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Long memory in the Croatian and Hungarian stock market returns

Festić, Mejra; Kavkler, Alenka; Dajčman, Silvo - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 30 (2012) 1, pp. 115-139

Persistent link: https://www.econbiz.de/10009567827

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

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

Procyclicality of financial and real sector in transition economies

Festić, Mejra - In: Prague economic papers : a bimonthly journal of … 15 (2006) 4, pp. 315-349

Persistent link: https://www.econbiz.de/10003522441

The banking sector and macroeconomic performance in Central European economies

Festić, Mejra; Bekő, Jani - In: Finance a úvěr 58 (2008) 3/4, pp. 131-151

Persistent link: https://www.econbiz.de/10003761685

The banking sector and macroeconomic indicators : some evidence for Hungary and Poland

Festić, Mejra; Bekő, Jani - In: Naše gospodarstvo : revija za aktualna ekonomska in … 54 (2008) 5/6, pp. 118-125

Persistent link: https://www.econbiz.de/10003794086