Co-movements of bank stocks? prices as signs of interdependence and contagion
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F13%3A00069252" target="_blank" >RIV/00216224:14560/13:00069252 - isvavai.cz</a>
Result on the web
<a href="http://is.muni.cz/do/econ/soubory/konference/efs/Sbornik_2013.pdf" target="_blank" >http://is.muni.cz/do/econ/soubory/konference/efs/Sbornik_2013.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Co-movements of bank stocks? prices as signs of interdependence and contagion
Original language description
This paper examines the interrelations between six bank stock indices, illustrating world's biggest banking systems, to test the directions of market integration and possible contagion. Employing cointegration analysis methodology, we find evidence of cross-border banking sector interdependence, apparently formed separately by investment and commercial banks, and contagion, which in our case follow the timing convention in business activities of the chosen countries.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
European Financial Systems 2013. Proceedings of the 10th International Scientific Conference
ISBN
9788021062948
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
70-78
Publisher name
Masaryk University
Place of publication
Brno
Event location
Telč
Event date
Jan 1, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000324654400009