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Towards market repositioning in Central and Eastern Europe: international cooperative ventures in Hungary, Poland and the Czech Republic

✍ Scribed by Bert M. Sadowski

Book ID
117254195
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
93 KB
Volume
30
Category
Article
ISSN
0048-7333

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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