Nistor, Costel; Stefanescu, Razvan; Dumitriu, Ramona - Volkswirtschaftliche Fakultät, … - 2009
, we conclude that in the context of the financial crisis the Romanian stock market became more sensitive to the US stock …This paper explores the stock market interlinkages between the United States and Romania during the actual financial … crisis. For this purpose we analyze, in a Vector Autoregressive framework, daily values of Dow Jones and BET, being two …