Mejra Festić
Biographic Data
| ID | 7543357 |
|---|---|
| NAME | Mejra Festić |
| GIVEN NAMES | Mejra |
| FAMILY NAME | Festić |
| SIGNATURE | FESTIĆ M |
| AFFILIATIONS | Bank of Slovenia |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2012 |
| LATEST PUBLICATION YEAR | 2014 |
| H-INDEX | 0 |
Panel regression of stock market indices dynamics in south-eastern European economies
We tested the hypothesis of pro-cyclicality of the stock exchanges indices regarding economic activity of south-eastern European countries (SEE) in the Two-Stage Least Squares (TSLS) model in order to demonstrate the degree and pace of integration of ‘new’ financial markets into larger ones (EU). Rising stock prices in the SEE countries may be the sign of economic growth in the region in the light of the financial integration process. Results of …
Interdependence between the Slovenian and European Stock Markets – A DCC-Garch Analysis
This paper examines the comovement and spillover dynamics between the Slovenian and some European (the UK, German, French, Austrian, Hungarian and the Czech) stock market returns. A dynamic conditional correlation GARCH (DCC-GARCH) analysis is applied to returns series of representative national stock indices for the period from April 1997 to May 2010 to answer the following questions: i) Is correlation (comovement) between the Slovenian and Euro…
No prominent works on this page.
Interdependence between the Slovenian and European Stock Markets – A DCC-Garch Analysis
This paper examines the comovement and spillover dynamics between the Slovenian and some European (the UK, German, French, Austrian, Hungarian and the Czech) stock market returns. A dynamic conditional correlation GARCH (DCC-GARCH) analysis is applied to returns series of representative national stock indices for the period from April 1997 to May 2010 to answer the following questions: i) Is correlation (comovement) between the Slovenian and Euro…
Panel regression of stock market indices dynamics in south-eastern European economies
We tested the hypothesis of pro-cyclicality of the stock exchanges indices regarding economic activity of south-eastern European countries (SEE) in the Two-Stage Least Squares (TSLS) model in order to demonstrate the degree and pace of integration of ‘new’ financial markets into larger ones (EU). Rising stock prices in the SEE countries may be the sign of economic growth in the region in the light of the financial integration process. Results of …
Econometrics (2 works) · Economics (2 works) · Geography (2 works) · Market Dynamics and Volatility (2 works) · Monetary Policy and Economic Impact (2 works) · Autoregressive conditional heteroskedasticity (1 work) · Business (1 work) · Capital market (1 work) · Debt (1 work) · Debt crisis (1 work)