Jasmina Pavlović

Novi Sad Business School

Vladimira Perica-Valtera 4

Bulevar kralja Petra I 38

Novi Sad, 21000

Serbia

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Scholarly Papers (1)

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Dynamic Correlation between Stock Returns and Exchange Rate and its Dependence on the Conditional Volatilities – The Case of Several Eastern European Countries

Bulletin of Economic Research, Vol. 68, Issue S1, pp. 28-41, 2016
Number of pages: 14 Posted: 28 Dec 2016
Dejan Živkov, Jovan Njegić and Jasmina Pavlović
Novi Sad Business School, Novi Sad Business School and Novi Sad Business School
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Abstract:

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Dynamic Conditional Correlation; East European markets; exchange rate; stocks; rolling regression