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Statements

Subject Item
n2:RIV%2F00216208%3A11640%2F11%3A00359855%21RIV12-GA0-11640___
rdf:type
skos:Concept n17:Vysledek
dcterms: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.
dcterms:title
Time-varying synchronization of European stock markets Time-varying synchronization of European stock markets
skos:prefLabel
Time-varying synchronization of European stock markets Time-varying synchronization of European stock markets
skos:notation
RIV/00216208:11640/11:00359855!RIV12-GA0-11640___
n17:predkladatel
n21:orjk%3A11640
n3:aktivita
n16:P n16:Z
n3:aktivity
P(GA402/08/1376), P(LC542), Z(MSM0021620846)
n3:cisloPeriodika
2
n3:dodaniDat
n20:2012
n3:domaciTvurceVysledku
n12:4000773
n3:druhVysledku
n13:J
n3:duvernostUdaju
n19:S
n3:entitaPredkladatele
n6:predkladatel
n3:idSjednocenehoVysledku
235399
n3:idVysledku
RIV/00216208:11640/11:00359855
n3:jazykVysledku
n8:eng
n3:klicovaSlova
stock markets; intraday data; comovements
n3:klicoveSlovo
n10:intraday%20data n10:comovements n10:stock%20markets
n3:kodStatuVydavatele
DE - Spolková republika Německo
n3:kontrolniKodProRIV
[057ACB283B43]
n3:nazevZdroje
Empirical Economics
n3:obor
n11:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
2
n3:projekt
n15:LC542 n15:GA402%2F08%2F1376
n3:rokUplatneniVysledku
n20:2011
n3:svazekPeriodika
40
n3:tvurceVysledku
Kočenda, Evžen Égert, B.
n3:wos
000288557500008
n3:zamer
n18:MSM0021620846
s:issn
0377-7332
s:numberOfPages
14
n14:doi
10.1007/s00181-010-0341-3
n9:organizacniJednotka
11640