1. Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

   Full description at Econpapers || Download paper

2. Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Wang, Yingli ; Yang, Xiaoguang ; Zhang, Qingpeng ; Lu, Chang.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955.

   Full description at Econpapers || Download paper

3. Drivers of Realized Volatility for Emerging Countries with a Focus on South Africa: Fundamentals versus Sentiment. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Nel, Jacobus.
   In: Mathematics.
   RePEc:gam:jmathe:v:11:y:2023:i:6:p:1371-:d:1094820.

   Full description at Econpapers || Download paper

4. Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even ; Kocenda, Even.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_10728.

   Full description at Econpapers || Download paper

5. High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. (2022). Bahcivan, Hulusi ; Karahan, Cenk C.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003215.

   Full description at Econpapers || Download paper

6. Does crude oil fire the emerging markets currencies contagion spillover? A systemic perspective. (2022). Singh, Vipul Kumar ; Kumar, Pawan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005138.

   Full description at Econpapers || Download paper

7. Exchange rate exposure for exporting and domestic firms in central and Eastern Europe. (2022). Frömmel, Michael ; Asif, Raheel ; Frommel, Michael.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716.

   Full description at Econpapers || Download paper

8. Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Li, Shuangqi ; Chen, Qian.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890.

   Full description at Econpapers || Download paper

9. Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange. (2021). Gurgul, Henryk ; Tomasz, Wojtowicz ; Jessica, Hastenteufel ; Henryk, Gurgul.
   In: Statistics in Transition New Series.
   RePEc:vrs:stintr:v:22:y:2021:i:4:p:41-58:n:8.

   Full description at Econpapers || Download paper

10. The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange. (2021). Gurgul, Henryk ; Wojtowicz, Tomasz ; Mitterer, Christoph.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:13:y:2021:i:3:p:287-329.

    Full description at Econpapers || Download paper

11. Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange. (2021). Gurgul, Henryk ; Wojtowicz, Tomasz ; Hastenteufel, Jessica.
    In: Statistics in Transition New Series.
    RePEc:exl:29stat:v:22:y:2021:i:4:p:41-58.

    Full description at Econpapers || Download paper

12. The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland. (2021). Sobko, Radoslaw ; Klonowska-Matynia, Maria.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:special1:p:198-219.

    Full description at Econpapers || Download paper

13. The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland. (2021). Klonowska-Matynia, Maria ; Sobko, Radoslaw.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xxiv:y:2021:i:special1-part1:p:198-219.

    Full description at Econpapers || Download paper

14. The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange. (2020). Gurgul, Henryk ; Wojtowicz, Tomasz ; Mitterer, Christoph.
    In: MPRA Paper.
    RePEc:pra:mprapa:103352.

    Full description at Econpapers || Download paper

15. Research on the time-varying network structure evolution of the stock indices of the BRICS countries based on fluctuation correlation. (2020). Dong, Zhiliang ; Li, Zhengyang ; Liu, Sen ; Yuan, Meng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:63-74.

    Full description at Econpapers || Download paper

16. Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

    Full description at Econpapers || Download paper

17. Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

    Full description at Econpapers || Download paper

18. Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries. (2019). Grabowski, Wojciech.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:22:p:6495-:d:288258.

    Full description at Econpapers || Download paper

19. Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Moravcova, Michala ; Kočenda, Evžen ; Koenda, Even.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

    Full description at Econpapers || Download paper

20. Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. (2019). Ekinci, Cumhur ; Corbet, Shaen ; Akyildirim, Erdinc.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:155-164.

    Full description at Econpapers || Download paper

21. Analyses of the impacts of U.S. macroeconomic announcements on the stock markets of a selection of countries. (2018). Abasov, Muzaffar.
    In: MPRA Paper.
    RePEc:pra:mprapa:104267.

    Full description at Econpapers || Download paper

22. Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Fuss, Roland ; Stein, Michael ; Zhao, LU ; Mager, Ferdinand.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

    Full description at Econpapers || Download paper

23. Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Moravcova, Michala ; Kočenda, Evžen ; Koenda, Even.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

    Full description at Econpapers || Download paper

24. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kočenda, Evžen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7239.

