There is a general acceptance of the fact that a significant direct relationship between financial markets and macroeconomic variables exists, especially by considering the assertion that developed financial markets correspond to high GDP levels. This paper provides an investigation of the...

Using adequate composite indicators, indeed together with other specific models, to analyse high frequency time series and to obtain sort-term forecasts can improve information for business environment, in modern era characterised by an accelerate process of changing. In our study we tried to...