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Tail dependence between Central and Eastern European and major European stock markets : a copula approach

Dajcman, Silvo - In: Applied economics letters 20 (2013) 16/18, pp. 1567-1573

Persistent link: https://www.econbiz.de/10010221720

Are stock market returns in the CEE countries and in the Eurozone, Russia, and the United States asymmetric? : the latest evidence

Dajcman, Silvo - In: Eastern European economics 51 (2013) 6, pp. 34-53

Persistent link: https://www.econbiz.de/10011551138

Do German industrial confidence shocks matter for Central and Eastern Europe?

Dajcman, Silvo - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 4, pp. 321-339

Persistent link: https://www.econbiz.de/10012504591

Investigating Purchasing Power Parity in Central and Eastern European Countries : A Panel Data Approach

Borsic, Darja - 2013

The goal of this paper is to investigate the validity of PPP for a heterogeneous group of 12 transition countries with respect to dollar and euro. The analysis relies on monthly data frequency covering the period of 1994-2008. The first generation of panel unit root tests is based on the...

Persistent link: https://www.econbiz.de/10013085251

Modelling stock exchange index returns in different GDP growth regimes

Kavkler, Alenka; Festić, Mejra - In: Prague economic papers : a bimonthly journal of … 20 (2011) 1, pp. 3-22

Persistent link: https://www.econbiz.de/10009316464

PPP in Central and Eastern European economies : further evidence from panel unit root tests

Kavkler, Alenka; Boršič, Darja; Bekő, Jani - In: Applied economics letters 19 (2012) 16/18, pp. 1543-1548

Persistent link: https://www.econbiz.de/10009683121

PPP and nonlinearity of real exchange rates : new evidence from transition economies

Bekő, Jani; Kavkler, Alenka; Boršič, Darja - In: Applied economics letters 19 (2012) 16/18, pp. 1851-1855

Persistent link: https://www.econbiz.de/10009685951

Institutions as a mediator of the effect of crossborder mergers & acquisitions on domestic investment

Zvezdanović-Lobanova, Jelena; Kračun, Davorin; … - In: Prague economic papers : a bimonthly journal of … 27 (2018) 4, pp. 479-493

Persistent link: https://www.econbiz.de/10011918955

The institutional quality as a determinant of growth effects of cross-border mergers and acquisitions in the European transition countries

Zvezdanovic Lobanova, Jelena; Kračun, Davorin; … - In: Ekonomický časopis : časopis pre ekonomickú … 64 (2016) 8, pp. 780-794

Persistent link: https://www.econbiz.de/10011582858

Do real exchange rates in small Central and Eastern European economies obey purchasing power parity?

Bekő, Jani; Kavkler, Alenka - In: International journal of sustainable economy 11 (2019) 2, pp. 121-140

Persistent link: https://www.econbiz.de/10012050857