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The Propagation Effects Of Financial Crisis On Ljubljana Stock Exchange

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  • Felicia Ramona Birău

    (University of Craiova)

Abstract

The aim of this article is to investigate the propagation effects of the global financial crisis on Ljubljana Stock Exchange. Beyond the myth of cyclical extreme financial phenomena, contagion ravages had a very prominent replication especially in emerging capital markets. Several critical issues and their influence are disseminated, such as: volatility forecasting, dynamic correlations of financial time series, integrated financial markets, regulatory reform, globalization effects, interdependence of financial transmission mechanisms, co-movement of stock returns. Theoretical concepts are intertwined with financial econometric tools in order to establish whether there is any empirical evidence to support the research. The analysis is based on daily closing prices of the Ljubljana Stock Exchange index SBI TOP over the sample period of 1st April 2003 to 21st December 2012.

Suggested Citation

  • Felicia Ramona Birău, 2013. "The Propagation Effects Of Financial Crisis On Ljubljana Stock Exchange," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(Special I), pages 380-389, March.
    • Handle: RePEc:agr:journl:v:xx:y:2013:i:special-i:p:380-389
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