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Effects of the Financial Crisis on Stock Market of the Czech Republic and Spain
diploma thesis (DEFENDED)
Advisor: Avdulaj, Krenar
Date Issued: 2013
Date of defense: 30. 01. 2013
Faculty / Institute: Fakulta sociálních věd / Faculty of Social Sciences
Abstract: 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 ...