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...

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...

The case of two transition tables is considered, that is two square asymmetric matrices of frequencies where the rows and columns of the matrices are the same objects observed at three different time points. Different ways of visualizing the tables, either separately or jointly, are examined. We...