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rdf:type
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Description
| - The aim of this study is to investigate whether macroeconomic variables explain stock market returns by using cointegration tests. Our study finds that stock markets reflect a set of macroeconomic variable fluctuations on stock market indexes. The Johans (cs)
- The aim of this study is to investigate whether macroeconomic variables explain stock market returns by using cointegration tests. Our study finds that stock markets reflect a set of macroeconomic variable fluctuations on stock market indexes. The Johansen´s test procedures illustrate that the stock price indexes are cointegrated with selected macroeconomic variables (industrial production, risk premium, term structure, and excess personal consumption expenditures). This evidence enables us to form a hypothesis that the long-run equilibrium relation exists among relevant macroeconomic variables and stock price indexes.
- The aim of this study is to investigate whether macroeconomic variables explain stock market returns by using cointegration tests. Our study finds that stock markets reflect a set of macroeconomic variable fluctuations on stock market indexes. The Johansen´s test procedures illustrate that the stock price indexes are cointegrated with selected macroeconomic variables (industrial production, risk premium, term structure, and excess personal consumption expenditures). This evidence enables us to form a hypothesis that the long-run equilibrium relation exists among relevant macroeconomic variables and stock price indexes. (en)
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Title
| - Macroeconomic Factors and the Stock Market
- Macroeconomic Factors and the Stock Market (en)
- Makroekonomické faktory a akciové trhy (cs)
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skos:prefLabel
| - Macroeconomic Factors and the Stock Market
- Macroeconomic Factors and the Stock Market (en)
- Makroekonomické faktory a akciové trhy (cs)
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skos:notation
| - RIV/47813059:19520/04:00000018!RIV/2005/GA0/195205/N
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http://linked.open.../vavai/riv/strany
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/47813059:19520/04:00000018
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - multi-factor models, the APT, cointegration, the unit-root tests, the Johansen´s test procedure (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/mistoVydani
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http://linked.open...vEdiceCisloSvazku
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http://linked.open...i/riv/nazevZdroje
| - LIS, S., MIKLASZEWSKI, S.: Transformacja, Integracja, Globalizacja
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
| - KULHÁNEK, Lumír
- MATUSZEK, Stanislav
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number of pages
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http://purl.org/ne...btex#hasPublisher
| - Akademia ekonomiczna w Krakowie
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https://schema.org/isbn
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http://localhost/t...ganizacniJednotka
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