Index of Central and East European securities quoted at Warsaw Stock Exchange - WIG-CEE

• Authors: Krzysztof Kompa
• Languages of publication: EN

Abstracts

EN

After 20 years of transition in Central and Eastern Europe (CEE) the capital markets are considered to be emerging markets and they are still developing. In the last few years, the Warsaw Stock Exchange achieved the first position in the CEE region by the number of listed companies, the value of shares turnover and by the value of market capitalization. Because of the growing number of listed foreign companies from the CEE countries the Warsaw Stock Exchange decided to launch the first regional index. The aim of this paper is to describe the index construction and to investigate its properties through the application of statistical methods.

Keywords

EN

emerging capital markets; stock index; WSE

• Publisher: Katedra Ekonometrii i Statystyki, Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
• Journal: Metody Ilościowe w Badaniach Ekonomicznych
• Year: 2012
• Volume: 13
• Issue: 2
• Pages: 60-72

Dates

published

2012

Contributors

author

Krzysztof Kompa

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

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