Work detail

How is the Prague Stock Exchange affected?

Author: Bc. Ivona Hrušová
Year: 2008 - summer
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Work type: Bachelors
Language: English
Pages: 50
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Abstract: This paper investigates stock market comovements. A shock observed in one market is rapidly transferred to another. Both the speed of the transmission and the strength of interconnections are explored. Eight stock markets are considered. The analysis of relationships and their development over time focuses especially on the Prague Stock Exchange. Although it displays the most similar behaviour to the Warsaw Stock Exchange, it reacts more to shocks coming from the US stock market which leading role is confirmed. It seems to be the most influential market to all other exchanges. Overall, the interrelationships among stock markets have become closer in last years.
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