Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and … that there is significant co-movement (interdependence) of these CEEC markets with both the Russian and the UK ones … spillovers between the three CEECs considered and the UK (contagion). -- Central and Eastern European countries (CEECs …