Theoretical and Applied Economics
No. 10 / 2014 (599)
Econometric model used in the capital market analysis
„ARTIFEX” University of Bucharest, Romania
Abstract. In the frame of this article, by applying the linear regression model, we proceed to the analysis of the existing dependence between the value recorded by the Bucharest Exchange Trading index (meaning the overall evolution of the capital market in Romania) and that of the stock exchange capitalization. The application of this econometric model provides to the capita investors a series of necessary information meant to fix their behaviour during the forthcoming periods.
Contents
How growth-friendly are productive public expenditures? An empirical analysis for Eastern Europe
The validity of Marshall-Lerner condition in Turkey: A cointegration approach
Turn Of the Month Effect and Financial Crisis: A new explanation from the Greek Stock Market (2002-2012)
Econometric model used in the capital market analysis
Economic order, catallactics and entrepreneurship
Public-private partnership in the context of regional development – a solution for renewable energy projects?
Mixed strategy Nash Equilibrium and Quantal Response Equilibrium. An experimental comparison using RPS games