期刊名称：Annals of the University of Oradea : Economic Science
印刷版ISSN：1222-569X
电子版ISSN：1582-5450
出版年度：2009
卷号：XVIII
期号：03
出版社：University of Oradea
摘要：This paper explores the dynamic relations between two indices of Romanian stock markets: BET and
RASDAQ-C. The results of our analysis cannot strongly support the hypothesis of the cointegration
between the two variables. A Vector Autoregression model revealed weak interactions between the two
indices. We find evidence of an unidirectional causality from BET to RASDAQ-C.
