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Aplikácia Johansenovej kointegračnej metódy pri testovaní platnosti parity kúpnej sily na Slovensku

Chocholatá, Michaela - In: Ekonomické rozhl'ady 38 (2009) 4, pp. 481-495

Persistent link: https://www.econbiz.de/10003976861

Spotrebná funkcia ako nástroj na rýchly odhad konečnej spotreby domácností

Haluška, Ján - In: Ekonomický časopis : časopis pre ekonomickú … 59 (2011) 4, pp. 337-354

Persistent link: https://www.econbiz.de/10009303918

Model s korekčným členom pre dovoz tovarov a služieb do Slovenskej Republiky

Ďurka, Peter - In: Ekonomické rozhl'ady 39 (2010) 4, pp. 510-523

Persistent link: https://www.econbiz.de/10009231063

Niektoré výsledky v ekonometrickom modelovaní a prognózovaní ínflacie ekonomiky Slovenskej Republiky

Adamča, Ján; Marček, Milan; Pančíková, Lucia - In: Ekonomický časopis : časopis pre ekonomickú … 52 (2004) 9, pp. 1080-1093

Persistent link: https://www.econbiz.de/10002909619

Stock Market Integration: DCC MV-GARCH Model

Baumöhl, Eduard; Farkašovská, Mária; Výrost, Tomáš - In: Politická ekonomie 2010 (2010) 4, pp. 488-503

In this paper we analyze the dynamic conditional correlations between CEE stock markets (also known as countries from Vysehrad Group - V4) and developed European stock markets, with German DAX utilized as a benchmark. Our methodology is based on the DCC MV-GARCH approach. It is shown that the...

Persistent link: https://www.econbiz.de/10008564639

Korporatívne riadenie a jeho vplyv na cenu akcií

Marcinčin, Anton - In: Finance a úvěr 45 (1995) 8, pp. 419-428

Persistent link: https://www.econbiz.de/10001203236

The Czech Equity Market - Its Effectiveness and Macroeconomic Consequences

Horská, Helena - In: Czech Journal of Economics and Finance (Finance a uver) 55 (2005) 5-6, pp. 283-301

. Contrariwise, the correlation among the Czech, U.S., and European stock markets increased in time, restricting the room for …

Persistent link: https://www.econbiz.de/10005808639

Defection of Traditional Standard Deviation Scaling of Capital Asset Returns

Gazda, Vladimír; Koøený, Karel; Výrost, Tomáš - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 7-8, pp. 325-334

of the time interval of the sample (for example daily, monthly or annual data). We analyze the cases when this assumption … find significant deviations from stated assumptions. Hence, contrary to the common practice, time-series scaling cannot be … used on all time series and requires prior careful examination of the analyzed data. …

Persistent link: https://www.econbiz.de/10008549843

Nominálny výmenný kurz a swapy úverového zlyhania na vládne dlhopisy : kointegrácia a Grangerova kauzalita

Boda, Martin; Pinter, L'ubomir; Zimková, Emilia - In: Ekonomický časopis : časopis pre ekonomickú … 62 (2014) 1, pp. 46-70

Persistent link: https://www.econbiz.de/10010371901