REPOZYTORIUM UNIWERSYTETU
W BIAŁYMSTOKU
UwB

Proszę używać tego identyfikatora do cytowań lub wstaw link do tej pozycji: http://hdl.handle.net/11320/16209
Pełny rekord metadanych
Pole DCWartośćJęzyk
dc.contributor.authorMajewska, Elżbieta-
dc.date.accessioned2024-03-20T09:29:52Z-
dc.date.available2024-03-20T09:29:52Z-
dc.date.issued2019-
dc.identifier.isbn978-83-7431-576-0-
dc.identifier.urihttp://hdl.handle.net/11320/16209-
dc.descriptionZdigitalizowano i udostępniono w ramach projektu pn. Rozbudowa otwartych zasobów naukowych Repozytorium Uniwersytetu w Białymstoku – kontynuacja, dofinansowanego z programu „Społeczna odpowiedzialność nauki” Ministra Edukacji i Nauki na podstawie umowy BIBL/SP/0040/2023/01.pl
dc.description.sponsorshipWydanie publikacji sfinansowano ze środków Wydziału Matematyki i Informatyki Uniwersytetu w Białymstoku.pl
dc.language.isoplpl
dc.publisherWydawnictwo Uniwersytetu w Białymstokupl
dc.titleIntegracja europejskich rynków giełdowych w obliczu kryzysów finansowychpl
dc.typeBookpl
dc.rights.holder© Copyright by Uniwersytet w Białymstoku Białystok 2019pl
dc.description.referencesAbdi H., Williams L. J. , (2010), Principal Component Analysis, Wiley Interdisciplinary Reviews: Computational Analysis 2(4), 433-459.pl
dc.description.referencesAhmad W., Sehgal S., Bhanumurthy N. R., (2013) , Eurozone Crisis and BRIICKS Stock Markets: Contagion or Market Interdependence ?, Economic Modelling 33, 209-225.pl
dc.description.referencesAli T. M., (2012), The Impact of the Sovereign Debt Crisis on the Eurozone Countries, Procedia Social and Behavioral Science 62, 424-430.pl
dc.description.referencesAl Nasser O. M., Hajilee M., (2016), Integration of Emerging Stock Markets With Global Stock Markets, Research in International Business and Finance, 36, 1-12.pl
dc.description.referencesAng A., Bekaert G., (2002), International Asset allocation under regime switching, Review of Financial Studies 15, 1137-1187.pl
dc.description.referencesArdagna S., Caselli F., (2014), The Political Economy of the Greek Dept Crisis: A Tale of Two Bailouts, American Economic Journal: Macroeconomics, 6(4), 291-323.pl
dc.description.referencesBaele L., Ferrado A, Hördahl P., Krylova E., Monnet C., (2004), Measuring Financial Integration in the Euro Area, ECB Occasional Paper Series No. 14.pl
dc.description.referencesBartram S. M., Bodnar G., (2009), No place to hide: The Global Crisis in Equity Markets in 2008/2009, Journal of International Money and Finance, 28(8), 1246-1292.pl
dc.description.referencesBaumöhl E., Vyrost T., (2010), Stock Market Integration: Granger Causality Testing with Respect to Nonsynchronous Trading Effects, Finance a úvěr: Czech Journal of Economics and Finance, 60(5), 414-425.pl
dc.description.referencesBaur D. G., (2012), Financial Contagion and Real Economy, Journal of Banking and Finance 36, 2680-2692.pl
dc.description.referencesBeine M., Cosma A., Vermeulen R, (2010), The Dark Side of Global Integration: Increasing Tail Dependence, Journal of Banking & Finance, 34( 1), 184-192.pl
dc.description.referencesKizys R., Pierdzioch C., (2011), The Financial Crisis and the Stock Markets of the CEE Countries, Finance a úvěr: Czech Journal of Economics and Finance, 61(2), 153-172.pl
dc.description.referencesKleimeier S., Sander H., (2006), Regional Ve rsus Global Integration of Euro-Zone Retail Banking Markets: Understanding the Recent Evidence from Price-Based Integration Measures, Qyarterly Review of Economics and Finance, 46, 353-368.pl
dc.description.referencesKoedijk K. G., Kool C.J.M., Schotman P. C., van Dijk M. A., (2002), The Cost of Capital in International Financial Markets: Local or Global?, Journal of International Money and Finance, 21, 905-929.pl
dc.description.referencesKonopczak M., Sieradzki R., Wiernicki M., (2010), Kryzys na światowych rynkach finansowych - wpływ na rynek finansowy w Polsce oraz implikacje dla sektora realnego, Bank i Kredyt, 41(6), 45-70.pl
