Changes in stock markets interdependencies as a result of the global financial crisis: Empirical investigation on the CEE region
This paper investigates causal relationships and short-term interaction mechanisms among six Central and Eastern European stock markets and the USA stock exchange, while paying special consideration to the effects of the 2007-2009 global financial crisis. We employ daily observations for the six...
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| Format: | Article |
| Language: | English |
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Economists' Association of Vojvodina
2011-01-01
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| Series: | Panoeconomicus |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2011/1452-595X1104525T.pdf |