Nistor Costel and Stefanescu Razvan and Dumitriu Ramona: The impact of the US stock market on the Romanian stock market in the context of the financial crisis.
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Abstract
This paper explores the stock market interlinkages between the United States and Romania during the actual financial crisis. For this purpose we analyze, in a Vector Autoregressive framework, daily values of Dow Jones and BET, being two reference indexes for the US and the Romanian Stock markets. By comparing with the results for a more tranquil period of time, we conclude that in the context of the financial crisis the Romanian stock market became more sensitive to the US stock market evolution.
| Item Type: | Conference or Workshop Item |
|---|---|
| Journal or Publication Title: | Proceedings of the Challenges for Analysis of the Economy, the Businesses, and Social Progress : International Scientific Conference Szeged, November 19-21, 2009 |
| Date: | 2010 |
| ISBN: | 978-963-06-9558-9 |
| Page Range: | pp. 636-655 |
| Related URLs: | http://acta.bibl.u-szeged.hu/57418/ |
| Uncontrolled Keywords: | Részvénypiac - román, Tőzsde - román, Pénzügyi válság |
| Additional Information: | Bibliogr.: p. 654-655. ; összefoglalás angol nyelven |
| Date Deposited: | 2019. Apr. 25. 09:42 |
| Last Modified: | 2022. Nov. 08. 13:09 |
| URI: | http://acta.bibl.u-szeged.hu/id/eprint/57830 |
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