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Diversifikationsstrategien in einem einheitlichen europäischen Finanzmarkt: empirische Befunde

Rehkugler, Heinz; Jandura, Dirk; Sayn-Wittgenstein, … - In: Globalisierung als Herausforderung der …, (pp. 191-216). 2000

Persistent link: https://www.econbiz.de/10001545871

Institutional drivers of shadow economy : empirical evidence from CEE countries

Iacobuta-Mihaita, Andreea-Oana; Pintilescu, Carmen; … - In: Revista de economía mundial : REM ; revista de la … 60 (2022), pp. 67-100

Persistent link: https://www.econbiz.de/10014313468

Modeling financial market volatility in transition markets : a multivariate case

Oikonomikou, Leoni Eleni - 2016 - Revised version including comments: February 2015

This paper presents evidence of linkages across equity markets in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. We apply a multivariate asymmetric EGARCH model. Empirical results indicate significant...

Persistent link: https://www.econbiz.de/10011454085

Forecasting household debt with latent transition modelling

Białowolski, Piotr - In: Applied economics letters 24 (2017) 13/15, pp. 1088-1092

Persistent link: https://www.econbiz.de/10011716635

Modeling financial market volatility in transition markets : a multivariate case

Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322

Persistent link: https://www.econbiz.de/10011983276

Modeling Financial Market Volatility in Transition Markets : A Multivariate Case

Oikonomikou, Leoni Eleni - 2016

This paper presents evidence of equity market linkages in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. I apply a multivariate asymmetric EGARCH model. Empirical results indicate significant return and...

Persistent link: https://www.econbiz.de/10012997279