Intellectual capital disclosure of Hungarian and Czech Listed firms

E Lippai-Makra, Z Rádóczi, ZI Kovács - European Financial and …, 2019 - econstor.eu
The purpose of this paper is to investigate the level of intellectual capital (IC) disclosure of
the largest Czech and Hungarian listed firms. We apply content analysis of the annual …

Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries

M Mészáros, GD Kiss - Review of Economic Perspectives, 2020 - sciendo.com
The transmission mechanism has been dominated by direct monetary measures since the
crisis of 2008. While the indirect impacts of the unconventional monetary instruments have …

Spillover effects and transmission of shocks in Visegrad equity markets

F Aliu, V Asero, A Asllani, J Kučera - Studies in Economics and …, 2023 - emerald.com
Purpose Paper aims to investigate the interdependencies and spillover effects that the
Visegrad (V4 hereafter) Equity Markets hold on each other. The V4 group stands for the …

[PDF][PDF] Időzítésen alapuló befektetési módszerek a Budapesti Értéktőzsdén

NA Zoltán - Hitelintézeti Szemle - hitelintezetiszemle.mnb.hu
Számos szakirodalmi forrás alátámasztja, hogy az időzítésen alapuló, egyszerű befektetési
módszerekkel felülteljesítés érhető el, így ezek a hagyományos befektetési stratégiák …

Market Timing Investment Methods on the Budapest Stock Exchange

AZ Nagy - Financial and Economic Review, 2024 - real.mtak.hu
A large body of literature confirms that simple investment methods based on timing can
outperform and thus be an alternative to traditional investment strategies. The study tests this …

How Do Stock Indices Respond to Market Shocks? Examining Stock Market Contagion in European Countries with Minimum Spanning Trees

D Sallai, M Mészáros, GD Kiss - Econometric Research in Finance, 2022 - erfin.org
This paper analyses the structural changes of the European stock markets by using a
minimum spanning tree graph. The aim was to point out similarities and differences of the …

Európai tőzsdeindexek kockázattovábbító tulajdonságának vizsgálata= Analysis of the risk-transmitting nature of European stock indices

D Sallai, GD Kiss - STATISZTIKAI SZEMLE, 2022 - real.mtak.hu
A tanulmány az európai részvénypiacok szerkezeti változásait elemzi minimális feszítőfa és
Markov-féle rezsimváltó modell segítségével, amely a topológiai változások mellett a …

NEW METHODOLOGY TO STUDY CONTAGION BETWEEN WESTERN AND EMERGING EUROPE: A SWITCHING COPULA APPROACH

D Radev - FACTA UNIVERSITATIS-Economics and Organization, 2021 - ceeol.com
This paper adapts and extends switching copula models to investigate whether financial
contagion occurred between Western stock markets and their Central and Eastern European …

[PDF][PDF] Európai tőzsdeindexek kockázattovábbító tulajdonságának vizsgálata

S Dóra, KG Dávid - Hungarian Statistical Review/Statisztikai …, 2022 - researchgate.net
This study analyses the structural changes in European stock market indices using a
minimal spanning tree and a Markov-switching model that examines the regime-changes in …

[PDF][PDF] Exchange Rate Modeling under Unconventional Monetary Policy on a European Panel Sample

GDKM Mészáros - academia.edu
Following the latest subprime crisis, central banks introduced several unconventional
instruments which had spillover effects on foreign exchange rates. The aim of our paper is to …