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Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]

Author

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  • Diaconaşu Delia-Elena

    (Universitatea “Alexandru Ioan Cuza” din Iaşi)

Abstract

About the features and impact of volatility on emerging stock market there is a wide literature, but we are convinced that such a topic still provides fertile ground for the economic research. The reasons are multiple: emerging stock markets have several particularities compared to the developed ones, the dynamics of this sector is incomparable with that of other fields of the economy.

Suggested Citation

  • Diaconaşu Delia-Elena, 2015. "Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
    • Handle: RePEc:oen:econom:y:2015:i:01:id:417
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    More about this item

    Keywords

    emerging stock markets; GARCH; macroeconomic determinants;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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