러시아ㆍ유라시아
연구정보
Volatility And Kurtosis At Emerging Markets: Comparative Analysis Of Macedonian Stock Exchange And Six Stock Markets From Central And Eastern Europe
러시아 / 슬로바키아 / 체코 / 크로아티아 / 폴란드 국외연구자료 기타 Zoran Ivanovski, Zoran Narasanov, Nadica Ivanovska IDEAS 발간일 : 2015-08-07 등록일 : 2015-08-07 원문링크
Abstract
This paper investigates volatility of the Macedonian Stock Exchange (MSE), analyzing ten years daily data movements of MSE index (MBI-10) and ten random chosen stocks and compare results with other six stock markets (Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia). We find that MSE volatility is close to Czech, Poland and Croatia markets. Regression analysis provides evidences for strong correlation between MSE stocks which significantly influence volatility of MBI-10 index.
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
| 이전글 | 아르메니아 성평등 현황 | 2015-07-31 |
|---|---|---|
| 다음글 | Kazakhstan and the WTO: A New Era | 2015-08-07 |
