## 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
✦ LIBER ✦
The sustainability of the current account in the Czech Republic, Hungary and Slovenia
✍ Scribed by László Kónya
- Publisher
- Springer-Verlag
- Year
- 2008
- Tongue
- English
- Weight
- 297 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0377-7332
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