About: Stock market speculative bubbles: the case of Visegrad countries

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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://mme2012.opf.slu.cz/proceedings/pdf/019_Deev.pdf
Description	Conventional theory of speculative bubbles describes stock bubbles as stock prices that exceed their fundamental value because current owners believe that the stocks can be resold at an even higher price in the future. We employ a special methodological technique examine the presence of the phenomenon of stock market bubbles in the Visegrad group countries (Czech Republic, Hungary, Poland, and Slovakia) and selected developed European stock markets. The methodology is based on the examining of residuals of VAR fundamentals with exclusion of ARCH effects. The presence of bubbles is studied by regime switching tests and Hurst persistence tests. Although we examine the bubbles presence over various time periods we found almost no evidence of speculative bubbles across the markets. Conventional theory of speculative bubbles describes stock bubbles as stock prices that exceed their fundamental value because current owners believe that the stocks can be resold at an even higher price in the future. We employ a special methodological technique examine the presence of the phenomenon of stock market bubbles in the Visegrad group countries (Czech Republic, Hungary, Poland, and Slovakia) and selected developed European stock markets. The methodology is based on the examining of residuals of VAR fundamentals with exclusion of ARCH effects. The presence of bubbles is studied by regime switching tests and Hurst persistence tests. Although we examine the bubbles presence over various time periods we found almost no evidence of speculative bubbles across the markets. (en)
Title	Stock market speculative bubbles: the case of Visegrad countries Stock market speculative bubbles: the case of Visegrad countries (en)
skos:prefLabel	Stock market speculative bubbles: the case of Visegrad countries Stock market speculative bubbles: the case of Visegrad countries (en)
skos:notation	RIV/00216224:14560/12:00060883!RIV13-MSM-14560___
http://linked.open...avai/predkladatel	Ekonomicko-správní fakulta
http://linked.open...avai/riv/aktivita	P V
http://linked.open...avai/riv/aktivity	P(GAP403/11/2073), V
http://linked.open...vai/riv/dodaniDat	2013
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	171474
http://linked.open...ai/riv/idVysledku	RIV/00216224:14560/12:00060883
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	stock bubble; regime switching test; Hurst persistence test (en)
http://linked.open.../riv/klicoveSlovo	Hurst persistence test regime switching test stock bubble
http://linked.open...ontrolniKodProRIV	[1DAA32CC4890]
http://linked.open...v/mistoKonaniAkce	Karviná
http://linked.open...i/riv/mistoVydani	Karviná
http://linked.open...i/riv/nazevZdroje	Proceedings of the 30th International Conference Mathematical Methods in Economics
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Procyclicality of financial markets, asset price bubbles and macroprudential regulation
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Stavárek, Daniel Deev, Oleg Kajurová, Veronika
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open...ain/vavai/riv/wos	000316715900019
http://linked.open.../riv/zahajeniAkce	2012-01-01 (xsd:date)
number of pages	5 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Silesian University, School of Business Administration
https://schema.org/isbn	9788072487790
http://localhost/t...ganizacniJednotka	14560
is http://linked.open...avai/riv/vysledek of	Stock market speculative bubbles: the case of Visegrad countries

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