We examine the connectedness in the energy commodities sector and the Russian stock
market over the period 2005–2020 using the variance decomposition approach. Our …

This survey focuses broadly on real and financial sector studies in former transition
economies of Central and Eastern Europe. The survey shows that in the real sector there …

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 …

This paper aims to examine the spillover between volatilities obtained from the Conditional
Autoregressive Range (CARR) process with the Time-Varying Parameter Vector …

The global financial crisis of 2007/2008 interrupted the process of financial integration
observed in the European Union since the beginning of the 2000s. This paper empirically …

The goal of the this paper is to investigate the shock spillover characteristics of the Russian
stock market during different rounds of sanctions imposed as a reaction to Russia's alleged …

The aim of this study is to reveal the cointegration relationship between the volatility of silver
and gold returns. For this purpose, the volatility of silver and gold returns is modeled with …

Due to technological advances, stocks and commodity markets have become single market.
There is a high degree of volatility among the stock markets especially opening in the same …

This paper examines if the volatility exhibits a symmetric or an asymmetric response to past
shocks, particularly the relevance of structural breaks for Central European (hereinafter …