𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The modified CETSCALE: validity tests in the Czech Republic, Hungary, and Poland

✍ Scribed by Jay D Lindquist; Irena Vida; Richard E Plank; Ann Fairhurst

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
64 KB
Volume
10
Category
Article
ISSN
0969-5931

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The comovements of stock markets in Hung
The comovements of stock markets in Hungary, Poland and the Czech Republic
✍ Martin Scheicher πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 168 KB

## 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