dc.description.referencesLabuschagne C., Majewska E., Olbryś J., (2016), Crisis Periods, Contagion and Integration Effects in the Major African Equity Markets During the 2007-2009 Global Financial Crisis, Optimum. Studia Ekonomiczne, 83(5), 31-52.pl
dc.description.referencesLagoarde-Segot T., Lucey B. M., (2009), Shift-Contagion Vulnerability in the MENA Stock Markets, The World Economy, 32(10), 1478-1497.pl
dc.description.referencesLane P. R., (2012), The European Sovereign Dept Crisis, Journal of Economic Perspectives, 26(3), 49-68.pl
dc.description.referencesLane P. R., Milesi-Ferretti G. M., (2011), The Cross-Country Incidence of the Global Crisis, IMF Economic Review, 59(1), 77-110.pl
dc.description.referencesLarntz K., Perlman M. D., (1985), A Simple Test for the Equality of Correlation Matrices, Technical Report No. 63, Department of Statistics, University of Washington, Seattle.pl
dc.description.referencesMajewska E., Olbrys J., (2017b), The Evolution of Financial Integration on the European Stock Markets: a Dynamie Principal Component Approach, Comparative Economic Research. Central and Eastern Europe 4(20), 45-63.pl
dc.description.referenceshttps://www.bolsadelisboa.com.ptpl
dc.description.referencesLee J.-S., Kuo C.-T., Yen P.-H., (2011), Market States and Initial Returns: Evidence from Taiwanese IPOs, Emerging Markets Finance & Trade, 47(2), 6-20.pl
dc.description.referencesLehkonen H., (2015), Stock Market Integration and the Global Financial Crisis, Review of Finance, 19 (5), 2039-2094.pl
dc.description.referencesLiu Z., Song R., Zeng D., Zhang J., (2017), Principal Components Adjusted Variable Screening, Computational Statistics and Data Analysis, 110, 134-144.pl
dc.description.referencesLongin F., Solnik B., (1995), Is the Correlation in International Equity Returns Constant: 1960-1990?, Journal of International Money and Finance, 14(1), 3-26.pl
dc.description.referencesMajewska E., Olbrys J., (2018) Measuring Dynamics of Financial Integration on the Euro Area Stock Markets, 2000-2016, [w:] Tsounis N., Vlachvei A (red.) Advances in Panel Data analysis in Applied Economic Research - Proceedings of the 2017 International Conference on Applied Economics (ICOAE), Springer Proceedings in Business and Economics, Springer, 361-369.pl
dc.description.referencesBekaert G., Harvey C. R, (1995), Time-Varying Market Integration, Journal of Finance, 50(2), 403-444.pl
dc.description.referencesMarer P., (2010), The Global Economic Crises: Impact on Eastern Europe, Acta Oeconornica, 60(1), 3-33.pl
dc.description.referencesMauro P., Sussman N., Yafeh Y., (2002), Emerging Market Spreads: Then Versus Now, Quarterly Journal of Economics, 117(2), 695-733.pl
dc.description.referencesMerler S., Pisani-Ferry J., (2012), Sudden Stops in the Euro Area, Breugel Policy Contribution, 2012/06, 1-16.pl
dc.description.referencesMink M., de Haan J., (2013), Contagion During the Greek Sovereign Debt Crisis, Journal of International Money and Finance, 34, 102-113.pl
dc.description.referenceshttps://www.borzamalta.com.mtpl
dc.description.referencesMishkin F. S., (2011), Over the Cliff From the Subprime to the Global Financial Crisis, Journal of Economic Perspectives, 25(1), 49-70.pl
dc.description.referencesMoro B., (2014), Lessons from the European Economic and Financial Great Crisis: A Survey, European Journal of Political Economy, 34, S9 - S24.pl
dc.description.referencesMrzygłód U., (2011), Procesy integracyjne na rynkach kapitałowych Unii Europejskiej, Materiały i Studia nr 257, NBP.pl
dc.description.referencesMun M., Brooks R., (2012), The Roles of News and Volatility in Stock Market Correlations During the Global Financial Crisis, Emerging Markets Review, 13( 1), 1-7.pl
dc.description.referencesNeaime S., (2012), The Global Financial Crisis, Financial Linkages and Correlations in Returns and Volatilities in Emerging MENA Stock Markets, Emerging Markets Review, 13, 268-282.pl
dc.description.referencesNellis J. G., (1982), A Principal Components Analysis of International Financial Integration under Fixed and Floating Exchange Rate Regimes, Applied Economics, 14, 339-354.pl
