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- Title
A MIXED FREQUENCY ANALYSIS OF CONNECTIONS BETWEEN MACROECONOMIC VARIABLES AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE.
- Authors
LUPU, Radu; CALIN, Adrian Cantemir
- Abstract
The importance of connections between macroeconomic growth and financial markets is studied for a long time in the academic research. The special case of the developing countries, which is the case of the Central and Eastern European economies highlights this phenomenon even more, as many of them are still at the verge of reforming their economies. Our paper proposes the use of MIDAS regression in an analysis of the connections between macroeconomic growth and equity markets in this region in order to exhibit the importance of the latter for the reform strategies.
- Subjects
CONTESTABLE markets theory; MULTIVARIATE analysis; ECONOMIC development; FINANCIAL markets; EDUCATION research
- Publication
Financial Studies, 2014, Vol 18, Issue 2, p69
- ISSN
2066-6071
- Publication type
Article