MUTUAL RELATIONSHIPS OF STOCK MARKETS: EXAMPLE FROM CENTRAL EUROPEAN STOCK MARKETS

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86094676" target="_blank" >RIV/61989100:27510/15:86094676 - 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
MUTUAL RELATIONSHIPS OF STOCK MARKETS: EXAMPLE FROM CENTRAL EUROPEAN STOCK MARKETS
Original language description
In recent years, an extensive literature has been developed on studying mutual relationships of financial markets. Recent period of global financial crisis and subsequent debt crisis caused some changes in integration of financial markets worldwide. Previous researches completed in this area were focused mainly on stock markets of new EU member countries and their integration with global markets or/and the Eurozone area. One of the most challenging problems is to analyse also integration among new EU member countries. Therefore, this paper deals with mutual interactions among stock markets of Central Europe Economies (CEE), the Euro area and global stock market in the period of 2007-2013 years. For the purpose of this paper the methods of vector autoregression and variance decomposition will be utilized. An impact of events from global market was clearly observable during the global financial crisis of 2008-2009 years. With regard to integration of CEE stock markets with leading global
Czech name
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Czech description
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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)

Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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