| Attributes | Values |
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| rdf:type
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| Description
| - Recent global financial crisis and subsequent debt crisis has led to spillover of shocks between particular equity markets worldwide. Previous research works were primarily focused on equity markets of the new EU member states and their integration into the global market or the euro area only. This paper investigates, describes and compares mutual interactions among new EU member states in Central Europe and global stock markets during period of 2004-2012 years. In this paper the methods of regression and correlation analysis, cointegration analysis and vector autoregression will be used. During the period of the global financial crisis an influence of shocks from other countries rapidly increased so that Central European stock markets became more sensitive to regional information. With regard to interconnection of Central European stock markets with global markets, an assumption that Central European stock markets are rather affected by the US. stock market than the Eurozone area was confirmed. In times of the global financial crisis respective markets are treated as one region since negative event on one market affected situation on other markets.
- Recent global financial crisis and subsequent debt crisis has led to spillover of shocks between particular equity markets worldwide. Previous research works were primarily focused on equity markets of the new EU member states and their integration into the global market or the euro area only. This paper investigates, describes and compares mutual interactions among new EU member states in Central Europe and global stock markets during period of 2004-2012 years. In this paper the methods of regression and correlation analysis, cointegration analysis and vector autoregression will be used. During the period of the global financial crisis an influence of shocks from other countries rapidly increased so that Central European stock markets became more sensitive to regional information. With regard to interconnection of Central European stock markets with global markets, an assumption that Central European stock markets are rather affected by the US. stock market than the Eurozone area was confirmed. In times of the global financial crisis respective markets are treated as one region since negative event on one market affected situation on other markets. (en)
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| Title
| - Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis
- Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis (en)
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| skos:prefLabel
| - Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis
- Econometric Analysis of Linkages among Central European Stock Markets: an Impact of the Global Financial Crisis (en)
|
| skos:notation
| - RIV/61989100:27510/13:86086776!RIV15-MSM-27510___
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| http://linked.open...avai/riv/aktivita
| |
| http://linked.open...avai/riv/aktivity
| - P(EE2.3.20.0296), P(GA13-13142S)
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| http://linked.open...vai/riv/dodaniDat
| |
| http://linked.open...aciTvurceVysledku
| |
| http://linked.open.../riv/druhVysledku
| |
| http://linked.open...iv/duvernostUdaju
| |
| http://linked.open...titaPredkladatele
| |
| http://linked.open...dnocenehoVysledku
| |
| http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/13:86086776
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| http://linked.open...riv/jazykVysledku
| |
| http://linked.open.../riv/klicovaSlova
| - cointegration, global financial crisis, regression analysis, stock market, VAR model (en)
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| http://linked.open.../riv/klicoveSlovo
| |
| http://linked.open...ontrolniKodProRIV
| |
| http://linked.open...v/mistoKonaniAkce
| |
| http://linked.open...i/riv/mistoVydani
| |
| http://linked.open...i/riv/nazevZdroje
| - Financial Regulation and Supervision in the After-Crisis Period : proceedings of 14th International Conference on Finance and Banking : Ostrava, Czech Republic, 16 - 17 October 2013
|
| http://linked.open...in/vavai/riv/obor
| |
| http://linked.open...ichTvurcuVysledku
| |
| http://linked.open...cetTvurcuVysledku
| |
| http://linked.open...vavai/riv/projekt
| |
| http://linked.open...UplatneniVysledku
| |
| http://linked.open...iv/tvurceVysledku
| |
| http://linked.open...vavai/riv/typAkce
| |
| http://linked.open.../riv/zahajeniAkce
| |
| number of pages
| |
| http://purl.org/ne...btex#hasPublisher
| - Silesian University, School of Business Administration
|
| https://schema.org/isbn
| |
| http://localhost/t...ganizacniJednotka
| |
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