Determination of risk factors of stock returns in Central Europe

Determinace rizikových faktorů při tvorbě akciových výnosů v střední Evropě

Nguyen The Hung

Acta Oeconomica Pragensia, 2006, vol. 2006, issue 1, 179-192

Abstract: This article focuses on determination of risk factors of stock returns in 3 countries of central Europe, such as the Czech Republic, Poland and Hungary. Firstly, it tries to characterize a group of emerging markets and overview its stock returns in the last decade. After that it tries to identify significant risk factors of stock returns of these three countries in different levels of global, European and local.

Keywords: emerging markets; risk factors; correlation; returns (search for similar items in EconPapers)
JEL-codes: G14 G15 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.18267/j.aop.530

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