Similar Search Results

Od parity kupní síly k natrexu - případ české koruny

Škop, Jiří; Vejmělek, Jan - In: Politická ekonomie : teorie, modelování, aplikace 57 (2009) 3, pp. 323-343

Persistent link: https://www.econbiz.de/10003887457

Dlouhodobý rovnovážný reálný měnový kurz koruny a jeho determinanty

Frait, Jan; Komárek, Luboš - 1999

Persistent link: https://www.econbiz.de/10001424135

Produktivita, parita kupní síly a kurs měny

Pick, Miloš - In: Politická ekonomie : teorie, modelování, aplikace 38 (1990) 12, pp. 1409-1434

Persistent link: https://www.econbiz.de/10001131704

Interactions between Markets and Dually Listed Stocks: The Case of the Czech Republic

Podpiera, Richard - In: Czech Journal of Economics and Finance (Finance a uver) 51 (2001) 3, pp. 166-181

. The models used include Granger causality, cointegration, and error-correction models. The results demonstrate that the … deviations from the parity. As this error-correction mechanism appears to be rather symmetric, and as the Granger causality tests … suggest different causality patterns for individual stocks, none of the two markets emerges as the dominant one. A variety of …

Persistent link: https://www.econbiz.de/10008495740

Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009

Krištoufek, Ladislav - In: Politická ekonomie 2010 (2010) 4, pp. 471-487

Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictabilty in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...

Persistent link: https://www.econbiz.de/10008564633