Stoica, Ovidiu; Diaconaşu, Delia-Elena - In: Journal of applied finance & banking 3 (2013) 2, pp. 109-121
This study examines the dynamic linkages between nine Central and Eastern European (CEE) emerging markets and the developed ones, i.e. Austrian, French, German, British and American stock markets. To investigate the nature of transmission of information we employ two econometric models which are...