Pregled bibliografske jedinice broj: 1206538
The Risk-Return Relationship on European Capital Markets During The Covid-19
The Risk-Return Relationship on European Capital Markets During The Covid-19 // Proceedings of WRFASE international conference, Ankara, Turkey, 5-6 July, 2022.
Odisha: Institute for Tehnology and Research, 2022. str. 8-15 (poster, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 1206538 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
The Risk-Return Relationship on European Capital
Markets During The Covid-19
Autori
Marasovic, Branka ; Rupić, Anton ; Kalinić Miličević, Tea
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of WRFASE international conference, Ankara, Turkey, 5-6 July, 2022.
/ - Odisha : Institute for Tehnology and Research, 2022, 8-15
ISBN
978-93-90150-28-1
Skup
518th International Conference on Humanities, Social Science and Business Management (ICHSSBM)
Mjesto i datum
Ankara, Turska, 05.07.2022. - 06.07.2022
Vrsta sudjelovanja
Poster
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
capital markets, COVID-19 pandemic, efficient frontier, modern portfolio theory
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Ekonomija
