Contagion among Central and Eastern European Stock Markets during the Financial Crisis
Year of publication: |
2013
|
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Authors: | BARUNÍK, Jozef ; VÁCHA, Lukáš |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 63.2013, 5, p. 443-453
|
Publisher: |
Institut ekonomických studií |
Subject: | wavelets | financial crisis | Central and Eastern European stock markets | comovement | contagion |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C22 - Time-Series Models ; C40 - Econometric and Statistical Methods: Special Topics. General ; E32 - Business Fluctuations; Cycles ; F30 - International Finance. General ; G15 - International Financial Markets |
Source: |
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