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Essays in empirical work in emerging markets
Godoy, Sergio - 2004
Persistent link: https://www.econbiz.de/10003549452
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Asymmetry in volatility : a comparison of developed and transition stock markets
Wdowinski, Piotr; Malecka, Marta - 2010
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10003942099
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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
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Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets
Wdowinski, Piotr; Malecka, Marta - 2021
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10013316234
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Wealth effect or credit-price effect under economic transition in Eastern European countries : new evidence from the quantile causality test
Lou, Tienwei; Chang, Haiyen; Luo, Wuchang - In: The empirical economics letters : a monthly … 17 (2018) 2, pp. 275-285
Persistent link: https://www.econbiz.de/10011912916
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Restructuring the banking value chain : effects of regional diversification and sourcing on bank performance
Fritsch, Markus - 2008
Persistent link: https://www.econbiz.de/10003751637
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Episodic dependencies in Central and Eastern Europe stock markets
Todea, Alexandru; Zoicas-Ienciu, Adrian - In: Applied economics letters 15 (2008) 13/15, pp. 1123-1126
Persistent link: https://www.econbiz.de/10003801291
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Portfolio allocation in transition economies
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629392
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Asset allocation in transition economies
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827664
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A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 39 (2013), pp. 208-221
Persistent link: https://www.econbiz.de/10010234959