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Money Supply and Stock Market Development in the Czech Republic, in the Slovak Republic, and in a few other selected countries
, and in a few other developed countries. The Johansen cointegration test procedure is used on the other hand. The results of cointegration tests indicate existence of cointegration but in differe...
AH - Ekonomie
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Macroeconomic Factors and the Stock Market
The aim of this study is to investigate whether macroeconomic variables explain stock market returns by using cointegration tests. Our study finds that the U.S indexes.The Johansen´s test procedures illustrate that...
AH - Ekonomie
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
Macroeconomic Factors and the Stock Market
The aim of this study is to investigate whether macroeconomic variables explain stock market returns by using cointegration tests. Our study finds that stock markets reflect a set of macroeconomic variable fluctuations on stock mark...
AH - Ekonomie
- 2004 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Estimation of the relationship between competition and concentration in the Czech banking sector
between competition and concentration using the Johansen cointegration test was examined. In the paper the cointegration analysis found the negative relationship......
AE - Řízení, správa a administrativa
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
The Relationship between the Stock Market of the Czech Republic and Stock Markets of its Major Trading Partners : the Impact of the Global Financial Crisis
and stock markets of its major trading partners. Johansen multivariate cointegration markets.The purpose of the paper is twofold. First, it aims to test whether the degree the initial receptor of internal shocks, while Gra...
AH - Ekonomie
- 2012 •
- D
Rok uplatnění
D - Stať ve sborníku
The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis
and stock markets of its major trading partners. Johansen multivariate cointegration. Thepurpose of the paper is twofold. First, it aims to test whether the degree the initial receptor of internal shocks, while Granger cau...
AH - Ekonomie
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
Relationship between competition and efficiency in the Czech banking industry
of the Czech banks increased in the analysed period. Using a Johansen cointegration test, the paper contributes to the empirical literature, testing not only the causalityrunning......
AE - Řízení, správa a administrativa
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Analysis of labour market development in the Czech Republic
methodology was used, namely unit root tests, Granger cau-sality for the determination of statistically significant relationships, information cri-teria and the Johansen cointegration test.The data used have the character ...
Applied Economics, Econometrics
- 2019 •
- D
Rok uplatnění
D - Stať ve sborníku
Price and volatility transmissions between oil and selected agricultural commodities
bank in constant prices in UDS. It allows avoiding impact of inflation. Johansen cointegration test was chosen for VECM model with long-run cointegration. The model......
Applied Economics, Econometrics
- 2022 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Analysis of the Relationship between Oil and Gold Prices
included a quantitative analysis of the variables, such as Granger causality test, Johansen cointegration test and Vector Error Correction model. This paper reveals......
AH - Ekonomie
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
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