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Stock market comovements in Central Europe : evidence from the asymmetric DCC model
Gjika, Dritan; Horváth, Roman - In: Economic modelling 33 (2013), pp. 55-64
Persistent link: https://www.econbiz.de/10010192060
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Stock market integration between three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Persistent link: https://www.econbiz.de/10003979840
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and …
Persistent link: https://www.econbiz.de/10003942221
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Persistent link: https://www.econbiz.de/10003963283
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Contagion among Central and Eastern European stock markets during the financial crisis
Baruník, Jozef; Vácha, Lukáš - In: Finance a úvěr 63 (2013) 5, pp. 443-453
Persistent link: https://www.econbiz.de/10010244833
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Stock market comovements in Central Europe : evidence from asymmetric DCC model
Gijka, Dritan; Horváth, Roman - 2012
Persistent link: https://www.econbiz.de/10009788696
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Stock market integration between three CEECs
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Journal of economic integration 27 (2012) 1, pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
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Stock Market Comovements in Central Europe : Evidence from Asymmetric DCC Model
Gjika, Dritan - 2012
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–à–vis...
Persistent link: https://www.econbiz.de/10013096626
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Targeting IPOs from the Central European emerging stock markets (CEESM) of Poland during the global financial crisis
Prorokowski, Lukasz - In: Qualitative research in financial markets 5 (2013) 1, pp. 85-118
Persistent link: https://www.econbiz.de/10009737647
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Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Review of international economics 19 (2011) 1, pp. 158-169
Persistent link: https://www.econbiz.de/10009127584