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Capitalism and (versus?) democracy : stock markets and democratization in transition

Hartwell, Christopher A. - In: Applied economics letters 21 (2014) 13/15, pp. 979-983

Persistent link: https://www.econbiz.de/10010418285

Modeling financial market volatility in transition markets : a multivariate case

Oikonomikou, Leoni Eleni - 2016 - Revised version including comments: February 2015

This paper presents evidence of linkages across equity markets in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. We apply a multivariate asymmetric EGARCH model. Empirical results indicate significant...

Persistent link: https://www.econbiz.de/10011454085

A note on transition stock return behaviour

Jansen, Paul F. G.; Verschoor, Willem F. C. - In: Applied economics letters 11 (2004) 1, pp. 11-13

Persistent link: https://www.econbiz.de/10001911364

Modeling financial market volatility in transition markets : a multivariate case

Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322

Persistent link: https://www.econbiz.de/10011983276

Modeling Financial Market Volatility in Transition Markets : A Multivariate Case

Oikonomikou, Leoni Eleni - 2016

This paper presents evidence of equity market linkages in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. I apply a multivariate asymmetric EGARCH model. Empirical results indicate significant return and...

Persistent link: https://www.econbiz.de/10012997279