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Changing composition of human capital The Czech Republic, Hungary and Poland

โœ Scribed by Byeongju Jeong; Michal Kejak; Viatcheslav Vinogradov


Book ID
111058921
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
259 KB
Volume
16
Category
Article
ISSN
0967-0750

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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