The impact of sectoral economy indicators on the stock market in the Baltic countries
The article examines the dependencies of individual sectoral stock price indices of OMX Baltic security market on sectoral indicators of Lithuania economy, using econometric methods. Regression models are constructed using quarterly time series of 2005–2013 years. VAR models obtained in the [3] pap...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2014-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/14913 |