Time-varying risk premium in the czech capital market: did the market experience a structural shock in 2008-2009?
Teoretický základ modelov použitých na odhad časovo sa meniacej rizikovej prémie na českom kapitálovom trhu. Skúmanie, ako sa v čase mení riziková prémia na pražskej burze cenných papierov. Modely CAPM a GARCH.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Time-varying risk premium in the czech capital market: did the market experience a structural shock in 2008-2009?
- Estimation of cost of capital by CAPM in reality of Slovak capital market
- Stock market integration between the CEE-4 and the G7 markets: asymmetric DCC and smooth transition approach
- Country and industry effects in CEE stock market networks: preliminary results
- Granger causality stock market networks: temporal proximity and preferential attachment
- Stock Market Appreciation 12 Years after the Crisis
- Strategic decision-making using the Black-Litterman model on the slovak stock market