News and Correlations of CEEC-3 Financial Markets
We investigate conditional correlations between six CEEC-3 financial markets estimated by DCC-MGARCH models. In general, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets are rather isolated from each other. We find that the ass...
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| Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 44-2009) |
|---|---|
| Main Authors: | , |
| Format: | Work |
| Language: | English |
| Published: |
Philipps-Universität Marburg
2009
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| Subjects: | |
| Online Access: | PDF Full Text |
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MAGKS - Joint Discussion Paper Series in Economics