A FRONTIER MARKET CASE: DOES BUCHAREST STOCK EXCHANGE HAVE A LEADING DOMESTIC INDEX?
CORNELIA POP; DRAGOS BOZDOG; ADINA CALUGARU;
- Subject: frontier market, financial investment companies, Granger-causality, regression, leading index
- jel: jel:G11 | jel:G10
A frontier market can play a significant role in the diversification of a global portfolio. Equally important are the companies selected in order to fulfill the diversification needs. We focused on Bucharest Stock Exchange, considered a frontier market, and we analyzed ... View more