Transmission of Shocks through Stock Markets Channel: The Case of the CEECs
Author:
Publisher
Elsevier BV
Subject
General Economics, Econometrics and Finance
Reference18 articles.
1. Baek, I.-M., & Jun, J. (2011). Testing Contagion of the 1997-98 Crisis in Asian Stock Markets with Structural Breaks and Incubation Periods. Journal of Asian Economics, 22(5), 356-368. doi:http://dx.doi.org/10.1016/j.asieco.2011.05.005.
2. Brannas, K., De Gooijer, J.G., Lonnbark, C., & Soultanaeva, A. (2012). Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States’ Stock Exchanges. Studies in Nonlinear Dynamics & Econometrics, 16(1), 1-24. doi:http://dx.doi.org/10.1515/1558-3708.1855.
3. Brannas, K., & Soultanaeva, A. (2011). Influence of News from Moscow and New York on Returns and Risks of Baltic States’ Stock Markets. Baltic Journal of Economics, 11(1), 109-124. doi:http://dx.doi.org/10.1080/1406099x.2011.10840493.
4. Dubinskas, P., & Stunguriene, S. (2010). Alterations in the Financial Markets of the Baltic Countries and Russia in the Period of Economic Downturn. Technological and Economic Development of Economy, 16(3), 502-515. doi:http://dx.doi.org/10.3846/tede.2010.31.
5. Engle, R. (2002). Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. Journal of Business and Economic Statistics, 20(3), 339-350. doi:http://dx.doi.org/10.1198/073500102288618487.
Cited by 8 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. The relationship between macroeconomic variables and stock market indices: evidence from Central and Eastern European countries;Eastern Journal of European Studies;2024
2. Spillover effects and transmission of shocks in Visegrad equity markets;Studies in Economics and Finance;2023-12-14
3. Exploring the Contagion Effect from Developed to Emerging CEE Financial Markets;Mathematics;2023-01-29
4. Connectedness structures of sovereign bond markets in Central and Eastern Europe;International Review of Financial Analysis;2021-03
5. Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices;Expert Systems with Applications;2020-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3