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Volatility and Correlations for Stock Markets in the Emerging Economies of Central and Eastern Europe: Implications for European Investors

  • Published:2010 Issue: Volume: Page:
  • ISSN:1556-5068
  • Container-title:SSRN Electronic Journal
  • language:en
  • Short-container-title:SSRN Journal

Author:

Allen David E.,Powell Robert J.,Golab Anna

Publisher

Elsevier BV

Reference23 articles.

1. Financial Integration of Stock Markets among New EU Member States and the Euro Area;I Babetskii;Czech Journal of Economics and Fiance,2007

2. Generalized autoregressive conditional heteroskedasticity;T Bollerslev;Journal of Economics,1986

3. Are eastern European countries catching up? Time series evidence for Czech Republic, Hungry and Poland;R Bruggemann;Applied Economics Letters,2007

4. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns;L Capiello;Journal of Financial Econometrics,2006

5. Beating the random walk in central and eastern Europe;J C Cuaresma;Journal of Forecasting,2005

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Financial Linkages and Shock Spillovers in the Countries of Central, Eastern, and South-Eastern Europe;Research Anthology on Macroeconomics and the Achievement of Global Stability;2022-08-05

2. Financial Linkages and Shock Spillovers in the Countries of Central, Eastern, and South-Eastern Europe;Recent Applications of Financial Risk Modelling and Portfolio Management;2021

3. Risk arbitrage in emerging Europe: are cross-border mergers and acquisition deals more risky?;Economic Research-Ekonomska Istraživanja;2017-01

4. An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets;Handbook of Frontier Markets;2016
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