Rising political and economic uncertainty over the world affects all participants on different
markets, including stock markets. Recent research has shown that these effects are …

The purpose of this research is to compare the risk transfer structure in Central and Eastern
European and Western European stock markets during the 2007–2009 financial crisis and …

Globalisation and financial development have significantly integrated stock markets
worldwide. A higher degree of interrelatedness and integration provides firms with increased …

Purpose The purpose of this paper is to empirically evaluate risk spillovers between
selected CESEE (Central, Eastern and South-Eastern Europe) stock markets in order to …

Portfolio management today employs many different quantitative tools for investors to
achieve their goals in a faster and better way. For purposes of portfolio diversification …

This study examines the linkages between eight South East European emerging stock
markets and three reference ones during the period 2005-2015 In this study we prove that …

The first aim of this thesis is to examine the market behaviour of the Middle East North
African (MENA) region. This aim is fulfilled by examining the volatility of eight selected …

Over the last 30 years, financial markets have become more integrated mainly because of
reducing value of information, the development of electronic trading systems and the …

At the end of March 2016, regional platform CEE link was established by three Balkan
bourses from Macedonia, Bulgaria and Croatia. This platform provides investors from these …

This diploma thesis is devoted to the linkages among stock, bond and foreign exchange
markets in the Czech Republic, Austria, Germany and Poland during the period from the …