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) |
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| 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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PDF Full Text| Call Number: |
urn:nbn:de:hebis:04-es2024-00259 |
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| Publication Date: |
2024-01-02 |
| Downloads: |
6 (2025), 33 (2024) |
| License: |
https://creativecommons.org/publicdomain/mark/1.0 |
| Access URL: |
https://archiv.ub.uni-marburg.de/es/2024/0025 https://doi.org/10.17192/es2024.0025 |