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

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

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

Popis výsledku anglicky

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

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

2015

Kód důvěrnosti údajů

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

Název statě ve sborníku

Finance a výkonnost firem ve vědě, výuce a praxi

ISBN

978-80-7318-536-7

ISSN

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e-ISSN

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Počet stran výsledku

13

Strana od-do

1269-1281

Název nakladatele

Univerzita Tomáše Bati ve Zlíně

Místo vydání

Zlín

Místo konání akce

Zlín

Datum konání akce

26. 4. 2007

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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