About: The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper examines the relationship between Czech Republic’s stock market and stock markets of its major trading partners. Johansen multivariate cointegration technique is used for the analysis of short- and long-run linkages between those markets. The purpose of the paper is twofold. First, it aims to test whether the degree of integration on the equity markets is comparable to the degree of economic integration. Furthermore, this paper is goaled to distinguish the change in interdependence relationships between Czech stock market and stock markets of its trading partners after the world financial crisis. Vector Error Correction Model is built to determine the initial receptor of internal shocks, while Granger causality tests are performed to form the short-run connections. The findings on notable change in stock markets’ cointegration have implications for both policy makers and global investors. This paper examines the relationship between Czech Republic’s stock market and stock markets of its major trading partners. Johansen multivariate cointegration technique is used for the analysis of short- and long-run linkages between those markets. The purpose of the paper is twofold. First, it aims to test whether the degree of integration on the equity markets is comparable to the degree of economic integration. Furthermore, this paper is goaled to distinguish the change in interdependence relationships between Czech stock market and stock markets of its trading partners after the world financial crisis. Vector Error Correction Model is built to determine the initial receptor of internal shocks, while Granger causality tests are performed to form the short-run connections. The findings on notable change in stock markets’ cointegration have implications for both policy makers and global investors. (en)
Title	The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis (en)
skos:prefLabel	The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis (en)
skos:notation	RIV/00216224:14560/11:00054297!RIV12-MSM-14560___
http://linked.open...avai/predkladatel	Ekonomicko-správní fakulta
http://linked.open...avai/riv/aktivita	N
http://linked.open...avai/riv/aktivity	N
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Deev, Oleg Kajurová, Veronika
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	Masarykova univerzita / Ekonomicko-správní fakulta
http://linked.open...dnocenehoVysledku	226415
http://linked.open...ai/riv/idVysledku	RIV/00216224:14560/11:00054297
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	stock market integration; financial crisis; Johansen cointegration analysis (en)
http://linked.open.../riv/klicoveSlovo	financial crisis Johansen cointegration analysis stock market integration
http://linked.open...ontrolniKodProRIV	[70AC0A150F1C]
http://linked.open...v/mistoKonaniAkce	Silesian University
http://linked.open...i/riv/mistoVydani	Ostrava, Czech Republic
http://linked.open...i/riv/nazevZdroje	Lessons Learned from the Financial Crisis. Proceedings of 13th International Conference on Finance and Banking
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	2011
http://linked.open...iv/tvurceVysledku	Deev, Oleg Kajurová, Veronika
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2011-01-01 (xsd:date)
number of pages	11 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Silesian University, School of Business Administration
https://schema.org/isbn	978-80-7248-708-0
http://localhost/t...ganizacniJednotka	14560
is http://linked.open...avai/riv/vysledek of	The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis The Relationship between the Czech Republic's Stock Market and Stock Markets of its Major Trading Partners: the Impact of the Global Financial Crisis

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