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, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets … foreign exchange and stock markets, indicating a tendency toward contagion. In searching for the origins of financial market …
Persistent link: https://www.econbiz.de/10008552454
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly … strongest impact on financial markets in Hungary, while political news has the largest influence in both Hungary and Poland. …
Persistent link: https://www.econbiz.de/10010265866
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly … strongest impact on financial markets in Hungary, while political news has the largest influence in both Hungary and Poland. …
Persistent link: https://www.econbiz.de/10005685596
, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact on daily returns of three …
Persistent link: https://www.econbiz.de/10010271167
Republic, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact of news on daily returns …
Persistent link: https://www.econbiz.de/10005490039
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly … strongest impact on financial markets in Hungary, while political news has the largest influence in both Hungary and Poland …. -- Financial markets ; Czech Republic ; Hungary ; Poland ; political news ; macroeconomic shocks ; European Monetary Union …
Persistent link: https://www.econbiz.de/10003865756
, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact on daily returns of three … confirms our main results. -- Financial Markets ; Czech Republic ; Hungary ; Poland ; Macroeconomic News ; European Monetary …
Persistent link: https://www.econbiz.de/10003849424
, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets … suggests adominance of country- or market-specific circumstances. -- Financial markets ; Czech Republic ; Hungary ; Poland … foreign exchange and stock markets, indicating a tendency toward contagion. In searching for the origins of financial market …
Persistent link: https://www.econbiz.de/10003908157
We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 and December 2009 in the framework of diagonal-BEKK models. Our research question is whether monetary policy actions and communications by the Bank of Canada and the Federal...
Persistent link: https://www.econbiz.de/10009398264
By allowing for imperfectly informed markets and the role of private information, we offer new insights about observed deviations of portfolio concentrations in domestic relative to foreign risky assets, or "home bias", from what standard finance models predict. Our model ascribes the "bias" to...
Persistent link: https://www.econbiz.de/10009359859