About: Analysis of the Interconnection of the Czech and Global Stock Markets

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://mme2014.upol.cz/conference-proceedings
Description	The aim of the paper is to analyze relations among major stock indices. The indices include the Dow Jones and S@P 500 indices from the U.S., the Japan's Nikkei 225 index, the Germany's DAX index and the Czech index PX-50. The authors of the paper are interested, among other things, in mutual dependence of the indices and causal directions of their effects. To analyze these problems, historical time series of the indices are used and scrutinized for presence of nonstationarities potentially present in the series. After analyzing the nonstationarities, a multivariate time series model is built, and its parameters are estimated. The model is used for general conclusions regarding mutual interconnections among the major stock markets. One of the objectives of the paper is to confirm or reject the general expectation related to what extent and with what delay the Prague Stock Exchange responds to developments in other financial markets. The aim of the paper is to analyze relations among major stock indices. The indices include the Dow Jones and S@P 500 indices from the U.S., the Japan's Nikkei 225 index, the Germany's DAX index and the Czech index PX-50. The authors of the paper are interested, among other things, in mutual dependence of the indices and causal directions of their effects. To analyze these problems, historical time series of the indices are used and scrutinized for presence of nonstationarities potentially present in the series. After analyzing the nonstationarities, a multivariate time series model is built, and its parameters are estimated. The model is used for general conclusions regarding mutual interconnections among the major stock markets. One of the objectives of the paper is to confirm or reject the general expectation related to what extent and with what delay the Prague Stock Exchange responds to developments in other financial markets. (en)
Title	Analysis of the Interconnection of the Czech and Global Stock Markets Analysis of the Interconnection of the Czech and Global Stock Markets (en)
skos:prefLabel	Analysis of the Interconnection of the Czech and Global Stock Markets Analysis of the Interconnection of the Czech and Global Stock Markets (en)
skos:notation	RIV/47813059:19520/14:#0002632!RIV15-MSM-19520___
http://linked.open...avai/riv/aktivita	O
http://linked.open...avai/riv/aktivity	O
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Tošenovský, Filip Mielcová, Elena
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Obchodně podnikatelská fakulta v Karviné
http://linked.open...dnocenehoVysledku	2825
http://linked.open...ai/riv/idVysledku	RIV/47813059:19520/14:#0002632
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	stock; index; dependence; time series (en)
http://linked.open.../riv/klicoveSlovo	time series dependence stock index
http://linked.open...ontrolniKodProRIV	[261003F9C0FC]
http://linked.open...v/mistoKonaniAkce	Palacký University, Olomouc
http://linked.open...i/riv/mistoVydani	Olomouc
http://linked.open...i/riv/nazevZdroje	32nd International Conference Mathematical Methods in Economics MME 2014, Conference Proceedings
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	TOŠENOVSKÝ, Filip MIELCOVÁ, Elena
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2014-09-10 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Palacký University, Olomouc, Křížovského 8, 771 47 Olomouc, www.vydavatelstvi.upol.cz
https://schema.org/isbn	978-80-244-4209-9
http://localhost/t...ganizacniJednotka	19520

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