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Equity price dynamics in thin emerging markets of Central and Eastern Europe
Sokalska, Magdalena - 1997
Persistent link: https://www.econbiz.de/10000643767
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Efektywne rynki walutowe
Sokalska, Magdalena - In: Ekonomista : czasopismo poświe̜cone nauce i potrzebom … (1995), pp. 519-549
Persistent link: https://www.econbiz.de/10001188320
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What Drives Equity Returns in Central and Eastern Europe
Sokalska, Magdalena - 2002
This paper investigates the apparent comovement of equity prices in the Czech Republic, Hungary and Poland. It argues that the main underlying forces moving stock prices in small open emerging markets are of exogenous nature. It models the main factor driving prices in the region as an...
Persistent link: https://www.econbiz.de/10012741311
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The Influence of Macroeconomic Factors on Behaviour and Predictability of Stock Market Returns in East European Countries: The Case of Poland
Sokalska, Magdalena - Department of Economics, Leicester University
Persistent link: https://www.econbiz.de/10005634817
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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The Nobel memorial prize for Robert Engle
Diebold, Francis X. (contributor); Engle, Robert F. (honouree) - 2004
Persistent link: https://www.econbiz.de/10003229527
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Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 83 (2003) 12, pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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The risk that risk will change
Engle, Robert F. - In: Journal of investment management : JOIM 7 (2009) 4, pp. 24-28
Persistent link: https://www.econbiz.de/10003940011
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Autogressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 4, pp. 987-1007
Persistent link: https://www.econbiz.de/10003540251