Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008-2009?
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31130%2F12%3A00040233" target="_blank" >RIV/61384399:31130/12:00040233 - isvavai.cz</a>
Result on the web
<a href="http://journal.fsv.cuni.cz/mag/article/show/id/1258" target="_blank" >http://journal.fsv.cuni.cz/mag/article/show/id/1258</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008-2009?
Original language description
Main topics of the document: CAPM; CCAPM; multivariate GARCH-in-mean; risk premium; structural changes; Czech Republic; capital market
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Finance a úvěr
ISSN
0015-1920
e-ISSN
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Volume of the periodical
62
Issue of the periodical within the volume
5
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
21
Pages from-to
450-470
UT code for WoS article
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EID of the result in the Scopus database
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