Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries
In this paper, time-varying co-movements between the stock markets of Poland, the Czech Republic, Hungary, and the capital markets of developed countries in stable and crisis periods are studied. The parameters of the VAR-AGDCC-GARCH (Vector Autoregressive- Asymmetric Generalized Dynamic Conditional...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-11-01
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| Series: | Sustainability |
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| Online Access: | https://www.mdpi.com/2071-1050/11/22/6495 |