Comparison of capital markets in Bulgaria, Romania and Slovakia in years 2001-2009 Cover Image

Comparison of capital markets in Bulgaria, Romania and Slovakia in years 2001-2009
Comparison of capital markets in Bulgaria, Romania and Slovakia in years 2001-2009

Author(s): Krzysztof Kompa
Subject(s): Economy
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: emerging capital markets; stock index; time series analysis

Summary/Abstract: The aim of research is evaluation of the development of stock exchanges in Sofia, Bucharest and Bratislava in the years 2000-2009. The analysis is provided for the logarithmic rates of return of main stock indexes quoted in the investigated countries, employing central tendency, dispersion and skewness measures as well as statistical inference. The research is provided for the whole period and for the sub-periods that are distinguished due to the general tendency at capital markets.

  • Issue Year: XIII/2012
  • Issue No: 2
  • Page Range: 48-59
  • Page Count: 12
  • Language: English