{"?xml":{"@version":"1.0"},"edm:RDF":{"@xmlns:dc":"http://purl.org/dc/elements/1.1/","@xmlns:edm":"http://www.europeana.eu/schemas/edm/","@xmlns:wgs84_pos":"http://www.w3.org/2003/01/geo/wgs84_pos","@xmlns:foaf":"http://xmlns.com/foaf/0.1/","@xmlns:rdaGr2":"http://rdvocab.info/ElementsGr2","@xmlns:oai":"http://www.openarchives.org/OAI/2.0/","@xmlns:owl":"http://www.w3.org/2002/07/owl#","@xmlns:rdf":"http://www.w3.org/1999/02/22-rdf-syntax-ns#","@xmlns:ore":"http://www.openarchives.org/ore/terms/","@xmlns:skos":"http://www.w3.org/2004/02/skos/core#","@xmlns:dcterms":"http://purl.org/dc/terms/","edm:WebResource":[{"@rdf:about":"http://www.dlib.si/stream/URN:NBN:SI:doc-M2PG73MT/7df933f2-16c1-4ae8-a53a-64ae59954320/PDF","dcterms:extent":"205 KB"},{"@rdf:about":"http://www.dlib.si/stream/URN:NBN:SI:doc-M2PG73MT/4dfcac46-43b2-405d-a52c-55611d3ac58b/TEXT","dcterms:extent":"45 KB"}],"edm:TimeSpan":{"@rdf:about":"2003-2024","edm:begin":{"@xml:lang":"en","#text":"2003"},"edm:end":{"@xml:lang":"en","#text":"2024"}},"edm:ProvidedCHO":{"@rdf:about":"URN:NBN:SI:doc-M2PG73MT","dcterms:isPartOf":[{"@rdf:resource":"https://www.dlib.si/details/urn:nbn:si:spr-e8tzpyad"},{"@xml:lang":"sl","#text":"Managing global transitions"}],"dcterms:issued":"2015","dc:creator":["Gurgul, Henryk","Machno, Artur"],"dc:format":[{"@xml:lang":"sl","#text":"številka:1"},{"@xml:lang":"sl","#text":"letnik:13"},{"@xml:lang":"sl","#text":"str. 3-25"}],"dc:identifier":["COBISSID_HOST:1537418180","ISSN:1854-6935","URN:URN:NBN:SI:doc-M2PG73MT"],"dc:language":"en","dc:publisher":{"@xml:lang":"sl","#text":"Faculty of management"},"dc:subject":[{"@xml:lang":"en","#text":"Austria"},{"@xml:lang":"sl","#text":"Avstrija"},{"@xml:lang":"sl","#text":"delniški trgi"},{"@xml:lang":"sl","#text":"dinamične zveze"},{"@xml:lang":"en","#text":"dynamic relationship"},{"@xml:lang":"en","#text":"Germany"},{"@xml:lang":"sl","#text":"Markov switching VAR"},{"@xml:lang":"sl","#text":"MSVAR"},{"@xml:lang":"sl","#text":"Nemčija"},{"@xml:lang":"en","#text":"Poland"},{"@xml:lang":"sl","#text":"Poljska"},{"@xml:lang":"en","#text":"regime-dependent impulse response"},{"@xml:lang":"sl","#text":"stock markets"},{"@xml:lang":"sl","#text":"z režimom pogojeni impulzni odzivi"},{"@rdf:resource":"http://www.wikidata.org/entity/Q475000"}],"dcterms:temporal":{"@rdf:resource":"2003-2024"},"dc:title":{"@xml:lang":"sl","#text":"Regime-dependent relationships among stock markets in Frankfurt, Vienna and Warsaw|"},"dc:description":[{"@xml:lang":"sl","#text":"This paper analyzes short-run relationships between German, Austrian and Polish stock market indices using the Markov Switching VAR (MSVAR) model. The impulse response function is used as the main tool and reveals two market phases. The results are useful for investors; reactions to disturbances are complex and depend on the market phase and the considered pair of variables. There is also a theoretical analysis of the msvar model. The theoretical unconditional characteristics of the process driven by the MSVAR model are presented along with calculation techniques which can be applied to other models"},{"@xml:lang":"sl","#text":"Razprava analizira kratkoročno povezavo med nemškimi, avstrijskimi in poljskimi borznimi indeksi na podlagi vektorskega avtoregresijskega modela Markovove spremembe režima (MSVAR). Glavno orodje je funkcija impulznega odziva in kaže na dve fazi borze. Rezultati so uporabni za vlagatelje. Odzivi na motnje so zapleteni in odvisni od faze trga ter obravnavanega para spremenljivk. Obstaja tudi teoretična analiza msvar modela. Teoretične brezpogojne značilnosti procesa, obravnavane z modelom MSVAR, so predstavljene skupaj s tehnikami izračuna, ki lahko veljajo tudi za druge modele"}],"edm:type":"TEXT","dc:type":[{"@xml:lang":"sl","#text":"znanstveno časopisje"},{"@xml:lang":"en","#text":"journals"},{"@rdf:resource":"http://www.wikidata.org/entity/Q361785"}]},"ore:Aggregation":{"@rdf:about":"http://www.dlib.si/?URN=URN:NBN:SI:doc-M2PG73MT","edm:aggregatedCHO":{"@rdf:resource":"URN:NBN:SI:doc-M2PG73MT"},"edm:isShownBy":{"@rdf:resource":"http://www.dlib.si/stream/URN:NBN:SI:doc-M2PG73MT/7df933f2-16c1-4ae8-a53a-64ae59954320/PDF"},"edm:rights":{"@rdf:resource":"http://creativecommons.org/licenses/by-nc-nd/4.0/"},"edm:provider":"Slovenian National E-content Aggregator","edm:intermediateProvider":{"@xml:lang":"en","#text":"National and University Library of Slovenia"},"edm:dataProvider":{"@xml:lang":"sl","#text":"Univerza na Primorskem, Fakulteta za management"},"edm:object":{"@rdf:resource":"http://www.dlib.si/streamdb/URN:NBN:SI:doc-M2PG73MT/maxi/edm"},"edm:isShownAt":{"@rdf:resource":"http://www.dlib.si/details/URN:NBN:SI:doc-M2PG73MT"}}}}