Munich Personal RePEc Archive

THE ANALISIS OF THE BET-FI INDEX’S STATIC PROPERTIES

Dima, Bogdan and Barna, Flavia and Pirtea, Marilen and Nachescu, Miruna (2007): THE ANALISIS OF THE BET-FI INDEX’S STATIC PROPERTIES.

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Abstract

The financial sector of the Bucharest Stock Exchange, reflected in the BET-FI index, has gone through important changes during the last few years, becoming very attractive for the individual and institutional investors. This paper’s aim is to offer an analysis of the static proprieties of the BET-FI index and of the way the financial sector positioned in respect to the other sectors, as well as to the whole financial Romanian market. This will be done by a co-integration between the BET-FI index and the others indexes of the market (namely BET and BET-C).

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