Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
spectrum of econometric tools (cointegration, VAR model, Granger causality, variance decomposition) and comparison of changes …The period of the global financial crisis can be characterized by the spillover of negative innovations among stock … stock markets with the US stock market and eurozone significantly increased during global financial crisis. Moreover, stock …