Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis

Popis výsledku v původním jazyce

Recent global financial crisis and subsequent debt crisis has led to spillover of shocks between particular equity markets worldwide. Previous research works were primarily focused on equity markets of the new EU member states and their integration intothe global market or the euro area only. This paper investigates, describes and compares mutual interactions among new EU member states in Central Europe and global stock markets during period of 2004-2012 years. In this paper the methods of regression and correlation analysis, cointegration analysis and vector autoregression will be used. During the period of the global financial crisis an influence of shocks from other countries rapidly increased so that Central European stock markets became more sensitive to regional information. With regard to interconnection of Central European stock markets with global markets, an assumption that Central European stock markets are rather affected by the US. stock market than the Eurozone area was

Název v anglickém jazyce

Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis

Popis výsledku anglicky

Recent global financial crisis and subsequent debt crisis has led to spillover of shocks between particular equity markets worldwide. Previous research works were primarily focused on equity markets of the new EU member states and their integration intothe global market or the euro area only. This paper investigates, describes and compares mutual interactions among new EU member states in Central Europe and global stock markets during period of 2004-2012 years. In this paper the methods of regression and correlation analysis, cointegration analysis and vector autoregression will be used. During the period of the global financial crisis an influence of shocks from other countries rapidly increased so that Central European stock markets became more sensitive to regional information. With regard to interconnection of Central European stock markets with global markets, an assumption that Central European stock markets are rather affected by the US. stock market than the Eurozone area was

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

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

Rok uplatnění

2013

Kód důvěrnosti údajů

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

Název statě ve sborníku

Financial Regulation and Supervision in the After-Crisis Period : proceedings of 14th International Conference on Finance and Banking : Ostrava, Czech Republic, 16 - 17 October 2013

ISBN

978-80-7248-892-6

ISSN

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e-ISSN

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Počet stran výsledku

12

Strana od-do

417-428

Název nakladatele

Silesian University, School of Business Administration

Místo vydání

Karviná

Místo konání akce

Ostrava

Datum konání akce

16. 10. 2013

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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