Cointegration analysis of stock market index and exchange rate: The case of Serbian economy

Since the late 90's, the existence and direction of causality between the capital market and foreign exchange market have attracted significant attention of theoretical and empirical researchers. This is because both of these financial variables have an indisputable role in the development of e...

Full description

Bibliographic Details
Main Authors: Marjanović Milena, Mihailović Ivan, Dimitrijević Ognjen
Format: Article
Language:English
Published: University of Novi Sad - Faculty of Economics, Subotica 2021-01-01
Series:Anali Ekonomskog fakulteta u Subotici
Subjects:
Online Access:https://scindeks-clanci.ceon.rs/data/pdf/0350-2120/2021/0350-21202146059M.pdf