Comparison of capital markets in Bulgaria, Romania and Slovakia in years 2001-2009

• Authors: Krzysztof Kompa
• Languages of publication: EN

Abstracts

EN

The aim of research is evaluation of the development of stock exchanges in Sofia, Bucharest and Bratislava in the years 2000-2009. The analysis is provided for the logarithmic rates of return of main stock indexes quoted in the investigated countries, employing central tendency, dispersion and skewness measures as well as statistical inference. The research is provided for the whole period and for the sub-periods that are distinguished due to the general tendency at capital markets.

Keywords

EN

emerging capital markets; stock index; time series analysis

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2012
• Volume: 13
• Issue: 2
• Pages: 48-59

Dates

published

2012

Contributors

author

Krzysztof Kompa

• Department of Econometrics and Statistics, Warsaw University of Life Sciences –SGGW

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