Baumöhl, Eduard; Farkašovská, Mária; Výrost, Tomáš - In: Politická ekonomie 2010 (2010) 4, pp. 488-503
In this paper we analyze the dynamic conditional correlations between CEE stock markets (also known as countries from Vysehrad Group - V4) and developed European stock markets, with German DAX utilized as a benchmark. Our methodology is based on the DCC MV-GARCH approach. It is shown that the...
