Central and Eastern European stock exchanges under stress : a range-based volatility spillover framework
Year of publication: |
2015
|
---|---|
Authors: | Demiralay, Sercan ; Bayraci, Selçuk |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 5, p. 411-430
|
Subject: | volatility transmission | Central and Eastern European stock markets | forecast error variance decompositions | financial crises | Volatilität | Volatility | Aktienmarkt | Stock market | Osteuropa | Eastern Europe | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Schätzung | Estimation | Tschechien | Czech Republic | Dekompositionsverfahren | Decomposition method | Ungarn | Hungary | Börsenkurs | Share price |
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