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
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DOI - Digital Object Identifier
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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
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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
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
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e-ISSN
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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
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