๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Economic and medical directions in the Czech Republic and Hungary

โœ Scribed by Robert H. Ackerman

Book ID
115695690
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
501 KB
Volume
167
Category
Article
ISSN
0002-9610

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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