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

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    SYSNO ASEP0329657
    Document TypeC - Proceedings Paper (int. conf.)
    R&D Document TypeConference Paper
    TitleWhat does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?
    TitleWaveletová analýza trhů střední evropy během krize
    Author(s) Vácha, Lukáš (UTIA-B) RID
    Baruník, Jozef (UTIA-B) RID, ORCID
    Source TitleProceedings of 27th International Conference Mathematical Methods in Economics 2009. - Prague : Czech University of Life Sciences Prague, 2009 / Brožová Helena - ISBN 978-80-213-1963-9
    Pagess. 7-12
    Number of pages6 s.
    Publication formwww - www
    Action27th International Conference Mathematical Methods in Economics 2009
    Event date09.09.2009-11.09.2009
    VEvent locationKostelec nad Černými lesy
    CountryCZ - Czech Republic
    Event typeCST
    Languageeng - English
    CountryCZ - Czech Republic
    Keywordswavelet analysis ; multiresolution analysis ; Central European stock markets ; financial crisis
    Subject RIVAH - Economics
    R&D ProjectsGD402/09/H045 GA ČR - Czech Science Foundation (CSF)
    GP402/08/P207 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    AnnotationIn 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.
    WorkplaceInstitute of Information Theory and Automation
    ContactMarkéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
    Year of Publishing2010
Number of the records: 1  

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