Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10009158363
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...
Persistent link: https://www.econbiz.de/10008564639
Persistent link: https://www.econbiz.de/10009304798
Persistent link: https://www.econbiz.de/10011430317
Persistent link: https://www.econbiz.de/10011581872
Persistent link: https://www.econbiz.de/10003890145
Persistent link: https://www.econbiz.de/10003936865
Persistent link: https://www.econbiz.de/10003943882