Contagion among Central and Eastern European stock markets during the financial crisis
Year of publication: |
2013
|
---|---|
Authors: | Baruník, Jozef ; Vácha, Lukáš |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 63.2013, 5, p. 443-453
|
Subject: | wavelets | financial crisis | Central and Eastern European stock markets | comovement | contagion | Finanzkrise | Financial crisis | Schätzung | Estimation | Aktienmarkt | Stock market | Osteuropa | Eastern Europe | Ungarn | Hungary | Tschechien | Czech Republic | Ansteckungseffekt | Contagion effect | Kapitaleinkommen | Capital income | Polen | Poland | Börsenkurs | Share price | Ostmitteleuropa | Central-Eastern Europe | Preiskonvergenz | Price convergence | Spillover-Effekt | Spillover effect |
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