Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Zoran Narasanov"'
Publikováno v:
UTMS Journal of Economics, Vol 11, Iss 2, Pp 182-201 (2020)
In this paper, we test Granger causality in VAR environment of the State Budget’s capital expenditures on the GDP. There is no doubt that capital expenditures for infrastructure projects, energetic, communications and similar have direct and indire
Publikováno v:
Economic and Regional Studies / Studia Ekonomiczne i Regionalne. 11:7-23
Subject and purpose of work: The main task of this paper is to examine the proximity of valuations generated by different valuation models to stock prices in order to investigate their reliability at Macedonian Stock Exchange (MSE) and to present alt
Publikováno v:
UTMS Journal of Economics, Vol 6, Iss 1, Pp 147-154 (2015)
Dividend discount model (DDM) is the simplest model for valuing equities in finance. Many analysts belived that DDM is outmoded, but much of the intuition that drives Discounted Cash Flow (DCF) valuation is embedded in the DDM model. There are also s
Publikováno v:
International Scientific Publications: Economy & Business. 9(1):84-93
This paper investigates volatility of the Macedonian Stock Exchange (MSE), analyzing ten years daily data movements of MSE index (MBI-10) and ten random chosen stocks and compare results with other six stock markets (Croatia, Czech Republic, Hungary,
Publikováno v:
International Scientific Publications: Economy & Business. 9(1):73-83
Many analysts believed that Dividend Discount Model (DDM) is obsolete, but much of the intuition that drives discounted cash flow (DCF) valuation is embedded in the DDM model. The basic task of these research is to test DDM valuation models accuracy
Publikováno v:
Journal of Modern Accounting and Auditing. 12
Macedonian tourism insight through the analysis of stocks returns of quoted tourism companies at MSE
Publikováno v:
Proceedings of the Singidunum International Tourism Conference - Sitcon 2016.
Publikováno v:
UTMS Journal of Economics, Vol 6, Iss 2, Pp 209-221 (2015)
Prominent financial stock pricing models are built on assumption that asset returns follow a normal (Gaussian) distribution. However, many authors argue that in the practice stock returns are often characterized by skewness and kurtosis, so we test t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::82e17c78a5b5ce62c1097ffcac0ec2f7
https://hdl.handle.net/10419/146359
https://hdl.handle.net/10419/146359