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• W145789609 abstract "This Chapter discusses recent developments and growth prospects in major South-Eastern European capital markets. Despite past spectacular growth rates, boosted by EU membership, extensive structural reforms, financial-markets liberalization, and significant foreign investment inflows, empirical research on these markets remains limited and this study attempts to fill this gap. The Chapter covers three broad areas, including: (a) recent macroeconomic developments and short-term prospects; (b) capital market overview and key performance drivers; (c) empirical modeling of South-Eastern European stock market risk-return properties, dynamic volatilities, and correlations as well as contagion and spillover effects. The study pays particular attention to identifying implications from and responses to the global financial crisis. The empirical findings are useful inputs into international dynamic portfolio allocation decisions and efficient risk management. The sample under study includes a diversified set of emerging and leading developed stock markets, including Romania, Bulgaria, Croatia, Greece, Cyprus, Turkey, Germany, and the USA, during 2000-2013." @default.
• W145789609 created "2016-06-24" @default.
• W145789609 creator A5072100964 @default.
• W145789609 date "2014-01-01" @default.
• W145789609 modified "2023-10-16" @default.
• W145789609 title "Stock Market Volatility and Contagion Effects in the Financial Crisis: The Case of South-Eastern Europe" @default.
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• W145789609 doi "https://doi.org/10.1016/b978-0-12-411549-1.00028-4" @default.
• W145789609 hasPublicationYear "2014" @default.
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