Relationship between Macroeconomic Indicators and Capital Markets Performance in Selected Southeastern European Countries

Relationship between Macroeconomic Indicators and Capital Markets Performance in Selected Southeastern European Countries

This study tests the weak form of the efficient capital markets theorem in five transition economies in Southeast Europe between 2005 and 2016. A panel pooled mean group estimator is used to examine the relationship between macroeconomic indicators...

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Bibliographic Details
Main Author: Dodig, Ante
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2020
Subjects:
CAPITAL MARKETS
EMERGING MARKET ECONOMIES
MARKET EFFICIENCY
MACROECONOMIC INDICATOR
TRANSITION ECONOMIES
TRANSPARENCY
Online Access:http://documents.worldbank.org/curated/en/973421594990591465/Relationship-between-Macroeconomic-Indicators-and-Capital-Markets-Performance-in-Selected-Southeastern-European-Countries
http://hdl.handle.net/10986/34169

Internet

http://documents.worldbank.org/curated/en/973421594990591465/Relationship-between-Macroeconomic-Indicators-and-Capital-Markets-Performance-in-Selected-Southeastern-European-Countries
http://hdl.handle.net/10986/34169

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