Rising political and economic uncertainty over the world affects all participants on different
markets, including stock markets. Recent research has shown that these effects are …

Purpose The purpose of this paper is to empirically evaluate risk spillovers between
selected CESEE (Central, Eastern and South-Eastern Europe) stock markets in order to …

The interconnectedness of stock markets is an important topic in empirical research, as
spillovers on financial markets matter for asset pricing, portfolio allocation, financial stability …

Asymmetric behaviour of stock market variables is nothing new in theory and practice.
However, the methodology which captures this behaviour should be developed and used …

The problem of interconnection between emerging and developed markets, known as
financial contagion, has attracted the attention of scholars since the great depression of …

th 9 International Scientific Symposium JJ STROSSMAYER UNIVERSITY OF OSIJEK
FACULTY OF ECONOMICS IN OSIJEK CROATIAN ACADEMY OF ARTS AND SCIENCES …