The Risk-Return Relationship on European Capital Markets During The Covid-19 (CROSBI ID 720935)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Marasovic, Branka ; Rupić, Anton ; Kalinić Miličević, Tea
engleski
The Risk-Return Relationship on European Capital Markets During The Covid-19
In the last two years, the world is facing the COVID-19 pandemic. The economic slowdown caused by uncertainty and pandemic control measures has significantly affected capital markets. The aim of this paper is to analyze the impact of the COVID- 19 pandemic on the capital markets of selected European Union countries using modern portfolio theory. The conclusion on the impact of the pandemic will be made on the basis of the relationship between stock return and risk and the estimated M-CVaR efficient frontiers in the Spanish, German, French and Italian capital markets in the period before and during the COVID- 19 pandemic.
capital markets, COVID-19 pandemic, efficient frontier, modern portfolio theory
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
Podaci o prilogu
8-15.
2022.
nije evidentirano
objavljeno
978-93-90150-28-1
Podaci o matičnoj publikaciji
Proceedings of WRFASE international conference, Ankara, Turkey, 5-6 July, 2022.
Odisha: Institute for Tehnology and Research
Podaci o skupu
518th International Conference on Humanities, Social Science and Business Management (ICHSSBM)
poster
05.07.2022-06.07.2022
Ankara, Turska