What drives the stock market integration in the CEE-3?
Year of publication: |
2013
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Authors: | Výrost, Tomáš ; Baumöhl, Eduard ; Lyócsa, Štefan |
Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Akad. Press, ISSN 0013-3035, ZDB-ID 715023-4. - Vol. 61.2013, 1, p. 67-81
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Subject: | stock market integration | CEE-3 | time-varying correlations | DCC MV-GARCH model | macroeconomic factors | Schätzung | Estimation | Aktienmarkt | Stock market | Marktintegration | Market integration | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Korrelation | Correlation |
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