About: Time-varying synchronization of European stock markets

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We study intraday comovements among three developed (France, Germany, and the United Kingdom) and three emerging (the Czech Republic, Hungary, and Poland) European stock markets. When applying a Dynamic Conditional Correlation GARCH model to 5- min tick intraday stock price data (2003–2006), we find a strong correlation between the German and French markets and also between these two markets and the UK stock market. We study intraday comovements among three developed (France, Germany, and the United Kingdom) and three emerging (the Czech Republic, Hungary, and Poland) European stock markets. When applying a Dynamic Conditional Correlation GARCH model to 5- min tick intraday stock price data (2003–2006), we find a strong correlation between the German and French markets and also between these two markets and the UK stock market. (en)
Title	Time-varying synchronization of European stock markets Time-varying synchronization of European stock markets (en)
skos:prefLabel	Time-varying synchronization of European stock markets Time-varying synchronization of European stock markets (en)
skos:notation	RIV/00216208:11640/11:00359855!RIV12-GA0-11640___
http://linked.open...avai/predkladatel	Centrum pro ekonomický výzkum a doktorská studia
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/08/1376), P(LC542), Z(MSM0021620846)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Kočenda, Evžen
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Centrum pro ekonomický výzkum a doktorská studia
http://linked.open...dnocenehoVysledku	235399
http://linked.open...ai/riv/idVysledku	RIV/00216208:11640/11:00359855
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	stock markets; intraday data; comovements (en)
http://linked.open.../riv/klicoveSlovo	intraday data stock markets comovements
http://linked.open...odStatuVydavatele	DE - Spolková republika Německo
http://linked.open...ontrolniKodProRIV	[057ACB283B43]
http://linked.open...i/riv/nazevZdroje	Empirical Economics
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Center of Advanced Political Economy Research Information, Spillovers, and Impact on Capital Markets: Theory and Empirics of the Intra-day Data Approach
http://linked.open...UplatneniVysledku	2011
http://linked.open...v/svazekPeriodika	40
http://linked.open...iv/tvurceVysledku	Kočenda, Evžen Égert, B.
http://linked.open...ain/vavai/riv/wos	000288557500008
http://linked.open...n/vavai/riv/zamer	Ekonomické dopady evropské integrace na ČR
issn	0377-7332
number of pages	14 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/s00181-010-0341-3
http://localhost/t...ganizacniJednotka	11640
is http://linked.open...avai/riv/vysledek of	Time-varying synchronization of European stock markets Time-varying synchronization of European stock markets

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