Volatility and co-movements of the equity markets in Central Europe: Evidence from Poland and Hungary
Year of publication: |
2018
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Authors: | Chmielewska, Anna |
Published in: |
Economic and Environmental Studies (E&ES). - Opole : Opole University, Faculty of Economics, ISSN 2081-8319. - Vol. 18.2018, 2, p. 499-513
|
Publisher: |
Opole : Opole University, Faculty of Economics |
Subject: | correlation | volatility | financial markets | GARCH | financial econometrics | systemic risk | CEE |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.25167/ees.2018.46.2 [DOI] 1027280692 [GVK] hdl:10419/193097 [Handle] |
Classification: | G15 - International Financial Markets ; c58 ; G17 - Financial Forecasting ; G01 - Financial Crises ; D53 - Financial Markets |
Source: |
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Chmielewska, Anna, (2018)
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