Volatilita kapitálových trhů v České republice, Chorvatsku a vybraných zemích EU

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F07%3A%230000051" target="_blank" >RIV/47813059:19520/07:#0000051 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Stock Markets Volatility in the Czech Republic, Croatia and Selected EU-Countries.

Popis výsledku v původním jazyce

In this paper, we take notice of the development of the stock markets in Croatia and in the Czech Republic. Subsequently, a comparison of volatility is made with the development of the stock markets in three selected EU Member States (France, Germany, UK). Both main quantitative characteristics of the development of stock market indexes are analyzed (monthly returns and risk), as well as the correlation of returns and changes in the correlation of returns among particular countries. The comparison of monthly returns and risks on stock markets in the Czech Republic, Croatia and three developed EU-Countries in examined period from 1997:01 to 2007:02 confirmed characteristics which are typical for the emerging markets. Returns and risk are higher than inreturns and risk in developed stock markets. The increase of returns in all examined stock markets was connected in examined period with the decrease of risk.

Název v anglickém jazyce

Stock Markets Volatility in the Czech Republic, Croatia and Selected EU-Countries.

Popis výsledku anglicky

In this paper, we take notice of the development of the stock markets in Croatia and in the Czech Republic. Subsequently, a comparison of volatility is made with the development of the stock markets in three selected EU Member States (France, Germany, UK). Both main quantitative characteristics of the development of stock market indexes are analyzed (monthly returns and risk), as well as the correlation of returns and changes in the correlation of returns among particular countries. The comparison of monthly returns and risks on stock markets in the Czech Republic, Croatia and three developed EU-Countries in examined period from 1997:01 to 2007:02 confirmed characteristics which are typical for the emerging markets. Returns and risk are higher than inreturns and risk in developed stock markets. The increase of returns in all examined stock markets was connected in examined period with the decrease of risk.

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

—

Projekt

<a href="/cs/project/GA402%2F05%2F2758" target="_blank" >GA402/05/2758: Integrace finančního sektoru nových členských zemí EU do EMU</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2007

Kód důvěrnosti údajů

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

Název statě ve sborníku

FUTURE OF THE EUROPEAN MONETARY INTEGRATION. 11th International Conference on Finance and Banking.

ISBN

978-80-7248-444-7

ISSN

—

e-ISSN

—

Počet stran výsledku

11

Strana od-do

453-436

Název nakladatele

Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné

Místo vydání

Karviná

Místo konání akce

Karviné

Datum konání akce

1. 1. 2007

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

—