The Comovement of Financial and Trade Integration: Wavelet Co-Spectrum Approach

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F14%3A86090740" target="_blank" >RIV/61989100:27510/14:86090740 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The Comovement of Financial and Trade Integration: Wavelet Co-Spectrum Approach
Original language description
The paper is focused on the identification of comovement between financial and trade integration in the EU member countries over the period 1993-2012 using a wavelet approach. We use yearly data of selected indicators of financial and trade integration.Our findings show a significant comovement for all countries and indicators in long cycles in period 2000-2009. We also found the comovement between frequencies corresponding to the business cycle in 1993-1994, 2003-2004 and in general 2008-2010. The process of financial integration was stronger in the "old" EU member countries (plus Cyprus and Malta) and the process of trade integration in the "new" member countries. We conclude that there was a strong relation between financial and trade integration in the pre-crisis period (before 2008) in the EU countries compared to period after 2008.
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics, MME 2014 : 32nd international conference : September 10-12, 2014, Olomouc, Czech Republic : conference proceedings
ISBN
978-80-244-4209-9
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
819-824
Publisher name
Palacký University
Place of publication
Olomouc
Event location
Olomouc
Event date
Sep 10, 2014
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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