dc.description.referencesBekaert G., Harvey C. R, Lumsdaine R. L., (2002), Dating the Integration of World Equity Markets, Journal of Financial Economics, 65, 203-247.pl
dc.description.referencesNeudecker H., Wesselman A. M., (1990), The Asymptotic Variance Matrix of the Sample Correlation Matrix, Linear Algebra and its Applications, 127, 589-599.pl
dc.description.referencesOanea D.-C., (2015), Financial Markets Integration: A Vector Error-Ccorrection Approach, Journal of Economic Asymmetries, 12, 153-161.pl
dc.description.referencesObstfeld M., Taylor A M., (2003), Globalization and Capital Markets, [w:] Bordo M., Taylor A. M., Williamson J. G. (red.) Globalization in Historical Perspective, University of Chicago Press, Chicago, 121-187.pl
dc.description.referenceshttps://www.bourse.bepl
dc.description.referencesOcampo J. A, (2009), Latin America and the Global Financial Crisis, Cambridge Journal of Economics, 33, 703-724.pl
dc.description.referencesOlbrys J., Majewska E., (2013), Granger Causality Analysis of the CEE Stock Markets Including Nonsynchronous Trading Effects, Argumenta Oeconomica, 31(2), 151-172.pl
dc.description.referencesOlbryś J., Majewska E., (2014a), Identyfikacja okresu kryzysu z wykorzystaniem procedury diagnozowania stanów rynku, Zeszyty Naukowe Uniwersytetu Szczecińskiego 802, "Finanse, Rynki Finansowe, Ubezpieczenia" 65, Wydawnictwo Naukowe Uniwersytetu Szczecińskiego, Szczecin, 699-710.pl
dc.description.referencesOlbryś J., Majewska E., (2014b), Qyantitative Identification of Crisis Periods on the CEE Stock Markets: The Influence of the 2007 U.S. Subprime Crisis, Procedia Econornics and Finance, 14, 461-470.pl
dc.description.referencesOlbrys J., Majewska E., (2014c), The 2007-2009 Financial Crisis on Emerging Markets: Quantitative Identification of Crisis in Continent-based Regions, Chinese Business Review, 13(7), 411-426.pl
dc.description.referencesOlbrys J., Majewska E., (2015a), Bear Market Periods During the 2007-2009 Financial Crisis: Direct Evidence from the Visegrad Countries, Acta Oeconornica, 65 (4), 547-565.pl
dc.description.referencesOlbrys J., Majewska E., (2015b), Testing Integration Effects Between the CEE and U.S. Stock Markets During the 2007-2009 Global Financial Crisis, Folia Oeconornica Stetinensia, 15(1), 101-113.pl
dc.description.referencesBekaert G., Harvey C. R, Ng A, (2005), Market Integration and Contagion, Journal of Business, 78(1), 39-69.pl
dc.description.referencesOlbrys J., Majewska E., (2016), Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis, International Journal on Cornputational Econornics and Econornetrics 6(2), 124 - 137.pl
dc.description.referencesOlbrys J. , Majewska E., (2017), Increasing Cross-Market Correlations During the 2007-2009 Financial Crisis: Contagion or Integration Effects?, Argurnenta Oeconornica 2(39), 263 - 277.pl
dc.description.referenceshttps://www.bourse.lupl
dc.description.referencesOprea O. R., (20 1 7), Financial Integration and Financial Contagion, a Problem for Financial Stability?, Journal of Public Adrninistration, Finance and Law, 11 , 121 - 136.pl
dc.description.referencesO'Rourke K. H., Taylor A. M., (2013) , Cross of Euros, Journal of Economic Perspectives, 27(3), 167 - 192.pl
dc.description.referencesPagan A. R., Sossounov K. A. , (2003), A Simple Framework for Analysing Bull and Bear Markets, Journal of Applied Econornetrics, 18(1), 23-46.pl
dc.description.referencesPearson K., ( 1901 ), On lines and planes of closest fit to systems of points in space, Philosophical Magazine, 6, 559 - 572.pl
dc.description.referencesPericoli M., Sbracia M., (2003), A Primer on Financial Contagion, Journal of Econornic Surveys, 17 (4), 571-608.pl
dc.description.referencesPeša A. R., Wrońska-Bukalska E., Bosna J., (2017), ARDL Panel Estimation of Stock Market Indices and Macroeconomic Environment of CEE and SEE Countries in the Last Decade of Transition, Portuguese Econornic Journal, 16, 205-221.pl
dc.description.referencesPisani-Ferry J., Sapir A. , Tille C. (2010), Banking crisis management in the EU: Anearly assessment, Econornic Policy 62 , 341 - 373.pl
