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A Cross-National Comparison of Nationalism in Austria, the Czech and Slovac Republics, Hungary, and Poland

✍ Scribed by Hilde Weiss

Book ID
108506678
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
120 KB
Volume
24
Category
Article
ISSN
0162-895X

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## Abstract In this paper, we study the regional and global integration of stock markets in Hungary, Poland and the Czech Republic. We estimate a vector autoregression with a multivariate GARCH component and perform a variety of diagnostic tests. Our main empirical result is the existence of limite