Similar Search Results

Multiscale test of CAPM for three Central and Eastern European stock markets

Dajčman, Silvo; Festić, Mejra; Kavkler, Alenka - In: Journal of business economics and management 14 (2013) 1, pp. 54-76

Persistent link: https://www.econbiz.de/10009732739

Dependence between Croatian and European stock markets : a copula GARCH approach

Dajčman, Silvo - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 31 (2013) 2, pp. 209-232

Persistent link: https://www.econbiz.de/10010240939

Interdependence between some major European stock markets - a wavelet lead/lag analysis

Dajčman, Silvo - In: Prague economic papers : a bimonthly journal of … 22 (2013) 1, pp. 28-49

Persistent link: https://www.econbiz.de/10009734993

Dependence between Croatian and European Stock Markets – A Copula GARCH Approach

Dajčman, Silvo - 2013

The objective of this paper is to analyze dependence structure between the returns of Croatian and five European stock markets (Austrian, French, German, Italian, and the U.K.'s). We propose a copula GARCH approach, where the return series are modeled as univariate GARCH processes and the...

Persistent link: https://www.econbiz.de/10013071482

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

Modeling unemployment duration in Slovenia using cox regression models

Boršič, Darja; Kavkler, Alenka - In: Transition studies review 16 (2009) 1, pp. 145-156

Persistent link: https://www.econbiz.de/10003867109

Do real exchange rates in small Central and Eastern European economies obey purchasing power parity?

Bekő, Jani; Kavkler, Alenka - In: International journal of sustainable economy 11 (2019) 2, pp. 121-140

Persistent link: https://www.econbiz.de/10012050857

Is the PPP valid for the EA-11 countries? : new evidence from nonlinear unit root tests

Kavkler, Alenka; Boršič, Darja; Bekő, Jani - In: Economic research 29 (2016) 1, pp. 612-622

Persistent link: https://www.econbiz.de/10012221745

Estimation of government spending multiplier in EU economies

Senekovič, Marko; Kavkler, Alenka; Bekő, Jani - In: Naše gospodarstvo : NG 65 (2019) 1, pp. 16-29

The aim of this paper is to estimate government consumption multiplier and to examine the effect of various characteristics of countries on the size of fiscal multiplier. We apply a panel VAR model following Ilzetzki et al. (2013) for a sample of 28 EU countries covering the period from 1995 to...

Persistent link: https://www.econbiz.de/10012021817

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32

In this article, the authors carried out an empirical analysis of the validity of purchasing power parity (PPP) in Slovenia, Croatia, the Czech Republic, Slovakia and Austria. The results provide mixed support for PPP, which is typical for extransition economies. In the first phase of the...

Persistent link: https://www.econbiz.de/10012887177