The impact of sectoral economy indicators on the stock market in the Baltic countries

DOI10.15388/LMR.A.2014.11zbMath1354.91114OpenAlexW2185239407MaRDI QIDQ2799594

Roma Valkavičienė, Rimantas Rudzkis

Publication date: 13 April 2016

Published in: Lietuvos matematikos rinkinys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15388/lmr.a.2014.11

zbMATH Keywords

econometric analysisOMX Baltic security marketsectoral indices of stock pricesvector autoregressive model VAR with exogenous variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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