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  • The aim of this paper is to examine the effect of oil price development on the selected securities traded in the Prague Stock Exchange. Although, there are many studies, which examine the impact of oil price, most of these studies focused on Western markets or important and large emerging markets. The Czech Republic belongs rather to the marginal countries in terms of economic significance. Further, the PSE is characterized by several specific features. The applied models are based on the linear dependence between an equity risk premium and the systematic risk and the development of oil price. The influence of the oil price development is examined from two perspectives. First, the impact of oil prices was analyzed without any decomposition. Afterwards, the oil prices in USD and the exchange rate were examined separately. It was found out that the exchange rate has a more significant impact on the equity excess return than the price of oil.
  • The aim of this paper is to examine the effect of oil price development on the selected securities traded in the Prague Stock Exchange. Although, there are many studies, which examine the impact of oil price, most of these studies focused on Western markets or important and large emerging markets. The Czech Republic belongs rather to the marginal countries in terms of economic significance. Further, the PSE is characterized by several specific features. The applied models are based on the linear dependence between an equity risk premium and the systematic risk and the development of oil price. The influence of the oil price development is examined from two perspectives. First, the impact of oil prices was analyzed without any decomposition. Afterwards, the oil prices in USD and the exchange rate were examined separately. It was found out that the exchange rate has a more significant impact on the equity excess return than the price of oil. (en)
Title
  • Dependence of stock return in the Prague Stock Exchange on the oil price
  • Dependence of stock return in the Prague Stock Exchange on the oil price (en)
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  • Dependence of stock return in the Prague Stock Exchange on the oil price
  • Dependence of stock return in the Prague Stock Exchange on the oil price (en)
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  • RIV/00216224:14560/14:00074799!RIV15-MSM-14560___
http://linked.open...avai/riv/aktivita
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  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 10257
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  • RIV/00216224:14560/14:00074799
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  • Price; return; oil; exchange rate; shocks (en)
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http://linked.open...ontrolniKodProRIV
  • [9A2AF636B6E4]
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  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Karviná
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  • Proceedings of the 14th International Conference on Finance and Banking
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Benada, Luděk
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000345575000001
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Slezská univerzita v Opavě
https://schema.org/isbn
  • 9788072489398
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  • 14560
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