TIME SERIES DECOMPOSITION AS A METHOD OF MEASURING CAPITAL MARKETS CONVERGENCE

Rafal Zukowski ()
Additional contact information
Rafal Zukowski: Collegium of Management and Finance, Warsaw School of Economics

OLSZTYN ECONOMIC JOURNAL, 2020, vol. 15, issue 2, 155-164

Abstract: The aim of the article is to present time series decomposition as a method of measuring capital markets convergence. As an example, convergence of two different sets of markets are measured using this methodology. On the basis of this research, it has been established that time series decomposition of the market indices can prove or reject a hypothesis of moving indices in similar directions over a period of time.

Keywords: time series analysis; international capital markets; markets convergence (search for similar items in EconPapers)
JEL-codes: C32 E32 G15 (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations:

Downloads: (external link)
https://czasopisma.uwm.edu.pl/index.php/oej/article/view/5838/4423 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ole:journl:v:15:y:2020:i:2:p:155-164

DOI: 10.31648/oej.5838

Access Statistics for this article

More articles in OLSZTYN ECONOMIC JOURNAL from University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences
Bibliographic data for series maintained by Wioletta Wierzbicka ().