Detail publikace

The Comovement of Financial and Trade Integration: Wavelet Co-Spectrum Approach

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"
}