Showing 1 - 10 of 161
Persistent link: https://www.econbiz.de/10009704612
Persistent link: https://www.econbiz.de/10011430317
Persistent link: https://www.econbiz.de/10011569029
Persistent link: https://www.econbiz.de/10010200805
In this paper we analyze the dynamic conditional correlations between CEE stock markets (also known as countries from Vysehrad Group - V4) and developed European stock markets, with German DAX utilized as a benchmark. Our methodology is based on the DCC MV-GARCH approach. It is shown that the...
Persistent link: https://www.econbiz.de/10008564639
Persistent link: https://www.econbiz.de/10001468102
Persistent link: https://www.econbiz.de/10001368194
Persistent link: https://www.econbiz.de/10001661832
Persistent link: https://www.econbiz.de/10002464217
Persistent link: https://www.econbiz.de/10009532635