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Underground Economy, Gdp And Stock Market

Author

Listed:
  • Caus Vasile Aurel

    (University of Oradea, Faculty of Economic Sciences)

Abstract

Economic growth is affected by the size and dynamics of underground economy. Determining this size is a subject of research for many authors. In this paper we present the relationship between underground economy dynamics and the dynamics of stock markets. The observations are based on regression used by Tanzi (1983) and the relationship between GDP and stock market presented in Tudor (2008). The conclusion of this paper is that the dynamics of underground economy is influenced by dynamic of financial markets. Thus, using specific stock market mathematical tools analysis, one can analyze the dynamic of underground economy

Suggested Citation

  • Caus Vasile Aurel, 2012. "Underground Economy, Gdp And Stock Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 279-283, July.
    • Handle: RePEc:ora:journl:v:1:y:2012:i:1:p:279-283
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    File URL: http://anale.steconomiceuoradea.ro/volume/2012/n1/041.pdf
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    More about this item

    Keywords

    underground economy; currency demand; stock market volatility; wavelet analysis.;
    All these keywords.

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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