The Impact of the Financial Crisis on Integration of Bond Markets in the European Union

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F13%3A39896971" target="_blank" >RIV/00216275:25410/13:39896971 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/00216275:25410/14:39898934

Výsledek na webu

<a href="http://icfb.rs.opf.slu.cz/sites/icfb.rs.opf.slu.cz/files/06_cernohorsky.pdf" target="_blank" >http://icfb.rs.opf.slu.cz/sites/icfb.rs.opf.slu.cz/files/06_cernohorsky.pdf</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

The Impact of the Financial Crisis on Integration of Bond Markets in the European Union

Popis výsledku v původním jazyce

The aim of the paper is to evaluate the impact of the financial crisis on the integration of bond markets in the European Union (EU). The initial indicator is the average yield of medium-term government bonds in individual EU countries. Consequently, the2005 ? 2011 time period has been divided into two periods - before the financial crisis and during the financial crisis, and after the financial crisis. Furthermore, we have used the one-factor analysis of variance ANOVA and then compared the mean values in the indicated periods. In order for ANOVA to be carried out, first the assumptions of normality and homogeneity of variances of survey data have to be tested. Here we apply Shapiro-Wilk test for testing the normality and Bartlett's test for testingthe homogeneity of variances. The result of the procedure is a statement that the integration of bond markets in the EU has been deepened, despite the financial crisis

Název v anglickém jazyce

The Impact of the Financial Crisis on Integration of Bond Markets in the European Union

Popis výsledku anglicky

The aim of the paper is to evaluate the impact of the financial crisis on the integration of bond markets in the European Union (EU). The initial indicator is the average yield of medium-term government bonds in individual EU countries. Consequently, the2005 ? 2011 time period has been divided into two periods - before the financial crisis and during the financial crisis, and after the financial crisis. Furthermore, we have used the one-factor analysis of variance ANOVA and then compared the mean values in the indicated periods. In order for ANOVA to be carried out, first the assumptions of normality and homogeneity of variances of survey data have to be tested. Here we apply Shapiro-Wilk test for testing the normality and Bartlett's test for testingthe homogeneity of variances. The result of the procedure is a statement that the integration of bond markets in the EU has been deepened, despite the financial crisis

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

14th International Conference on Finance and Banking Financial Regulation and Supervision in the Ater-Crisis Period

ISBN

978-80-7248-892-6

ISSN

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e-ISSN

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Počet stran výsledku

11

Strana od-do

62-72

Název nakladatele

Slezská univerzita v Opavě

Místo vydání

Opava

Místo konání akce

Ostrava

Datum konání akce

16. 10. 2013

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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