dc.description.referencesPoonpatpibul C., Tanboon S., Leelapornchai P., (2006), The Role of Financial Integration in East Asiain Promoting Regional Growth and Stability, BOT Symposium.pl
dc.description.referencesBekaert G., Hodrick R.J., Zhang X. , (2009), International Stock Return Comovements, Journal of Finance, 64(6), 2591-2626.pl
dc.description.referencesProvopoulos G. A., (2014) , The Greek Economy and Banking System: Recent Developments and the Way Forward, Journal of Macroeconomics, 39, 240 - 249.pl
dc.description.referenceshttps://www.boursedeparis.frpl
dc.description.referencesPukthuanthong K., Roll R., (2009), Global Market Integration: an Alternative Measure and Its Application, Journal of Financial Economics, 94, 214-232.pl
dc.description.referencesQyinn D. P., Voth H.-J., (2008), A Century of Global Equity Market Correlations, American Economic Review: Papers & Proceedings, 98 : 2, 535 - 540.pl
dc.description.referencesReinhart C. M., Rogoff K. S., (2008), Is the 2007 US Sub-Prime Financial Crisis so Different? An International Historical Comparison, American Economic Review: Papers & Proceedings, 98 : 2 , 339-344.pl
dc.description.referencesRose A. K., Spiegel M. M., (2012) , Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning, Japan and the World Economy, 24, 1- 16.pl
dc.description.referencesSamitas A., Tsakalos I., (2013), How Can a Smali Country Affect the European Economy? The Greek Contagion Phenomenon, Journal of International Financial Markets, Institutions & Money, 25 , 18- 32.pl
dc.description.referencesSandoval L., (201 3), Cluster Formation and Evolution in Networks of Financial Market Indices, Algorithmic Finance 2 ( 1 ) , 3-43.pl
dc.description.referencesSchotman P. C., Zalewska A., (2006), Non-synchronous Trading and Testing for Market Integration In Central European Emerging Markets, Journal of Empirical Finance, 13 , 462-494.pl
dc.description.referencesShambaugh J. C., (2012), The Euro 's Three Crises, Brookings Papers on Economic Activity, 44( 1 ), 157 - 231.pl
dc.description.referencesSouthall T. , (2008) , European Financial Markets: Th Effects of European Union Membership on Central and Eastern European Equity Markets. Physica-Verlag, A Springer Company.pl
dc.description.referencesBekaert G., Ehrmann M., Fratzscher M., Mehl A, (2014), The Global Crisis and Equity Market Contagion, Working Paper No. 1352, DIW Berlin.pl
dc.description.referenceshttps://www.bse.hupl
dc.description.referencesStulz R. M., ( 1987), An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information, Journal of Political Economy, 95(5), 1024-1040.pl
dc.description.referencesSyriopoulos T., (2004), International Portfolio Diversification to Central European Stock Markets, Applied Financial Economics, 14 , 1253 - 1268.pl
dc.description.referencesVolosovych V., (2011), Measuring Financial Market Integration Over the Long Run: Is There a U-shape ?, Journal of International Money and Finance, 30, 1535 - 1561.pl
dc.description.referencesVolosovych V. , (20 1 3) , Learning About Financial Market Integration From Principal Components Analysis, CESifo Economic Studies, 59(2), 360-391.pl
dc.description.referencesVoronkova S., (2004), Equity Market Integration in Central European Emerging Markets: A Cointegration Analysis with Shifting Regimes, International Review of Financial Analysis, 13 , 633-647.pl
dc.description.referencesYilmaz K., (2010), Return and Volatility Spillovers Among the East Asian Equity Markets, Journal of Asian Economics, 21 , 304-313.pl
dc.description.referencesYu L.-W. , Fung K.-P., Tam C.- S., (2010) , Assesing Financial Market Integration In Asia - Equity Markets, Journal of Banking & Finance, 34, 2874-2885.pl
dc.description.referenceshttp://deutsche-boerse.compl
dc.description.referenceshttp://mnse.mepl
dc.description.referenceshttp://sjp.pwn.plpl
dc.description.referenceshttps://www. esm.europa.eupl
dc.description.referencesBentes S. R., (2015), On the Integration of Financial Markets: How Strong is the Evidence From Five International Stock Markets?, Physica A 429, 205-214.pl
