Publication details

Conference Paper (international conference)

What does the wavelet analysis tell us about the Central European stock markets behavior during the crisis?

: Proceedings of 27th International Conference Mathematical Methods in Economics 2009, p. 7-12 , Eds: Brožová Helena

: 27th International Conference Mathematical Methods in Economics 2009, (Kostelec nad Černými lesy, CZ, 09.09.2009-11.09.2009)

: CEZ:AV0Z10750506

: 46108, GAUK, GD402/09/H045, GA ČR, GP402/08/P207, GA ČR

: wavelet analysis, multiresolution analysis, Central European stock markets, financial crisis

: 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

(eng): 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.

(cze): V článku testujeme rozdílné reakce středoevropských trhů na finanční krizi pomocí waveletové analýzy

: AH