An international integration history of the Zagreb Stock Exchange

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...

Full description

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:	stock market co-movement Croatian international financial integration dynamic correlation coefficient models
Online Access:	http://www.pse-journal.hr/upload/files/pse/2017/2/sikic_sagovac.pdf

Similar Items

Tourism Sector on the Zagreb Stock Exchange (ZSE): What is the Value of Croatian Tourism?
by: Penda Ivor Altaras
Published: (2015-12-01)

Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval
by: Tomasz Schabek, et al.
Published: (2019-12-01)

Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets
by: Angelovska Julijana
Published: (2017-11-01)

Global Concept of Financial Institutional Transformation of Stock Exchange
by: Burmaka Mykola, et al.
Published: (2017-12-01)

Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
by: Hsien-Yi Lee
Published: (2012-03-01)

Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
by: Hsien-Yi Lee
Published: (2012-01-01)

Determinants of Stock Market Co-Movements between Pakistan and Asian Emerging Economies
by: Muhammad Aamir, et al.
Published: (2018-06-01)

Correlation of stock market returns in the West African region from 2008 to 2016
by: Eseosa Obadiaru, et al.
Published: (2019-08-01)

Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis
by: Olbryś Joanna, et al.
Published: (2015-06-01)

CVaR in Measuring Sector's Risk on the Croatian Stock Exchange
by: Aljinović Zdravka, et al.
Published: (2018-07-01)

Analysis and Development Tendencies of the Stock Market in the European Region and Ukraine
by: Kapeliusha Tetiana V.
Published: (2019-12-01)

EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
by: Oussama Tilfani, et al.
Published: (2020-05-01)

An Empirical Analysis on the Dhaka Stock Exchange (DSE) Financial Crisis
by: Sarod Khandaker
Published: (2012-09-01)

Equity portfolio optimization: A DEA based methodology applied to the Zagreb Stock Exchange
by: Margareta Gardijan, et al.
Published: (2015-10-01)

Causal Relationship between the Stock Market and Exchange Rate in Ukraine
by: Blahun Ivan I.
Published: (2019-03-01)

Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019)
by: Marco Tronzano
Published: (2021-03-01)

The Asean Stock Market Integration: The Effect of the 2007 Financial Crisis on the Asean Stock Indices’ Movements
by: Adwin Surja Atmadja
Published: (2009-01-01)

Features of the Institutional Structure of the Polish Stock Market under Conditions of Transformational Changes in the Global Financial Environment
by: Goncharenko Nataliia I., et al.
Published: (2017-03-01)

THE IMPACT OF STOCK OPTIONS TRADING ON THE MARKET VALUE OF COMPANIES LISTED IN KUWAIT STOCK EXCHANGE
by: Ghada Ali TIMRAZ, et al.
Published: (2012-09-01)

Modeling the Optimal Portfolio: the Case of the Largest European Stock Exchanges
by: Florin Aliu, et al.
Published: (2020-06-01)

Volatility Co-Movement in Stock Markets
by: María Nieves López-García, et al.
Published: (2021-03-01)

Correlating stock exchange indices under both normal and financial crisis conditions
by: Gabriela-Victoria ANGHELACHE, et al.
Published: (2012-11-01)

STOCK EXCHANGE MARKETS INTEGRATION – A CAUSE OF QUASI-SIMULTANEOUS TRANSMISSION OF FINANCIAL CRISIS
by: SABAU-POPA CLAUDIA DIANA
Published: (2009-05-01)

A Wavelet-based Discussion on the Greek Stock Market Integration During the Last Decade
by: Boryana Bogdanova
Published: (2015-09-01)

Impact of Exchange Rate on Stock Market
by: Seri Suriani, et al.
Published: (2015-03-01)

The Impact of Capital Structure on Stock Returns: International Evidence
by: Reza TAHMOORESPOUR, et al.
Published: (2015-03-01)

Who Co-Moves The Islamic Stock Market of Indonesia -The US, The UK, or Japan?
by: M. Shabri Abd. Majid
Published: (2018-05-01)

FINANCIAL MARKET INTEGRATION IN ASIA: EVIDENCE FROM STOCK AND BOND MARKET
by: Fauziah Fauziah
Published: (2018-01-01)

Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA
by: Tihana Škrinjarić
Published: (2014-04-01)

Return on securities of the listed banks, using BET and BET-C indices of the Bucharest Stock Exchange
by: Victoria FIRESCU, et al.
Published: (2017-11-01)

Analysis of financial contagion in influential African stock markets
by: Oluwatosin Mary Aderajo, et al.
Published: (2021-02-01)

An analysis of the random walk hypothesis: Evidence from the Lusaka stock exchange
by: Kabaye, Taniya
Published: (2014)

The functioning the global stock exchanges in the face of the global financial recession
by: Elżbieta Gruszczyńska-Brożbar
Published: (2009-12-01)

The co-integration of European stock markets after the launch of the euro
by: da Soares Fonseca José
Published: (2008-01-01)

Effect of convergence to International Financial Reporting Standards on Companies Listed in the Colombian Stock Exchange
by: Liliana Elizabeth Ruiz Acosta, et al.
Published: (2019-12-01)

INTEGRASI PASAR SAHAM ASEAN-5: ANALISIS SEBELUM DAN SEPANJANG KRISIS KEUANGAN GLOBAL 2007-2008
by: Endri Endri
Published: (2017-03-01)

Stock exchange indices and their impact on financial market's stability
by: Gligorijević Saša
Published: (2016-01-01)

RELATIVITY OF INDIAN STOCK MARKET WITH EXCHANGE RATE, GOLD AND CRUDE OIL
by: A.N. Vijayakumar
Published: (2021-06-01)

Cascading effect of contagion in Indian stock market: Evidence from reachable stocks
by: Rajan Sruthi, et al.
Published: (2017-12-01)

The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index
by: Hou, Xiaofang, et al.
Published: (2013)

Cannot write session to /tmp/vufind_sessions/sess_uinmhpt0l9lo20n97f95mbljkl