dc.description.referenceshttp://www.bolsamadrid.espl
dc.description.referenceshttp://www.borsaistanbul.compl
dc.description.referenceshttp://www.borsaitaliana.itpl
dc.description.referenceshttp://www.bse-sofia.bgpl
dc.description.referenceshttp ://www.bsse.skpl
dc.description.referenceshttp://www.bvb.ropl
dc.description.referenceshttp://www.cse.com.cypl
dc.description.referenceshttp://www.ise.iepl
dc.description.referenceshttp://www.ljse.sipl
dc.description.referenceshttps://www.gpw.plpl
dc.description.referenceshttp://www.londonstockexchange.com/pl
dc.description.referencesBerger D., Pukthuanthong K., Yang J.J., (2011), International Diversification With Frontier Markets, Journal of Financial Economics, 101, 227-242.pl
dc.description.referenceshttp://www.mf.gov.pl/ministerstwo-finansowpl
dc.description.referenceshttp://www.mnse.mepl
dc.description.referenceshttp://www.moex.compl
dc.description.referenceshttp://www.nasdaqomxnordic.compl
dc.description.referenceshttp://www.nbp.plpl
dc.description.referenceshttp://www.ux.uapl
dc.description.referenceshttp://www.zse.hrpl
dc.description.referenceshttp://zse.hrpl
dc.description.referenceshttps://www.helex.grpl
dc.description.referenceshttps://finance.yahoo.compl
dc.description.referenceshttps://stooq.plpl
dc.description.referencesBillio M., Donadelli M., Paradiso A, Riedel M., (2017), Which Market Integration Measure?, Journal of Banking and Finance 76, 150-174.pl
dc.description.referenceshttps://www.aex.nlpl
dc.description.referencesBoamah N. A., (2017), The Dynamics of the Relative Global Sector Effects and Contagion in Emerging Markets Equity Returns, Research in International Business and Finance, 39, 433-453.pl
dc.description.referencesLongin F., Solnik B., (2001), Extreme Correlation of International Equity Markets, Journal of Finance, 56(2), 649-676.pl
dc.description.referenceshttps://www. oslobors.nopl
dc.description.referenceshttps://www.pse.czpl
dc.description.referenceshttps://www.six-swiss-exchange.compl
dc.description.referenceshttps://www.wienerborse.atpl
dc.description.referencesBoamah N. A., Watts E.J., Loudon G., (2016), Investigating Temporal Variation in the Global and Regional Integration of African Stock Markets, Journal of Multinational Financial Managment, 36, 103-118.pl
dc.description.referencesBordo M. D., Murshid A. P., (2006), Globalization and Changing Patterns in the International Transmission in Financial Markets, Journal of International Money and Finance, 25(4), 655-674.pl
dc.description.referencesBoubaker S., Jouini J., Lahiani A., (2016), Financial Contagion Between the US and Selected Developed and Emerging Countries: The Case of the Subprime Crisis, The Qyarterly Review of Economics and Finance 61, 14-28.pl
dc.description.referencesBriere M., Chapelle A., Szafarz A., (2012), No Contagion, Only Globalization and Flight to Quality, Journal of International Money and Finance, 31, 1729-1744.pl
dc.description.referencesBrowne M. W., Shapiro A., (1986), The Asymptotic Covariance Matrix of Sample Correlation Coefficients Under General Conditions, Linear Algebra and its Applications, 82, 169-176.pl
dc.description.referencesBrunnermeier M. K., (2009), Deciphering the Liquidity and Credit Crunch 2007-2008, Journal of Economic Perspectives, 23(1), 77-100.pl
dc.description.referencesLunde A., Timmermann A., (2004), Duration Dependence in Stock prices: An Analysis of Bull and Bear Markets, Journal of Business & Economic Statistics, 22(3), 253-273.pl
dc.description.referencesBry G., Boschan C., (1971), Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, NBER: New York.pl
dc.description.referencesBukowski S. L., (2013), Integracja rynków finansowych w Unii Europejskiej. Czechy, Polska, Słowacja, Słowenia, Węgry - obszar euro, Instytut Naukowo-Wydawniczy "Spatium", Radom.pl
dc.description.referencesBüttner D., Hayo B., (2011), Determinants of European Stock Market Integration, Economic Systems, 35(4), 574-585.pl
