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. Recently published scientific studies dealing with this theme were mainly focused on the integration of the new EU members …' stock markets with the eurozone only. Hence, this paper aims to investigate, compare and interpret integration among stock … accomplished via usage of data on daily frequency. Delivered results showed that the degree of integration of Central European …
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The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including the US, UK, Euro Zone and BRICS (Brazil, Russia,...
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