Interrelationship between DAX index and four largest Eastern European stock markets
Year of publication: |
2018
|
---|---|
Authors: | Živkov, Dejan ; Njegić, Jovan ; Milenković, Ivan |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 21.2018, 3, p. 88-103
|
Subject: | stocks | A-BEKK-GARCH | structural breaks | spillover | dynamic correlation | Aktienmarkt | Stock market | Strukturbruch | Structural break | Spillover-Effekt | Spillover effect | Deutschland | Germany | Aktienindex | Stock index | Korrelation | Correlation | Schätzung | Estimation | Börsenkurs | Share price | Ungarn | Hungary | Polen | Poland | Kointegration | Cointegration | Tschechien | Czech Republic |
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