The role of the macroeconomic environment in shaping capital market co-movement in C.E.E. countries-Reference-Cited by-同舟云学术

The role of the macroeconomic environment in shaping capital market co-movement in C.E.E. countries

Published:2019-01-01 Issue:1 Volume:32 Page:3813-3834
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Onofrei Mihaela¹^ORCID,Cărăuşu Dumitru Nicuşor¹^ORCID,Lupu Dan¹^ORCID

Affiliation:

1. Department of Finance, Money and Public Administration, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University of Iaşi, Iaşi, Romania

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2019.1675525

Reference44 articles.

1. THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS

2. An Empirical Examination of the Dissemination of Equity Price Innovations Between the Emerging Markets of Nordic-Baltic States and Major Advanced Markets

3. The Global Crisis and Equity Market Contagion

4. On the dynamic dependence and asymmetric co-movement between the US and Central and Eastern European transition markets

5. The local power of some unit root tests for panel data

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