Showing 1 - 10 of 30
Persistent link: https://www.econbiz.de/10003979840
This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...
Persistent link: https://www.econbiz.de/10003942221
Persistent link: https://www.econbiz.de/10003963283
Persistent link: https://www.econbiz.de/10009517757
Persistent link: https://www.econbiz.de/10001328662
Persistent link: https://www.econbiz.de/10009127584
This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...
Persistent link: https://www.econbiz.de/10013095004
Persistent link: https://www.econbiz.de/10003635466
Persistent link: https://www.econbiz.de/10003776370
Persistent link: https://www.econbiz.de/10003542067