Long-Run And Short-Run Causality Between Stock Price Indices And Macroeconomic Variables: Evidence Of Panel Vecm Analysis From Bosnia And Herzegovina, Croatia, North Macedonia And Serbia
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More about this item
Keywords
panel VECM; stock index; macroeconomic variables;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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