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Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86086776" target="_blank" >RIV/61989100:27510/13:86086776 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis

  • Original language description

    Recent global financial crisis and subsequent debt crisis has led to spillover of shocks between particular equity markets worldwide. Previous research works were primarily focused on equity markets of the new EU member states and their integration intothe global market or the euro area only. This paper investigates, describes and compares mutual interactions among new EU member states in Central Europe and global stock markets during period of 2004-2012 years. In this paper the methods of regression and correlation analysis, cointegration analysis and vector autoregression will be used. During the period of the global financial crisis an influence of shocks from other countries rapidly increased so that Central European stock markets became more sensitive to regional information. With regard to interconnection of Central European stock markets with global markets, an assumption that Central European stock markets are rather affected by the US. stock market than the Eurozone area was

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

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

    Financial Regulation and Supervision in the After-Crisis Period : proceedings of 14th International Conference on Finance and Banking : Ostrava, Czech Republic, 16 - 17 October 2013

  • ISBN

    978-80-7248-892-6

  • ISSN

  • e-ISSN

  • Number of pages

    12

  • Pages from-to

    417-428

  • Publisher name

    Silesian University, School of Business Administration

  • Place of publication

    Karviná

  • Event location

    Ostrava

  • Event date

    Oct 16, 2013

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article