[PDF][PDF] Frequency domain causality analysis of intra-and inter-regional return and volatility spillovers of South-East European (SEE) stock markets
In this study the return spillovers and volatility spillovers between South-East European
(SEE) stock markets are investigated as well as vis-a-vis regional and global stock markets …
(SEE) stock markets are investigated as well as vis-a-vis regional and global stock markets …
Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?
NT Hung - Acta Oeconomica, 2020 - akjournals.com
This study investigates the transmission mechanism of price and volatility spillovers across
the Budapest, Warsaw, Prague, Bucharest, and Zagreb stock markets in the pre-and post …
the Budapest, Warsaw, Prague, Bucharest, and Zagreb stock markets in the pre-and post …
[HTML][HTML] CEE and SEE equity market return spillovers: Creating profitable investment strategies
T Škrinjarić - Borsa Istanbul Review, 2020 - Elsevier
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 …
achieve their goals in a faster and better way. For purposes of portfolio diversification …
The Western Balkans: weak performance since the crisis
M Dabrowski, Y Myachenkova - Acta Oeconomica, 2018 - akjournals.com
In the early and mid-2000s, the prospect of EU accession and the global boom facilitated
rapid economic recovery and boosted economic and institutional reforms in the Western …
rapid economic recovery and boosted economic and institutional reforms in the Western …
Disrupting the Stock Market: Stocks Gone Crypto
M Latinović - Digital Transformation of the Financial Industry …, 2023 - Springer
Financial technology development is disrupting industries throughout the world. More and
more companies are embracing some type of these innovative technologies because their …
more companies are embracing some type of these innovative technologies because their …
COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach
M Gardijan Kedžo - Croatian Review of Economic, Business and …, 2022 - hrcak.srce.hr
Sažetak The COVID-19 pandemic and its impact on the stock markets in the Central and
East European (CEE) countries have been investigated in many papers, but mostly from the …
East European (CEE) countries have been investigated in many papers, but mostly from the …
Asymmetric Spillovers Between the Stock Risk Series: Case of CESEE Stock Markets
T Škrinjarić - … Applications of Computational Intelligence in Business …, 2021 - Springer
Asymmetric behaviour of stock market variables is nothing new in theory and practice.
However, the methodology which captures this behaviour should be developed and used …
However, the methodology which captures this behaviour should be developed and used …
[引用][C] Research on volatility spillover effect between foreign exchange and stock market based on computer simulation multi resolution analysis
P Zhang, S Nan Wang - Journal of Intelligent & Fuzzy Systems - IOS Press