Překlad názvu: Financial Stress Transmission from Developed to Emerging Countries
Autoři: Gavrilenco, Nicolae ; Horváth, Roman (vedoucí práce) ; Jakubík, Petr (oponent)
Typ dokumentu: Diplomové práce
Rok: 2013
Jazyk: eng
Abstrakt: Charles University in Prague Faculty of Social Sciences Institute of Economic Studies MASTER THESIS Financial Stress Transmission from Developed to Emerging Countries Author: Bc. Nicolae Gavrilenco Supervisor: doc. Roman Horvàth, Ph.D. Academic Year: 2012/2013 Abstract In this research we have analyzed the financial system as it is today, describing the implications financial innovation had and the impact of the recent financial crisis. We tried to understand the nature of the financial stress and its measures. In the context of world financial integration it was also necessary to have a review upon the financial stress transmission channels from developed to emerging countries, determining the linkages and their measures. We employed a structural VAR model to determine whether there is empirical proof of financial Stress transmission from developed to emerging countries and see if financial integration represents the decisive factor in financial stress transmission. Our results suggest that there is a significant impact of financial stress in developed countries on the output of emerging ones. However we can observe an increasing influence of country-specific factors in explaining the variation in the rest of the variable of our model. The results also indicate the level of international financial...
Klíčová slova: Developed Economies; Emerging Economies; Financial Crisis; Financial Stress Index; Small Open Economy; SVAR; Developed Economies; Emerging Economies; Financial Crisis; Financial Stress Index; Small Open Economy; SVAR

Instituce: Fakulty UK (VŠKP) (web)
Informace o dostupnosti dokumentu: Dostupné v digitálním repozitáři UK.
Původní záznam: http://hdl.handle.net/20.500.11956/59815

Trvalý odkaz NUŠL: http://www.nusl.cz/ntk/nusl-329105


Záznam je zařazen do těchto sbírek:
Školství > Veřejné vysoké školy > Univerzita Karlova > Fakulty UK (VŠKP)
Vysokoškolské kvalifikační práce > Diplomové práce