Spillover effects from London and Frankfurt to Central and Eastern European stock markets
This article investigates comovement in stock markets between the emerging economies of Central and Eastern Europe (CEE) and the developed markets of Western Europe. Three approaches are employed to examine this issue. The first two approaches, time-varying realized correlation ratios and cointegrat...
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Veröffentlicht in: | Applied financial economics |
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Sprache: | eng |
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2009
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Special issue: The global financial crisis | 2010 | 20.2010,1/3 |
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