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  • This book investigates development of co-movements among international equity returns at the market and industry level over the period 2000 { 2010. Emphasis is put on the influence of the Global Financial Crisis of 2008/2009. We analyze daily data from major markets in Australia, Brazil, Canada, China, Germany, Japan, Russia, South Africa, the UK, and the USA using GARCH family of models. We find that there are still weakly correlated markets and the influence of the Crisis differs from country to country. The sectoral indices, including the financial sector, were significantly less correlated than the market indices over the whole period.
  • This book investigates development of co-movements among international equity returns at the market and industry level over the period 2000 { 2010. Emphasis is put on the influence of the Global Financial Crisis of 2008/2009. We analyze daily data from major markets in Australia, Brazil, Canada, China, Germany, Japan, Russia, South Africa, the UK, and the USA using GARCH family of models. We find that there are still weakly correlated markets and the influence of the Crisis differs from country to country. The sectoral indices, including the financial sector, were significantly less correlated than the market indices over the whole period. (en)
Title
  • International Stock Market Comovements
  • International Stock Market Comovements (en)
skos:prefLabel
  • International Stock Market Comovements
  • International Stock Market Comovements (en)
skos:notation
  • RIV/00216208:11230/11:10100847!RIV12-MSM-11230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM0021620841)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
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  • 205440
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11230/11:10100847
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  • Comovements; Market; Stock; International (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [AFB5AA5F4270]
http://linked.open...i/riv/mistoVydani
  • Saarbrücken
http://linked.open...vEdiceCisloSvazku
  • Neuvedeno
http://linked.open...i/riv/nazevZdroje
  • International Stock Market Comovements
http://linked.open...in/vavai/riv/obor
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http://linked.open...v/pocetStranKnihy
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Poldauf, Petr
http://linked.open...n/vavai/riv/zamer
number of pages
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  • LAP LAMBERT Academic Publishing
https://schema.org/isbn
  • 978-3-639-37303-5
http://localhost/t...ganizacniJednotka
  • 11230
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