Similar Search Results

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets

Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10014507516

Impact of an unexplained component of real exchange rate volatility on FDI: evidence from transition countries

Balaban, Suzana; Živkov, Dejan; Milenković, Ivan - In: Economic systems 43 (2019) 3/4, pp. 1-14

Persistent link: https://www.econbiz.de/10012314710

Connectedness structures of sovereign bond markets in Central and Eastern Europe

Karkowska, Renata; Urjasz, Szczepan - In: International review of financial analysis 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803766

Bond markets integration in the EU : new empirical evidence from the Eastern non-euro member-states

Stoupos, Nikolaos; Kiohos, Apostolos - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014225792

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074