelling stock exchange index returns in different GDP growth regimes

Kavkler, Alenka; Festić, Mejra - In: Prague economic papers : a bimonthly journal of … 20 (2011) 1, pp. 3-22

Persistent link: https://www.econbiz.de/10009316464

The macroeconomic sources of systemic risk in the banking sectors of five new EU member states

Festić, Mejra; Kavkler, Alenka; Repina, Sebastijan - In: Journal of banking & finance 35 (2011) 2, pp. 310-322

Persistent link: https://www.econbiz.de/10009244321

European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis

Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256

Persistent link: https://www.econbiz.de/10009680562

PPP in Central and Eastern European economies : further evidence from panel unit root tests

Kavkler, Alenka; Boršič, Darja; Bekő, Jani - In: Applied economics letters 19 (2012) 16/18, pp. 1543-1548

Persistent link: https://www.econbiz.de/10009683121

PPP and nonlinearity of real exchange rates : new evidence from transition economies

Bekő, Jani; Kavkler, Alenka; Boršič, Darja - In: Applied economics letters 19 (2012) 16/18, pp. 1851-1855

Persistent link: https://www.econbiz.de/10009685951

The banking sector in the Baltics

Kavkler, Alenka; Festić, Mejra - In: Banks and bank systems : international research journal 5 (2010) 3, pp. 87-96

Persistent link: https://www.econbiz.de/10008729257