dc.description.referencesCalomiris C. W., (2009), The Subprime Turmoil: What's Old, What's New, and What's Next, Journal of Structured Finance, 15(1), 6-52.pl
dc.description.referencesCalomiris C. W., Love J., Peria M.S.M., (2012), Stock Returns' Sensitivities to Crisis Shocks: Evidence from Developed and Emerging Markets, Journal of International Money and Finance, 31(4), 743-765.pl
dc.description.referencesCampbell J. Y., Koedijk K., Kofman P., (2002), Increased Correlation in Bear Markets, Financial Analysts Journal, 58(1), 87-94.pl
dc.description.referencesCappiello L., Gerard B., Kadareja A., Manganelli S., (2006), Financial Integration of New EU Member States, ECB Working Paper Series 683.pl
dc.description.referencesCarrieri F., Errunza V., Hogan K., (2007), Characterizing World Market Integration through Time, Journal of Financial and Qyantitative Analysis, 42(4), 915-940.pl
dc.description.referencesCarrieri F., Errunza V., Sarkissian S., (2004), Industry Risk and Market Integration, Managment Science, 50(2), 207-221.pl
dc.description.referencesCauchy A.L., (1829), Sur l'equation à l'aide de laquelle on determine les inegalites seculaires des mouvements des planetes, Exercises de Mathematiques 4 [w:] Oeuvres Completes d'Augustin Cauchy, Gauthier-Villars et fils, 2(9), 174-195.pl
dc.description.referencesLuo B. R., Wang H., Tsai c.-L., (2009), Contour Projected Dimension Reduction, The AnnaIs of Statistics, 37(6B), 3743-3778.pl
dc.description.referencesChakraborty I., Hai R., Holter H. A., Stepanchuk S., (2017), The Real Effects of Financial (Dis)integration: A Multi-country Equilibrium Analysis of Europe, Journal of Monetary Economics, 85, 28-45.pl
dc.description.referencesChen M.-P., Chen P.-F., Lee c.-C., (2014), Frontier Stock Market Integration and the Global Financial Crisis, North American Journal of Economics and Finance, 29, 84-103.pl
dc.description.referencesChesnay F., Jondeau E., (2001), Does Correlation Between Stock Retums Really Increase During Turbulent Periods?, Economic Notes by Banca Monte dei Paschi di Siena SpA, 30(1), 53-80.pl
dc.description.referencesChiu A, MacKay P., (2012), The Growing Financial Interdependence between Europe and Asia, [w:] Oxelheim L. (red.) EU - Asia and the Re-Polarization of the Global Economic Arena, Advanced Research in Asian Economic Studies 7, 125-167.pl
dc.description.referencesChudik A., Fratzscher M., (2011) Identifying the Global Transmission of the 2007-2009 Financial Crisis in a GVAR Model, European Economic Review, 55, 325-339.pl
dc.description.referencesClaessens S., Dell'Ariccia G., Igan D., Laeven L., (2010), Cross-Country Experience and Policy Implications from the Global Financial Crisis, Economic Policy, 62, 267-293.pl
dc.description.referencesConnor G., Suurlaht A., (2013), Dynamic Stock Market Covariances in the Eurozone, Journal of International Money and Finance, 37, 353-370.pl
dc.description.referencesConstâncio V., (2014), The European Crisis and the Role of the Financial System, Journal of Macroeconomics, 39, 250-259.pl
dc.description.referencesCross F., (1973), The Behavior of Stock Prices on Fridays and Mondays, Financial Analysts Journal 29(6), 67-69.pl
dc.description.referencesCzekaj J. (2008), Rynki, instrumenty i instytucje finansowe, Wydawnictwo Naukowe PWN, Warszawa.pl
dc.description.referencesMaheu J. M., McCurdy T. H., (2000), Identifying Bull and Bear Markets in Stock Returns Journal of Business & Economic Statistics, 18(1), 100-112.pl
dc.description.referencesDajcman S., (2013), Forbes and Rigobon 's Method of Contagion Analysis with Endogenously Defined Crisis Periods - an Application to Some of Eurazone's Stock Markets, Inzinerine Ekonomika - Engineering Economics 24(4), 291-299.pl
dc.description.referencesDe Grauwe P., (2012), A Fragile Eurozone in Search of Better Govenance, The Econornic and Social Review, 43( 1), 1-30.pl
dc.description.referencesDe Santis G., Gerard B., (1997), International Asset Pricing and Portfolio Diversification with Time-Varying Risk, Journal of Finance, 52, 1881-1912.pl
