Econometric Analysis of Integration of Selected New EU Member CEE Stock Markets With Global Stock Market and Eurozone: Impact of Global Financial Crisis

The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this them...

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Hauptverfasser: Jan Sucháček, Jaroslav Koutský, Lorena Caridad Lopéz del Río, Petr Seďa
Format: Artigo
Sprache:Inglês
Veröffentlicht: Editura ASE 2021-08-01
Schriftenreihe:Amfiteatru Economic
Schlagworte:
global financial crisis
granger causality
integration
stock market
var model
variance decomposition
Online Zugang:https://www.amfiteatrueconomic.ro/temp/Article_3042.pdf
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