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Akciové trhy zemí eurozóny s nejvyšším veřejným zadlužením
[Stock markets in eurozone countries with highest oublic debt]

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  • Kulhanek, Lumir

Abstract

In this paper, first, we will take notice of the development of the stock markets in six euro area countries with highest public debt: Greece, Italy, Portugal, Ireland, Belgium, and Spain. Subsequently, a comparison of returns and volatility will be made with the development of selected developed stock markets (France, Germany, the United Kingdom, USA), where only France and Germany are part of the euro area. Both main quantitative characteristics of stock market indexes will be analyzed (monthly returns and risks), as well as trends of volatility development among particular countries. The comparison of stock market volatility in examined period from 2003:03 to 2013:02 has confirmed divergence in volatility development trends in six euro area countries with highest public debt after the year 2009.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 48404.

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Date of creation: Apr 2013
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Handle: RePEc:pra:mprapa:48404

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Keywords: stock market returns; risk; euro area; public debt;

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