An international integration history of the Zagreb Stock Exchange

We investigate stock market co-movements among the Croatian and several other markets (in the US, UK, Germany, Austria, Poland, Czech Republic and Hungary) in the period from 3 September 1997 to 19 August 2016 with dynamic correlation coefficient models. This allows us to analyse long-term trends of...

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Bibliographic Details
Main Authors: Luka Sikic, Mislav Sagovac
Format: Article
Language:English
Published: Institute of Public Finance 2017-06-01
Series:Public Sector Economics
Subjects:
Online Access: http://www.pse-journal.hr/upload/files/pse/2017/2/sikic_sagovac.pdf