Financial Market Co-Movement between Transition Economies: A Case Study of Serbia, Hungary, Croatia and Slovenia
Апстракт
This paper tests and analyses the interdependence of financial markets in the transition economies of Serbia, Hungary, Croatia and Slovenia, as well as the similarity of these markets with the US financial market. The source of information is the data obtained from the financial markets of these countries in the form of stock-market indices for the period 05.10.2005-30.09.2011. The main hypothesis to be tested in the work is the assumption that there is a significant level of similarity between these financial markets. The methodology used in the study includes statistical methods of sampling and factor analysis. The research results confirm the hypothesis, which was tested in the work, that there are significant levels of similarity between the financial markets of transition economies, both among each other and with the US market.
Кључне речи:
transition economies / stock-market indices / stock exchange / financial marketsИзвор:
Acta Polytechnica Hungarica, 2012, 9, 3, 115-134Издавач:
- BUDAPEST TECH, BUDAPEST
Финансирање / пројекти:
- Унапређење конкурентности Србије у процесу приступања Европској унији (RS-MESTD-Integrated and Interdisciplinary Research (IIR or III)-47028)
Институција/група
Fakultet zaštite životne sredineTY - JOUR AU - Anđelić, Goran AU - Đaković, Vladimir PY - 2012 UR - https://redun.educons.edu.rs/handle/123456789/151 AB - This paper tests and analyses the interdependence of financial markets in the transition economies of Serbia, Hungary, Croatia and Slovenia, as well as the similarity of these markets with the US financial market. The source of information is the data obtained from the financial markets of these countries in the form of stock-market indices for the period 05.10.2005-30.09.2011. The main hypothesis to be tested in the work is the assumption that there is a significant level of similarity between these financial markets. The methodology used in the study includes statistical methods of sampling and factor analysis. The research results confirm the hypothesis, which was tested in the work, that there are significant levels of similarity between the financial markets of transition economies, both among each other and with the US market. PB - BUDAPEST TECH, BUDAPEST T2 - Acta Polytechnica Hungarica T1 - Financial Market Co-Movement between Transition Economies: A Case Study of Serbia, Hungary, Croatia and Slovenia EP - 134 IS - 3 SP - 115 VL - 9 UR - conv_774 ER -
@article{ author = "Anđelić, Goran and Đaković, Vladimir", year = "2012", abstract = "This paper tests and analyses the interdependence of financial markets in the transition economies of Serbia, Hungary, Croatia and Slovenia, as well as the similarity of these markets with the US financial market. The source of information is the data obtained from the financial markets of these countries in the form of stock-market indices for the period 05.10.2005-30.09.2011. The main hypothesis to be tested in the work is the assumption that there is a significant level of similarity between these financial markets. The methodology used in the study includes statistical methods of sampling and factor analysis. The research results confirm the hypothesis, which was tested in the work, that there are significant levels of similarity between the financial markets of transition economies, both among each other and with the US market.", publisher = "BUDAPEST TECH, BUDAPEST", journal = "Acta Polytechnica Hungarica", title = "Financial Market Co-Movement between Transition Economies: A Case Study of Serbia, Hungary, Croatia and Slovenia", pages = "134-115", number = "3", volume = "9", url = "conv_774" }
Anđelić, G.,& Đaković, V.. (2012). Financial Market Co-Movement between Transition Economies: A Case Study of Serbia, Hungary, Croatia and Slovenia. in Acta Polytechnica Hungarica BUDAPEST TECH, BUDAPEST., 9(3), 115-134. conv_774
Anđelić G, Đaković V. Financial Market Co-Movement between Transition Economies: A Case Study of Serbia, Hungary, Croatia and Slovenia. in Acta Polytechnica Hungarica. 2012;9(3):115-134. conv_774 .
Anđelić, Goran, Đaković, Vladimir, "Financial Market Co-Movement between Transition Economies: A Case Study of Serbia, Hungary, Croatia and Slovenia" in Acta Polytechnica Hungarica, 9, no. 3 (2012):115-134, conv_774 .