Stock Market Price Indices Modelling by a Small Scale Bayesian VAR: the Case of British FTSE and German DAX Index
Správanie a odozvy vybraných európskych akciových indexov na zmeny hlavných ekonomických determinantov s využitím malého bayesovského modelu vektorovej regresie (BVAR). Vymedzenie, do akej miery sú zmeny hodnôt akciových indexov spôsobené zmenami makroekonomického prostredia. Analýza nemeckého akcio...
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