Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316.2/34611
DC Field | Value | Language |
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dc.contributor.author | Fonseca, José Soares da | - |
dc.contributor.other | Faculdade de Economia da Universidade de Coimbra (ed.lit.) | - |
dc.date.accessioned | 2014-11-05T12:35:31Z | |
dc.date.accessioned | 2020-10-04T14:48:32Z | - |
dc.date.available | 2014-11-05T12:35:31Z | |
dc.date.available | 2020-10-04T14:48:32Z | - |
dc.date.issued | 2014 | - |
dc.identifier.issn | 2183-203X | - |
dc.identifier.uri | https://hdl.handle.net/10316.2/34611 | - |
dc.description.abstract | This article studies the linkages among the stock markets of Bulgaria, Czech Republic, Estonia, Hungary, Poland, Romania, Russia, Serbia, Slovenia and Ukraine. The empirical analysis begins with the estimation of a regional market model, whose beta parameters depend on predetermined information variables. Those parameters support the calculation of time-varying Treynor ratios used on a comparative performance analysis. A Vector Auto Regressive Model (VAR) is used to estimate the performance causality within this group of markets. The VAR model results provide evidence that there is reciprocal performance across the majority of the selected stock markets. | eng |
dc.language.iso | eng | - |
dc.publisher | Imprensa da Universidade de Coimbra | - |
dc.title | Linkages and performance comparison among Eastern Europe stock markets | por |
dc.type | article | - |
uc.publication.collection | Notas Económicas nº 39 | - |
uc.publication.firstPage | 71 | - |
uc.publication.issue | 39 | - |
uc.publication.lastPage | 81 | - |
uc.publication.location | Coimbra | - |
uc.publication.journalTitle | Notas Económicas | - |
dc.identifier.doi | 10.14195/2183-203X_39_4 | - |
uc.publication.section | Artigos | - |
uc.publication.orderno | 4 | - |
uc.publication.area | Ciências Sociais | - |
uc.publication.manifest | https://dl.uc.pt/json/iiif/10316.2/34611/266603/manifest?manifest=/json/iiif/10316.2/34611/266603/manifest | - |
uc.publication.thumbnail | https://dl.uc.pt/retrieve/12115734 | - |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
Appears in Collections: | Notas Económicas |
Files in This Item:
File | Description | Size | Format | |
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notasecon_micas39_artigo4.pdf | 1.75 MB | Adobe PDF | ![]() |
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