Št. zadetkov: 37
Izvirni znanstveni članek
Oznake:
borze;borzništvo;hipoteze;ekonometrični modeli;Hrvatska;Madžarska;
The objective of this paper is to analyze and compare the fractal structure of the Croatian and Hungarian stock market returns. The presence of long memory components in asset returns provides evidence against the weak-form of stock market effi ciency. The starting working hypothesis that there is n ...
Leto:
2012
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
obveznice;korelacije;finančna kriza;ekonometrični modeli;EU;
This paper examines the symmetry of correlation of sovereign bond yield dynamics between eight Eurozone countries (Austria, Belgium, France, Germany, Ireland, Italy, Portugal, and Spain) in the period from January 3, 2000 to August 31, 2011. Asymmetry of correlation is investigated pair-wise by appl ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
borze;borzništvo;ekonometrični modeli;Hrvaška;EU;
The objective of this paper is to analyze dependence structure between the returns of Croatian and five European stock markets (Austrian, French, German, Italian, and the U.K.ʼs). We propose a copula GARCH approach, where the return series are modeled as univariate GARCH processes and the dependence ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Doktorska disertacija
Oznake:
tržno komuniciranje;sinergija;medijsko načrtovanje;trženje;modeli;ekonometrični modeli;ekonomska analiza;disertacije;
Modeliranje sinergij komunikacijskih poti integriranega trženjsko-komunikacijskega pristopa
Leto:
2016
Vir:
Ekonomska fakulteta (UL EF)
Izvirni znanstveni članek
Oznake:
modeli;ekonometrija;ekonometrični modeli;cestninjenje;cestna infrastruktura;Slovenija;
Izdelali smo ekonometrično analizo panelnih podatkov za transportno povpraševanje po prevozih s tovornimi vozili na 10 odsekih cestninskih cest v Sloveniji, ki je prva te vrste za Slovenijo. Transportno povpraševanje po prevozih s tovornimi vozili na slovenskih avtocestah je cenovno neelastično. Zvi ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
borze;borzništvo;ekonometrični modeli;korelacije;analiza;EU;
The paper examines the asymmetry of correlation between the Eurozoneʼs stock market returns. The asymmetry of correlation is investigated pair-wise, by estimating the exceedance correlation between returns of two stock markets at a time. As markets can be very volatile, especially in crisis periods, ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
borze;borzništvo;ekonometrični modeli;analiza;metode;Češka;EU;
The paper examines the comovement and spillover dynamics between the returns of the Czech and some major European stock markets (namely, the Austrian, French, German, and UK markets, as well as the Central and Eastern European stock markets of Poland, Hungary, and Slovenia). By applying the Dynamic ...
Leto:
2012
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
borze;obveznice;finančna kriza;ekonometrični modeli;EU;
This paper examines nonlinear spillover effects between sovereign bond markets of six euro area countries (France, Ireland, Italy, Germany, Portugal, and Spain), four of which were among the hardest hit by the sovereign debt crisis, by applying a nonlinear Granger causality test of Diks and Panchenk ...
Leto:
2015
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
borze;borzništvo;krize;finančna kriza;ekonometrični modeli;analiza;EU;
The paper examines contagion between the sovereign bond markets of six Eurozone countries (France, Germany, Ireland, Italy, Spain, and Portugal) in the period from January 2000 to August 2011. A multinomial logistic model is applied to analyze contagion based on measuring joint occurrences of large ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Izvirni znanstveni članek
Oznake:
borze;borzništvo;krize;finančna kriza;ekonometrični modeli;analiza;EU;
This paper examines contagion between stock markets of six Eurozone countries (France, Germany, Greece, Ireland, Italy, and Spain ) during period from December 3, 2003 to January 27, 2012. A multinomial logistic model is applied to analyze contagion based on a measure of joint occurrences of extreme ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)