Progress Towards to Equity Market Integration in Eastern Europe
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- Type
- preprint
- Published
- 2008-01-01
- Cited by
- 0
- References
- 25
- Access
- Open access
- OpenAlex
- https://openalex.org/W111699223
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:150702169
Keywords
Diversification (marketing strategy), Equity (law), Volatility (finance), Economics, European union
References
- (IAM Series No 001) On the Out-Of-Sample Importance of Skewness and Asymetric Dependence for Asset Allocation
- Dynamic Conditional Correlation
- Structural change and estimated persistence in the GARCH(1,1)-model
- Is the Correlation in International Equity Returns Constant: 1960-90?
- Hourly volatility spillovers between international equity markets
- The Effects of the Introduction of the Euro on the Volatility of European Stock Markets
- International Asset Allocation With Regime Shifts
- Asymmetric Correlations of Equity Portfolios
- Comovement in International Equity Markets: A Sectoral View
- Volatility Spillover Effects in European Equity Markets
- The Effect of the Euro on Country Versus Industry portfolio Diversification.
- The Euro and European Financial Market Dependence
- Persistence in Variance, Structural Change, and the GARCH Model
- A meta-analysis of business cycle correlation between the euro area and CEECs: What do we know - and who cares?
- Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
- The euro introduction and noneuro currencies
- Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets
- Transmission of Volatility between Stock Markets
- Financial Market Integration and Economic Growth in the EU
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
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