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  • On the efficiency of Slovenian government debt market : empirical analysis with Nelson-Siegel model
    Grum, Andraž ; Dolenc, Primož, 1976-
    Government securities market is traditionally one of the most efficient segments of financial market with a broader meaning for the national economy. It is used by a variety of market participants ... including for conducting monetary policy. In order to play this crucial role, the government securities market needs to be efficient. The main idea of the current article is to find whether secondary market for government securities in Slovenia is efficient. We found that introduction of secondary market led to an efficient market. However, some changes in government policy announced in mid-2006 caused fall in its efficiency.
    Vir: International journal of sustainable economy. - ISSN 1756-5804 (Vol. 1, No. 2, 2009, str. 144-154)
    Vrsta gradiva - članek, sestavni del
    Leto - 2009
    Jezik - angleški
    COBISS.SI-ID - 3047639
    DOI

Vnos na polico