Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and … Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … testing for possible shifts in the transmission of volatility following the introduction of the euro and EU accession. Further …

the relationship among the stock market sectors of Poland, Hungary and the Czech Republic during 1998−2009 and their …

markets and Russia, second we investigate the relationship among the currency markets of Poland, Hungry, Russia and Czech … linkage between the equity markets, both in regards of returns and volatility, as well as in currency markets. While analyzing … the relationship between currency and stock markets we found unidirectional volatility spillovers from currency to stock …

operating in the Czech Republic, Hungary, and Poland with the stock markets of Germany, UK and US in the period 1994-2004 is …