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Gancho Todorov GANCHEV, Prof. PhD, Mariya Georgieva PASKALEVA, Assist Prof., PhD
Pág. 78 - 106
In this paper, we construct the Financial Conditions Index of 11 European economies - Bulgaria, Czech Republic, Croatia, Estonia, Hungary, Lithuania, Latvia, Poland, Romania, Germany, and Turkey. We aim to reveal the sensitivity of the FCIs to the dynami...
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Ani Qankova Stoykova, Mariya Georgieva Paskaleva, Dinko Zhulien Stoykov
Pág. 129 - 153
This paper examines the impact of sentiment indicators on the financial market dynamics and default probability. First, we use GARCH models and Granger Causality Test in order to test the relationship between sentiment indicators and capital market dynam...
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Mariya Georgieva Paskaleva
Pág. 81 - 113
This study represents the increasing significance of credit default swaps for European capital markets, namely Germany, France, Belgium, Ireland, Italy, Portugal, Spain, Greece, Bulgaria and Romania. The period of analysis is between 2003- 2016 years. Af...
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Mariya Georgieva Paskaleva,Ani Stoitsova-Stoykova
Pág. 172 - 179
We examine the market efficiency and the linkages between financial market dynamics and iTraxx Europe of the equity markets of South East Europe (SEE). Therefore, this study aims to answer whether there exists a difference between the stock market perfor...
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