Long and Short-Term Dynamic Relationship between Macedonian and Croatian Stock Markets
The aim of this study is the empirical investigation of the long-run relations and the short-term dynamics between two Balkan stock markets: Macedonian and Croatian. The presence of long run common trend between the Macedonian and Croatian stock market indices is identified by applying Johansen’s co...
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| Format: | Article |
| Language: | English |
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Sciendo
2017-11-01
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| Series: | Zagreb International Review of Economics and Business |
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| Online Access: | https://doi.org/10.1515/zireb-2017-0014 |