Original title: What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?
Translated title: Waveletová analýza trhů střední evropy během krize
Authors: Vácha, Lukáš ; Baruník, Jozef
Document type: Papers
Conference/Event: 27th International Conference Mathematical Methods in Economics 2009, Kostelec nad Černými lesy (CZ), 2009-09-09 / 2009-09-11
Year: 2009
Language: eng
Abstract: [eng] [cze]
In the proposed paper we would like to test for the different reactions of the stock markets to current financial crisis. We will focus on the Central European stock markets, namely Czech, Polish, Hungarian and compare them to German and U.S. benchmark stock markets. V článku testujeme rozdílné reakce středoevropských trhů na finanční krizi pomocí waveletové analýzy
Keywords: Central European stock markets; financial crisis; multiresolution analysis; wavelet analysis
Project no.: CEZ:AV0Z10750506 (CEP), 46108, GD402/09/H045 (CEP), GP402/08/P207 (CEP)
Funding provider: GAUK, GA ČR, GA ČR
Host item entry: Proceedings of 27th International Conference Mathematical Methods in Economics 2009, ISBN 978-80-213-1963-9
Note: Související webová stránka: http://library.utia.cas.cz/separaty/2009/E/vacha-what does the wavelet analysis tell us about the central european stock markets behavior during the crisis.doc

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0175632

Permalink: http://www.nusl.cz/ntk/nusl-40481


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