Similar Search Results

Financial liberalization and business cycles: the experience of the new EU member states

Vinhas de Souza, Lúcio - In: Emerging European financial markets : independence and …, (pp. 235-259). 2006

Persistent link: https://www.econbiz.de/10003423378

Stock market integration between three CEECs

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

Persistent link: https://www.econbiz.de/10003979840

Stock market integration between three CEECs, Russia and the UK

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three 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...

Persistent link: https://www.econbiz.de/10003942221

Stock market integration between three CEECs, Russia and the UK

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

Persistent link: https://www.econbiz.de/10003963283

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

Stock market comovements in central Europe : evidence from Asymmetric DCC Model

Gjika, Dritan; Horváth, Roman - 2012

We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic conditional … Central Europe and between Central Europe vis-a-vis the euro area are strong. They increased over time, especially after the … diversification benefits decrease disproportionally during volatile periods. -- stock market comovements ; Central Europe ; financial …

Persistent link: https://www.econbiz.de/10009615081