dc.description.referencesDewandaru G., Masih R, Masih A. M.M., (2016), What Can Wavelets Unveil About the Vulnerabilities of Monetary Integration ? A Tale of Eurozone stock Markets, Economic ModelIing, 52, 981-996.pl
dc.description.referencesDjauhari M. A, Gan S. L., (2014), Dynamics of Correlation Structure in Stock Market, Entropy, 16, 455-470.pl
dc.description.referencesDonadelli M., Paradiso A., (2014), Is There Heterogeneity in Financial Integration Dynamics? Evidence fram Country and Industry Emerging Market Equity Indexes, Journal of International Financial Markets, Institution & Money, 32, 184-218.pl
dc.description.referencesDooley M., Hutchison M., (2009), Transmission of the US. Subprime Crisis to Emerging Markets: Evidence on the Decoupling-Recoup Zing Hypothesis, Journal of International Money and Finance, 28(8), 1331-1349.pl
dc.description.referencesDoornik J. A., Hansen H., (2008), An Omnibus Test for Univariate and Multivariate Normality, Oxford Bulletin of Economics and Statistics, 70 (sI), 927-939.pl
dc.description.referencesEdwards S., (2000), Contagion, World Economy, 23(7), 873-900.pl
dc.description.referencesEdwards S., Biscarri J. G., de Gracia F. P., (2003), Stock Market Cycles, Financial Liberalization and Volatility, NBER Working Paper Series 9817.pl
dc.description.referencesMajewska E., (2015), Testy integracji rynków giełdowych w okresie kryzysu a częstotliwość danych, Zeszyty Naukowe Uniwersytetu Szczecińskiego 855, Finanse, Rynki Finansowe, Ubezpieczenia, 74(1), 115-125.pl
dc.description.referencesEichengreen B., (2010), Ihe Breakup of the Euro Area, [w:] Alesina, A and Giavazzi, F. (red.) Europe and the Euro, University of Chicago Press, 11-56.pl
dc.description.referencesEiling E., Gerard B., de Roon F. A, (2012), Euro-Zone Equity Returns: Country versus Industry Effects, Review of Finance, 16(3), 755-798.pl
dc.description.referencesErb C., Campbell R.H., Viskanta T., (1994), Forecasting International Equity Correlations, Financial Analysts Journal, 32-45.pl
dc.description.referencesFabozzi F. J., Francis J. C., (1977), Stability Tests for Alphas and Betas Over Bull and Bear Market Conditions, Journal of Finance, 32(4), 1093-1099.pl
dc.description.referencesForbes K. J., Rigobon R., (2002), No Contagion, Only Interdependence: Measuring Stock Market Comovements, Journal of Finance, 57(5), 2223-2261.pl
dc.description.referencesFrank N., Hesse H., (2009), Financial Spillovers to Emerging Markets During the Global Financial Crisis, Finance a úvěr: Czech Journal of Economics and Finance, 59(6), 507-521.pl
dc.description.referencesFratzscher M., (2002), Financial Market Integration in Europe: On the Effects of EMU on Stock Markets, International Journal of Finance and Economics 7(3), 165-194.pl
dc.description.referencesFrench K. R., (1980), Stock Return and the Eeekend Effect, Journal of Financial Economics 8(1), 55-69.pl
dc.description.referencesFung L. K, Tam C., Yu I., (2008), Assesing the Integration of Asia's Equity and Bond Markets, BIS Papers No. 42.pl
dc.description.referencesGagnon J. E., Unferth M. D., (1995), Is There a World Interest Rate?, Journal of International Money and Finance, 14, 846-855.pl
dc.description.referencesMajewska E., (2016), Zastosowanie metody głównych składowych do analizy integracji rynków finansowych, Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia, 82(4), 227-236.pl
dc.description.referencesGajewski P., (2013), Kryzys w strefie euro. Przyczyny, przebieg i perspektywy rozwoju, Narodowy Bank Polski, Warszawa.pl
dc.description.referencesGibson H. D., Pavilos T., Tavlas G. S., (2014), The Crisis in the Euro Area: An Analytic Overview, Journal of Macroeconomics, 39, 233-239.pl
dc.description.referencesGilmore C. G., Lucey B. M., McManus G. M., (2008), The Dynamics of Central European Equity Market Comovements, The Qyarterly Review of Economics and Finance 48, 605-622.pl
dc.description.referencesGoetzmann W. N., Li L., Rouwenhorst K. G., (2005), Long-Term Global Market Correlations, Journal of Business, 78(1), 1-38.pl
