Št. zadetkov: 74
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)
Strokovni članek
Oznake:
makroekonomija;valuta;denarne unije;centralne banke;evro;denarna politika;
Makroekonomske razmere v evroobmočju in odziv denarne politike Evropske centralne banke
Leto:
2010
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;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)
Izvirni znanstveni članek
Oznake:
borze;borzništvo;finančna kriza;EU;
This article analyses dynamic tail dependence between the returns of the three largest Central and Eastern European (CEE) stock markets (Hungary, Czech Republic and Poland) and two major Eurozone stock markets (Germany and France). Tail dependence is modelled by a constant and dynamic 'symmetrized J ...
Leto:
2013
Vir:
Ekonomsko-poslovna fakulteta (UM EPF)
Pregledni znanstveni članek
Oznake:
nepremičnine;Slovenija;skladi;donos;
V preteklih nekaj letih so se nepremičnine zaradi relativno ugodnega razmerja med donosnostjo in tveganjem, nizko koreliranostjo donosnosti s preostalimi najbolj razširjenimi finančnimi naložbami (delnicami in obveznicami) ter relativno nizkih obrestnih mer uveljavile kot obvezna portfeljska naložba ...
Leto:
2008
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;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)
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)