Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework.

S Demiralay, S Bayraci - Finance a Uver: Czech Journal of …, 2015 - search.ebscohost.com
In this paper we analyze volatility spillovers among stock markets of Central and Eastern
European (CEE) countries: Poland, Hungary and the Czech Republic vis-a-vis Germany, the …
被引用次数：25 相关文章

Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework

S Demiralay, S Bayracı - Czech Journal of Economics and …, 2015 - econpapers.repec.org
In this paper we analyze volatility spillovers among stock markets of Central and Eastern
European (CEE) countries: Poland, Hungary and the Czech Republic vis-a-vis Germany, the …

Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework

S Demiralay, S Bayraci - Finance a Uver, 2015 - search.proquest.com
In this paper we analyze volatility spillovers among stock markets of Central and Eastern
European (CEE) countries: Poland, Hungary and the Czech Republic vis-à-vis Germany, the …

Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework

S Demiralay, S Bayraci - Czech Journal of Economics and Finance …, 2015 - ideas.repec.org
In this paper we analyze volatility spillovers among stock markets of Central and Eastern
European (CEE) countries: Poland, Hungary and the Czech Republic vis-a-vis Germany, the …