Alikhanov, Abdulla - EcoMod Network - 2013
) stock market, regional factor Europe (RF EU) stock market and as the world factor oil price (WF Oil) changes on the eight … Republic, Hungary, Poland, Romania, Russia, Turkey, and the Ukraine. The mean and volatility spillover effects across financial … country j has been explained respectively by Global Factor US (GF US), Regional Factor EU (RF EU), local factor (own market of …