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Politics and Government in the Visegrad Countries: Poland, Hungary, the Czech Republic and Slovakiaby John Fitzmaurice

✍ Scribed by Review by: Paul Lewis

Book ID
125556109
Publisher
Taylor and Francis Group
Year
1999
Tongue
English
Weight
104 KB
Volume
51
Category
Article
ISSN
0966-8136

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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