Seminář Connectedness in Financial Markets 10.3.2026 v Ostravě

Financial connectedness refers to the degree and structure of linkages among financial institutions, assets, sectors, or countries, such as through cross-holdings, funding relationships, shared exposures, or information spillovers. High connectedness enables rapid transmission of shocks across markets, affecting prices, volatility, and risk. Analytically, it examines how these shocks propagate through the financial system using correlations, spillover indices, network models, and VAR approaches. Understanding connectedness is crucial for identifying systemically important nodes and transmission channels, for effective portfolio diversification and risk management—especially during periods of market stress—and for supporting macroprudential regulation and financial stability policy. The lecture presents key methods for measuring connectedness and their practical applications.

Vážení členové České společnosti ekonomické,
pobočka ČSE Havířov ve spolupráci s Evropskou výzkumnou univerzitou Vás zve na seminář

"Connectedness in Financial Markets"

dne 10. března od 13:00

v Zasedací místnosti Evropské výzkumné univerzity, Sokolská tř. 2416/33, Ostrava

Přednášející:

prof. Ing. Evžen Kočenda, M.A., Ph.D., DSc.– Univerzita Karlova – Fakulta sociálních věd

Anotace:

  • Financial connectedness refers to the degree and structure of linkages among institutions, assets, sectors, or countries (e.g., cross-holdings, funding relationships, common exposures, information spillovers).
  • High connectedness enables rapid shock transmission across markets, affecting prices, volatility, and risk (volatility spillovers).
  • Analytically, it examines how shocks propagate through the financial system using correlations, spillover indices, network models, and VAR approaches.
  • It enhances understanding of systemic risk and helps identify systemically important nodes and transmission channels.
  • It is crucial for portfolio diversification and risk management, especially during periods of market stress.
  • It supports macroprudential regulation and financial stability policy.
  • The lecture presents key methods for measuring connectedness and their practical applications.
Moderátorem akce je Emil Adámek, Evropská výzkumná univerzita – předseda výkonného výboru regionální pobočky ČSE Havířov.

Seminář proběhne v českém jazyce, pouze prezenčně, bez nahrávání.

CSE_seminar_Havirov_10032026.pdf (3.3.2026)

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