Showing 1 - 10 of 21
Persistent link: https://www.econbiz.de/10003606856
In this paper, we provide evidence on the nature and the relative importance of domestic and foreign shocks in Slovak economy based on block-restriction vector autoregression model in 1999-2007. We document well-functioning monetary transmission mechanism in Slovakia. Subject to various...
Persistent link: https://www.econbiz.de/10003790183
Persistent link: https://www.econbiz.de/10003792575
Persistent link: https://www.econbiz.de/10003890192
Persistent link: https://www.econbiz.de/10008904350
Persistent link: https://www.econbiz.de/10009499896
We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional correlation multivariate GARCH model. Using daily data from 2001 to 2011, we find that the correlations among stock markets in Central Europe and between Central Europe vis-a-vis the...
Persistent link: https://www.econbiz.de/10009615081
Persistent link: https://www.econbiz.de/10003815558
Persistent link: https://www.econbiz.de/10012229744
Persistent link: https://www.econbiz.de/10011591807