Studying the Stock Market – Economic Activity Nexus in Poland with a VAR‑VECM Approach
The paper discusses the links between stock market performance and real economic activity and presents results of an empirical inquiry into dynamic relationships between the main stock index quoted on the Warsaw Stock Exchange (WIG) and GDP in Poland over the years 1995–2019. In many empirical studi...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Lodz University Press
2020-06-01
|
| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
| Subjects: | |
| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/6254 |