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Bulgarian stock market relative predictability : BSE-Sofia stocks and South East European markets
Dyakova, Aneta; Smith, Graham - In: Applied financial economics 23 (2013) 13/15, pp. 1257-1271
Persistent link: https://www.econbiz.de/10010204739
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Extreme negative coexceedances in South Eastern European stock markets
Tevdovski, Dragan - 2014
Persistent link: https://www.econbiz.de/10010365646
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Are European frontier markets efficient?
Bond, Derek; Dyson, K. - In: Handbook of frontier markets : the African, European …, (pp. 147-170). 2016
Persistent link: https://www.econbiz.de/10011549522
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Adaptive and relative efficiency of stock markets from Southeastern Europe : a wavelet approach
Bogdanova, B.; Ivanov, I. - In: Applied financial economics 24 (2014) 10/12, pp. 705-722
Persistent link: https://www.econbiz.de/10010402649
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Stock market volatility and contagion effects in the financial crisis : the case of South-Eastern Europe
Syriopoulos, Theodore - In: Emerging markets and the global economy, (pp. 665-700). 2014
Persistent link: https://www.econbiz.de/10010434615
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International Stock market integration : Central and South Eastern Europe compared
Horváth, Roman; Petrovski, Dragan - 2012
We examine the international stock market comovements between Western Europe vis-àvis Central (the Czech Republic, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in 2006-2011. Comparing these two groups, we find that the degree of...
Persistent link: https://www.econbiz.de/10009566417
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An analysis of South-Eastern European stock markets : evidence on cointegration and portfolio diversification benefits
Guidi, Francesco; Uğur, Mehmet - In: Journal of international financial markets, … 30 (2014), pp. 119-136
Persistent link: https://www.econbiz.de/10011293049
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International Stock Market Integration : Central and South Eastern Europe Compared
Horvath, Roman - 2012
We examine the international stock market comovements between Western Europe vis-à-vis Central (the Czech Republic, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in 2006-2011. Comparing these two groups, we find that the degree of...
Persistent link: https://www.econbiz.de/10013105624
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Overreaction Hypothesis in Emerging Balkan Stock Markets
Kenourgios, Dimitris - 2009
This paper examines overreaction hypothesis in four emerging Balkan stock markets (Bulgaria, Romania, Croatia, Turkey), using average returns of four developed markets (US, UK, Germany and Greece), during the period 2000-2007. The hypothesis tested is that developed market movements create...
Persistent link: https://www.econbiz.de/10013155953
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International Stock Market Integration : Central and South Eastern Europe Compared
Horvath, Roman - 2015
We examine the international stock market comovements between Western Europe vis-à-vis Central (Czech Republic, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in the period 2006–2011. Comparing these two groups, we find that the...
Persistent link: https://www.econbiz.de/10013027487