Bucharest Stock Exchange Volatility – Do Fundamentals Matter? [Volatilitatea Bursei de Valori Bucureşti – Contează fundamentele?]

Delia Diaconaşu

Revista OEconomica, 2015, issue 01

Abstract:

About the features and impact of volatility on emerging stock market there is a wide literature, but we are convinced that such a topic still provides fertile ground for the economic research. The reasons are multiple: emerging stock markets have several particularities compared to the developed ones, the dynamics of this sector is incomparable with that of other fields of the economy.

Keywords: emerging stock markets; GARCH; macroeconomic determinants (search for similar items in EconPapers)
JEL-codes: C13 F21 G15 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:oen:econom:y:2015:i:01:id:417

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