markets of selected new EU member states in Central Europe (the Czech Republic, Hungary, and Poland), the global stock market …

, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets … suggests adominance of country- or market-specific circumstances. -- Financial markets ; Czech Republic ; Hungary ; Poland … volatility in the CEEC-3, we uncover some evidence of Granger-causality on the foreign exchange markets. Finally, using a pool …

markets, we develop a novel jump-diffusion process. For example, we consider three channels for volatility contagion--such as … integrated volatility, positive jump variation, and negative jump variation--and each stock market is able to affect the other … and evidence that the risk contagion channel has changed from integrated volatility to negative jump variation …

both panel and single-country SUR (seemingly unrelated regressions) estimation methods, we analyse the Brexit effect on …

results of polls published by Bloomberg. Based on these datasets and using both panel as well as single-country SUR estimation …

market volatility during turmoil, however, produces different results. We then find contagion from the Czech Republic to … Hungary during this time, but all other cross-market co-movements are rather attributable rather to strong cross … Poland, but that coefficients for all pairs remain substantial and significant. Finally, we address the problem of …

conducted using augmented market models that integrate Economic Policy Uncertainty (EPU) and implied volatility (VIX). The …