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Ekonomsko-poslovna fakulteta, Maribor (EPF)
POSLOVALNI ČAS/ IZPOSOJA NA DOM: Ponedeljek, Sreda, Petek 8.30 - 14.00. Torek, Četrtek 8.30 - 17.00. ČITALNICA: Ponedeljek, Torek, Sreda, Četrtek 8.30 - 17.00, Petek 8.30 - 14.00. Poletni poslovalni čas (julij-avgust) / Knjižnica in čitalnica: torek in četrtek 9.00 - 14.00.
  • Modelling stock exchange index returns in different GDP growth regimes
    Kavkler, Alenka ; Festić, Mejra
    During different GDP growth regimes, the dynamics of global financial markets impacts the Slovenian stock exchange with varying intensity. We propose a smooth transition regression model to explain ... Slovene stock exchange index returns employing financial and macroeconomic variables. According to our model, the reaction of the stock market to several of the explanatory variables depends on the magnitude of GDP growth. The weaker relationship between Slovene stock exchange index returns and S&P 500 returns in the period of lower or negative GDP growth could be explained by less developed financial market in Slovenia and therefore not closely linked interchange of securities.
    Vir: Prague Economic Papers : quarterly journal of economic theory and policy. - ISSN 1210-0455 (Vol. 20, no. 1, 2011, str. 3-22)
    Vrsta gradiva - članek, sestavni del
    Leto - 2011
    Jezik - angleški
    COBISS.SI-ID - 10620188

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