Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/289711 
Erscheinungsjahr: 
2022
Quellenangabe: 
[Journal:] Comparative Economic Research. Central and Eastern Europe [ISSN:] 2082-6737 [Volume:] 25 [Issue:] 3 [Year:] 2022 [Pages:] 90-109
Verlag: 
Lodz University Press, Lodz
Zusammenfassung: 
Capital markets react almost immediately to crises. Such relationships can be both international and local. The research focuses on the stock markets of two countries: Spain and Poland. These countries are often compared in terms of various economic and social criteria. The research covers the period from March 3, 2019, to March 31, 2021. The aim is to identify sectors and indices similar to each other at the local level and to identify, among pairs of similar indices, those that provide a boost to another sector. The research uses the hierarchical cluster analysis method (Ward's method) and the Granger causality test. This work presents a novel approach to sectoral comparison at the local level.
Schlagwörter: 
coronavirus
economic sectors
financial volatility
similarity
JEL: 
C32
C38
G01
G14
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by-nc-nd Logo
Dokumentart: 
Article

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.