Acta Oeconomica Pragensia 2006, 14(1):179-192 | DOI: 10.18267/j.aop.530

Determination of risk factors of stock returns in Central Europe

Nguyen The Hung
Ing. Nguyen The Hung - doktorand, Katedra bankovnictví a pojiš ovnictví, VŠE v Praze.

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
JEL classification: G14, G15

Published: March 1, 2006  Show citation

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Hung, N.T. (2006). Determination of risk factors of stock returns in Central Europe. Acta Oeconomica Pragensia, 14(1), 179-192. doi: 10.18267/j.aop.530
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