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Accession of the Czech Republic, Hungary and Poland to the European Union: Impacts on Agricultural Markets

✍ Scribed by Frank Fuller; John C. Beghin; Jacinto Fabiosa; Samarendu Mohanty; Cheng Fang; Phillip Kaus

Book ID
108544524
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
98 KB
Volume
25
Category
Article
ISSN
0378-5920

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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