Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně

i Abstract This thesis deals with the topic of linkages on the financial markets. It summa- rize the main methodologies that are used for analyzing the interdependencies of financial time series. The Granger causality is then used to investigate the relation between the bond yields and stock price i...

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Main Author:	Matyska, Tomáš
Other Authors:	Dědek, Oldřich
Format:	Dissertation
Language:	English
Published:	2014
Online Access:	http://www.nusl.cz/ntk/nusl-328744

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spelling	ndltd-nusl.cz-oai-invenio.nusl.cz-3287442017-06-28T04:18:38Z Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně Contagion effect in the current debt crisis: Effect of a membership in the eurozone Matyska, Tomáš Dědek, Oldřich Turnovec, František i Abstract This thesis deals with the topic of linkages on the financial markets. It summa- rize the main methodologies that are used for analyzing the interdependencies of financial time series. The Granger causality is then used to investigate the relation between the bond yields and stock price indices of the Czech republic and Slovakia with those of the Germany, Italy and Spain. The aim of this analysis is to find out whether the membership in the Eurozone has some sig- nifficant effect on the financial market linkages. The results of the analysis are such that none of the triplet Germany, Italy and Spain granger cause the financial data of Slovakia while there is strong evidence that they granger cause the Czech republic data. Moreover, stronger relationship was found in the case of the stock price indices. JEL Classification F15, G15 Keywords Financial linkage, Czech republic, Slovakia 2014 info:eu-repo/semantics/masterThesis http://www.nusl.cz/ntk/nusl-328744 eng info:eu-repo/semantics/restrictedAccess
collection	NDLTD
language	English
format	Dissertation
sources	NDLTD
description	i Abstract This thesis deals with the topic of linkages on the financial markets. It summa- rize the main methodologies that are used for analyzing the interdependencies of financial time series. The Granger causality is then used to investigate the relation between the bond yields and stock price indices of the Czech republic and Slovakia with those of the Germany, Italy and Spain. The aim of this analysis is to find out whether the membership in the Eurozone has some sig- nifficant effect on the financial market linkages. The results of the analysis are such that none of the triplet Germany, Italy and Spain granger cause the financial data of Slovakia while there is strong evidence that they granger cause the Czech republic data. Moreover, stronger relationship was found in the case of the stock price indices. JEL Classification F15, G15 Keywords Financial linkage, Czech republic, Slovakia
author2	Dědek, Oldřich
author_facet	Dědek, Oldřich Matyska, Tomáš
author	Matyska, Tomáš
spellingShingle	Matyska, Tomáš Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně
author_sort	Matyska, Tomáš
title	Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně
title_short	Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně
title_full	Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně
title_fullStr	Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně
title_full_unstemmed	Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně
title_sort	efekt nákazy v současné dluhové krizi: vliv členství v eurozóně
publishDate	2014
url	http://www.nusl.cz/ntk/nusl-328744
work_keys_str_mv	AT matyskatomas efektnakazyvsoucasnedluhovekrizivlivclenstviveurozone AT matyskatomas contagioneffectinthecurrentdebtcrisiseffectofamembershipintheeurozone
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Efekt nákazy v současné dluhové krizi: Vliv členství v eurozóně

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