What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?

0329657 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Vácha, Lukáš - Baruník, Jozef
What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?
[Waveletová analýza trhů střední evropy během krize.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 7-12. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR GD402/09/H045; GA ČR GP402/08/P207
Grant - others:GAUK(CZ) 46108
Institutional research plan: CEZ:AV0Z10750506
Keywords : wavelet analysis * multiresolution analysis * Central European stock markets * financial crisis
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/vacha-what does the wavelet analysis tell us about the central european stock markets behavior during the crisis.doc

In the proposed paper we would like to test for the different reactions of the stock markets to current financial crisis. We will focus on the Central European stock markets, namely Czech, Polish, Hungarian and compare them to German and U.S. benchmark stock markets.

V článku testujeme rozdílné reakce středoevropských trhů na finanční krizi pomocí waveletové analýzy
Permanent Link: http://hdl.handle.net/11104/0175632