Patev, Plamen; Kanaryan, Nigokhos; Lyroudi, Katerina - In: Managerial Finance 32 (2006), pp. 415-432
Purpose – To investigate the Central and Eastern European (CEE) equity market co-movements before, during and after major emerging market crises. To examine the impact of the crisis on the gains of international portfolio diversification in CEE. Design/methodology/approach - The study is based...