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POMĚNKOVÁ, J. KUČEROVÁ, Z.
Originální název
The Comovement of Financial and Trade Integration: Wavelet Co-Spectrum Approach
Typ
článek ve sborníku ve WoS nebo Scopus
Jazyk
angličtina
Originální abstrakt
The paper is focused on the identification of comovement between financial and trade integration in the EU member countries over the period 1993-2012 using a wavelet approach. We use yearly data of selected indicators of financial and trade integration. Our findings show a significant comovement for all countries and indicators in long cycles in period 2000-2009. We also found the comovement between frequencies corresponding to the business cycle in 1993-1994, 2003-2004 and in general 2008-2010. The process of financial integration was stronger in the "old" EU member countries (plus Cyprus and Malta) and the process of trade integration in the "new" member countries. We conclude that there was a strong relation between financial and trade integration in the pre-crisis period (before 2008) in the EU countries compared to period after 2008.
Klíčová slova
wavelet co-spectrumcomovementfinancial integrationforeign trade integration
Autoři
POMĚNKOVÁ, J.; KUČEROVÁ, Z.
Vydáno
1. 12. 2014
Místo
PALACKY UNIV OLOMOUCKRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC
ISBN
978-80-244-4209-9
Kniha
MATHEMATICAL METHODS IN ECONOMICS (MME 2014)
Strany od
819
Strany do
824
Strany počet
6
URL
https://www.webofscience.com/wos/woscc/full-record/WOS:000356417900141
BibTex
@inproceedings{BUT188380, author="Jitka {Dluhá} and Zuzana {Kučerová}", title="The Comovement of Financial and Trade Integration: Wavelet Co-Spectrum Approach", booktitle="MATHEMATICAL METHODS IN ECONOMICS (MME 2014)", year="2014", pages="819--824", address="PALACKY UNIV OLOMOUCKRIZKOVSKEHO 8, OLOMOUC, 771 47, CZECH REPUBLIC", isbn="978-80-244-4209-9", url="https://www.webofscience.com/wos/woscc/full-record/WOS:000356417900141" }