Narrow search
Showing 1 - 10 of 131,898
Cover Image
Time-varying beta : the case study of the largest companies from the Polish, Czech, and Hungarian stock exchange
Dębski, Wiesław; Feder-Sempach, Ewa; Szczepocki, Piotr - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3855-3877
Persistent link: https://www.econbiz.de/10012623485
Cover Image
Volatility regimes of selected central European stock returns : a Markov switching GARCH approach
Chocholatá, Michaela - In: Journal of business economics and management 23 (2022) 4, pp. 876-894
This paper investigates the weekly stock market data of the Hungarian stock index BUX, the Czech stock index PX and the Polish stock index WIG20 spanning from January 7, 2001 to April 18, 2021. The period of more than 20 years enabled to analyse the behaviour of returns and their volatility...
Persistent link: https://www.econbiz.de/10013499116
Cover Image
Tail dependence between Central and Eastern European and major European stock markets : a copula approach
Dajcman, Silvo - In: Applied economics letters 20 (2013) 16/18, pp. 1567-1573
Persistent link: https://www.econbiz.de/10010221720
Cover Image
Interdependenz zwischen Devisen- und Aktienmärkten in ausgewählten EU-Ländern : Theorie und empirische Analyse
Islami, Mevlud - 2010 - 1., Aufl.
Persistent link: https://www.econbiz.de/10003981681
Cover Image
What guides Central and Eastern European stock markets? : a view from detrended methodologies
Ferreira, Paulo - In: Post-communist economies 30 (2018) 6, pp. 805-819
Persistent link: https://www.econbiz.de/10011957352
Cover Image
Intraday price discovery in emerging European stock markets
Hanousek, Jan; Kočenda, Evžen - 2009
Persistent link: https://www.econbiz.de/10003850151
Cover Image
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
Cover Image
Extreme negative coexceedances in South Eastern European stock markets
Tevdovski, Dragan - 2014
Persistent link: https://www.econbiz.de/10010365646
Cover Image
An analysis of dependence between Central and Eastern European stock markets
Reboredo, Juan Carlos; Tiwari, Aviral Kumar; Albulescu, … - In: Economic systems 39 (2015) 3, pp. 474-490
Persistent link: https://www.econbiz.de/10011532315
Cover Image
The footprints of COVID-19 on Central Eastern European stock markets : an intraday analysis
Aslam, Faheem; Nogueiro, Francisca; Brasil, Mariana; … - In: Post-communist economies 33 (2021) 6, pp. 751-769
Persistent link: https://www.econbiz.de/10012609486