𝔖 Bobbio Scriptorium
✦   LIBER   ✦

EMU-related news and financial markets in the Czech Republic, Hungary and Poland

✍ Scribed by Büttner, D; Hayo, B.

Book ID
121358278
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
334 KB
Volume
44
Category
Article
ISSN
0003-6846

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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