Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124806737> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3124806737 abstract "This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by testing for possible shifts in the transmission of volatility following the introduction of the euro and EU accession. Further evidence on possible changes in the transmission mechanism (namely, on whether there is contagion) can be obtained by examining the conditional correlations implied by the estimated model over different time periods. The empirical findings suggest that there is significant co-movement (interdependence) of these CEEC markets with both the Russian and the UK ones. Furthermore, whilst the introduction of the euro has had mixed effects, EU accession has resulted in an increase in volatility spillovers between the three CEECs considered and the UK (contagion)." @default.
- W3124806737 created "2021-02-01" @default.
- W3124806737 creator A5006458919 @default.
- W3124806737 creator A5064009401 @default.
- W3124806737 date "2010-01-01" @default.
- W3124806737 modified "2023-09-28" @default.
- W3124806737 title "Stock Market Integration between Three CEECs, Russia and the UK" @default.
- W3124806737 doi "https://doi.org/10.2139/ssrn.1571053" @default.
- W3124806737 hasPublicationYear "2010" @default.
- W3124806737 type Work @default.
- W3124806737 sameAs 3124806737 @default.
- W3124806737 citedByCount "14" @default.
- W3124806737 countsByYear W31248067372012 @default.
- W3124806737 countsByYear W31248067372013 @default.
- W3124806737 countsByYear W31248067372015 @default.
- W3124806737 crossrefType "journal-article" @default.
- W3124806737 hasAuthorship W3124806737A5006458919 @default.
- W3124806737 hasAuthorship W3124806737A5064009401 @default.
- W3124806737 hasBestOaLocation W31248067372 @default.
- W3124806737 hasConcept C10138342 @default.
- W3124806737 hasConcept C106159729 @default.
- W3124806737 hasConcept C138885662 @default.
- W3124806737 hasConcept C139719470 @default.
- W3124806737 hasConcept C162324750 @default.
- W3124806737 hasConcept C166957645 @default.
- W3124806737 hasConcept C18547055 @default.
- W3124806737 hasConcept C19244329 @default.
- W3124806737 hasConcept C204036174 @default.
- W3124806737 hasConcept C205649164 @default.
- W3124806737 hasConcept C23922673 @default.
- W3124806737 hasConcept C2777842544 @default.
- W3124806737 hasConcept C2778221078 @default.
- W3124806737 hasConcept C2779343474 @default.
- W3124806737 hasConcept C2780299701 @default.
- W3124806737 hasConcept C2780615719 @default.
- W3124806737 hasConcept C2781051278 @default.
- W3124806737 hasConcept C2910001868 @default.
- W3124806737 hasConcept C41895202 @default.
- W3124806737 hasConcept C556758197 @default.
- W3124806737 hasConcept C91602232 @default.
- W3124806737 hasConceptScore W3124806737C10138342 @default.
- W3124806737 hasConceptScore W3124806737C106159729 @default.
- W3124806737 hasConceptScore W3124806737C138885662 @default.
- W3124806737 hasConceptScore W3124806737C139719470 @default.
- W3124806737 hasConceptScore W3124806737C162324750 @default.
- W3124806737 hasConceptScore W3124806737C166957645 @default.
- W3124806737 hasConceptScore W3124806737C18547055 @default.
- W3124806737 hasConceptScore W3124806737C19244329 @default.
- W3124806737 hasConceptScore W3124806737C204036174 @default.
- W3124806737 hasConceptScore W3124806737C205649164 @default.
- W3124806737 hasConceptScore W3124806737C23922673 @default.
- W3124806737 hasConceptScore W3124806737C2777842544 @default.
- W3124806737 hasConceptScore W3124806737C2778221078 @default.
- W3124806737 hasConceptScore W3124806737C2779343474 @default.
- W3124806737 hasConceptScore W3124806737C2780299701 @default.
- W3124806737 hasConceptScore W3124806737C2780615719 @default.
- W3124806737 hasConceptScore W3124806737C2781051278 @default.
- W3124806737 hasConceptScore W3124806737C2910001868 @default.
- W3124806737 hasConceptScore W3124806737C41895202 @default.
- W3124806737 hasConceptScore W3124806737C556758197 @default.
- W3124806737 hasConceptScore W3124806737C91602232 @default.
- W3124806737 hasLocation W31248067371 @default.
- W3124806737 hasLocation W31248067372 @default.
- W3124806737 hasLocation W31248067373 @default.
- W3124806737 hasLocation W31248067374 @default.
- W3124806737 hasOpenAccess W3124806737 @default.
- W3124806737 hasPrimaryLocation W31248067371 @default.
- W3124806737 hasRelatedWork W1564950544 @default.
- W3124806737 hasRelatedWork W1566276336 @default.
- W3124806737 hasRelatedWork W1572437215 @default.
- W3124806737 hasRelatedWork W1580944110 @default.
- W3124806737 hasRelatedWork W1763697166 @default.
- W3124806737 hasRelatedWork W2137613055 @default.
- W3124806737 hasRelatedWork W2145717159 @default.
- W3124806737 hasRelatedWork W2145747126 @default.
- W3124806737 hasRelatedWork W2159018383 @default.
- W3124806737 hasRelatedWork W2162187614 @default.
- W3124806737 hasRelatedWork W2252003168 @default.
- W3124806737 hasRelatedWork W2291418023 @default.
- W3124806737 hasRelatedWork W3121921235 @default.
- W3124806737 hasRelatedWork W3122294399 @default.
- W3124806737 hasRelatedWork W3123091065 @default.
- W3124806737 hasRelatedWork W3123397139 @default.
- W3124806737 hasRelatedWork W3124216624 @default.
- W3124806737 hasRelatedWork W3124741283 @default.
- W3124806737 hasRelatedWork W3124887004 @default.
- W3124806737 hasRelatedWork W3125324984 @default.
- W3124806737 isParatext "false" @default.
- W3124806737 isRetracted "false" @default.
- W3124806737 magId "3124806737" @default.
- W3124806737 workType "article" @default.