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described as asymmetric in three new European Union (EU) members (the Czech Republic, Hungary and Poland), which apply an …
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We analyze foreign news and spillovers in the emerging EU stock markets (the Czech Republic, Hungary, and Poland). We …
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We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data from 2001 to 2011, we find that the correlations among stock markets in Central Europe and between Central Europe vis–à–vis...
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