dc.description.referencesGuidi F., Ugur M., (2014), An Analysis of South-Eastern European Stock Markets: Evidence on Cointegration and Portfolio Diversification Benefits, Journal of International Financial Markets, Institutions and Money, 30, 119-136.pl
dc.description.referencesHarding D., Pagan A., (2002), Dissecting the Cycle: a Methodological Investigation, Journal of Monetary Economics, 49, 365-381.pl
dc.description.referencesHardouvelis G. A., Malliaropulos D., Priestley R, (2006), EMU and European Stock Market Integration, Journal of Business, 79(1), 365-392.pl
dc.description.referencesHong Y., Tu J., Zhou G., (2007), Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation, Review ofFinancial Studies, 20(5), 1547-1578.pl
dc.description.referencesHorvat R., Petrovski D., (2013), International Stock Market Integration: Central and South Eastern Europe Compared, Economic Systems 37, 81-91.pl
dc.description.referencesHui E. C., Chan K.K.K., (2014), The Global Financial Crisis: Is There Any Contagion Between Real Estate and Equity Markets?, Physica A, 405, 216-225.pl
dc.description.referencesMajewska E., Jamroz P., (2018), Integration Measures Based on Principal Component Analysis: Example of Eurozone Stock Markets, [w:] Tsounis N., Vlachvei A. (red.) Advances in Time Series Data Methods in Applied Economic Research - Proceedings of the 2018 International Conference on Applied Economics (ICOAE), Springer Proceedings in Business and Economics, Springer, 235-249.pl
dc.description.referencesJajuga K., Jajuga T., (2002), Inwestycje. Instrumenty finansowe, ryzyko finansowe, inżynieria finansowa, Wydawnictwo Naukowe PWN, Warszawa.pl
dc.description.referencesJarnuszkiewicz K., (2015), Analiza wpływu kryzysu gospodarczego lat 2007-2009 na polski rynek kapitałowy, [w:] Narzędzia analityczne w naukach ekonomicznych, K. Woźniak (red.), Kraków, 87-92.pl
dc.description.referencesJennrich R. L., (1970), An Asymptotic Chi-square Test for the Equality of Two Correlation Matrices, Journal of the American Statistical Association, 65(330), 904-912.pl
dc.description.referencesJochum C., Kirchgasser G., Platek M., (1999), A Long Run Relationship Between Eastern European Stock Markets? Cointegration and the 1997/98 Crisis in Emerging Markets, Weltwirtschaftliches Archiv, 135, 455-479.pl
dc.description.referencesJolliffe I. T., (2002), Principal Component Analysis, Springer series in statistics, 2nd edn. Springer, New York.pl
dc.description.referencesJordan C., (1874), Memoire sur les formes bilineaires, Journal de Mathematiques Pures et Appliquees, 19, 35-54.pl
dc.description.referencesKaiser H. F., (1960), The Application of Electronic Computers to Factor Analysis, Educational and Psychological Measurement, 20(1), 141-151.pl
dc.description.referencesKatsimi M., Moutos T., (2010), EMU and the Greek Crisis: The Political-Economy Perspective, European Journal of Political Economy, 26, 568-576.pl
dc.description.referencesKearney C., Poti V., (2006), Correlation Dynamics in European Equity Markets, Research in International Business and Finance, 20, 305-321.pl
dc.description.referencesKenourgios D., Naifa N., Dimitriou D., (2016), Islamie Financial Markets and Global Crises: Contagion or Decoupling?, Economic Modelling, 57, 36-46.pl
dc.description.referencesMajewska E., Olbrys J., (2017a), Formal Identification of Crises on the Euro Area Stock Markets, 2004-2015, [w:] Tsounis N., Vlachvei A. (red.) Advances in Applied Economic Research - Proceedings of the 2016 International Conference on Applied Economics (ICOAE), Springer Proceedings in Business and Economics, Springer, 167-180.pl
dc.description.referencesKenourgios D., Samitas A., (2011), Equity Market Integration in Emerging Balkan Markets, Research in International Business and Finance, 25, 296-307.pl
Występuje w kolekcji(ach):Książki/Rozdziały (WEiF)

Pliki w tej pozycji:
Plik Opis RozmiarFormat 
E_Majewska_Integracja_europejskich_rynkow.pdf10,62 MBAdobe PDFOtwórz
Pokaż uproszczony widok rekordu Zobacz statystyki


Pozycja jest chroniona prawem autorskim (Copyright © Wszelkie prawa zastrzeżone)