Effects of the Financial Crisis on Stock Market of the Czech Republic and Spain

Master thesis English RESTRICTED
Titizov, Toško;
(2013)
  • Subject: financial crisis; volatility spillovers; stock market

The paper analyzes effects of the financial crisis on stock market of the Czech Republic and Spain. We employ BEKK-GARCH model in order to study volatility spillovers and transmissions from the US stock market to stock markets of the Czech Republic and Spain. The multiv... View more
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