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