Studiul relaţiei dintre pieţele de acţiuni din Europa Centrală şi de Est în contextul crizei financiare actuale

This article studies the relations between the stock exchanges of Romania, Poland, the Czech Republic and Hungary before and after the start of the crisis in CEE (January 2000-August 2008 and October 2008-September 2010, respectively). The connections among the monthly yields of the main CEE indices are analysed through the Johanssen co-integration test and the Error Correction Model.

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Year of publication:	2010
Authors:	Elena-Adela, Ungureanu
Published in:	Revista OEconomica. - Societatea Romana de Economie - SOREC. - 2010, 03
Publisher:	Societatea Romana de Economie - SOREC
Subject:	Central and Eastern Europe \| equity market \| co-integration \| error correction model \| interdependence

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Extent:	application/pdf
Type of publication:	Article
Classification:	F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009140949