    Full description at Econpapers || Download paper

25. Asymmetric response to PMI announcements in Chinas stock returns. (2018). Wang, Yingli ; Yang, Xiaoguang.
    In: Papers.
    RePEc:arx:papers:1806.04347.

    Full description at Econpapers || Download paper

26. Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (2017). John (Fedorova), Elena ; Collan, Mikael ; Ahmed, Sheraz ; Wallenius, Laura .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2017:y:2017:i:1:id:594:p:55-71.

    Full description at Econpapers || Download paper

27. Diminishing Inter-Linkages of the South East European Stock Markets. (2017). Naumoski, Aleksandar ; Arsov, Sasho ; Gaber-Naumoska, Vasilka.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2017:i:3:p:91-108.

    Full description at Econpapers || Download paper

28. THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET. (2016). Gok, Ibrahim Yasar ; Topuz, Sefa.
    In: Studii Financiare (Financial Studies).
    RePEc:vls:finstu:v:20:y:2016:i:3:p:95-107.

    Full description at Econpapers || Download paper

29. Shluková analýza skoků na kapitálových trzích. (2016). Kočenda, Evžen ; Hanousek, Jan ; Novotn, Jan ; Koenda, Even.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2016:y:2016:i:2:id:1059:p:127-144.

    Full description at Econpapers || Download paper

30. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
    In: Working Papers.
    RePEc:pre:wpaper:201646.

    Full description at Econpapers || Download paper

31. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test. (2016). GUPTA, RANGAN ; Cakan, Esin ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201631.

    Full description at Econpapers || Download paper

32. Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets. (2016). Wójtowicz, Tomasz ; Lach, Łukasz ; Gurgul, Henryk ; Wojtowicz, Tomasz.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:5:p:405-425.

    Full description at Econpapers || Download paper

33. Estimating Probability of Informed Trading on the Bucharest Stock Exchange. (2016). Toma, Filip Mihai ; Cepoi, Cosmin Octavian.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:3:p:140-160.

    Full description at Econpapers || Download paper

34. Stock and currency market linkages: New evidence from realized spillovers in higher moments. (2016). Wu, Eliza ; Do, Hung ; Brooks, Robert ; Treepongkaruna, Sirimon.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:167-185.

    Full description at Econpapers || Download paper

35. Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis. (2016). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:45:y:2016:i:c:p:180-188.

    Full description at Econpapers || Download paper

36. Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale. (2015). Rharrabti, Houda.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141380.

    Full description at Econpapers || Download paper

37. International Dependence and Contagion across Asset Classes: The Case of Poland. (2015). Banbula, Piotr ; Markun, Michal ; Adam, Michal .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:65:y:2015:i:3:p:254-270.

    Full description at Econpapers || Download paper

38. Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale. (2015). rharrabti, houda ; Zaid, Houda Rharrabti .
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2015-37.

    Full description at Econpapers || Download paper

39. Macro News and Commodity Returns. (2015). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1508.

    Full description at Econpapers || Download paper

40. Macro News and Commodity Returns. (2015). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5551.

    Full description at Econpapers || Download paper

41. Return spillovers around the globe: A network approach. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Stefan .
    In: Papers.
    RePEc:arx:papers:1507.06242.

    Full description at Econpapers || Download paper

42. Determinanty integrácie akciových trhov krajín V4. (2014). Baumohl, Eduard.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2014:y:2014:i:3:id:955:p:347-365.

    Full description at Econpapers || Download paper

43. Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě. (2014). Novotny, Jan ; Hanousek, Jan.
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2014:y:2014:i:1:id:936:p:32-48.

    Full description at Econpapers || Download paper

44. Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia. (2014). Orlowski, Lucjan ; Amin, Abu S..
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:3:p:5-27.

    Full description at Econpapers || Download paper

45. The determinants of vulnerability to currency crises: country-specific factors versus regional factors. (2014). Moore, Tomoe ; Wang, Ping.
    In: Empirica.
    RePEc:kap:empiri:v:41:y:2014:i:4:p:619-640.

    Full description at Econpapers || Download paper

46. The impact of macro news and central bank communication on emerging European forex markets. (2014). Kočenda, Evžen ; Égert, Balázs ; Koenda, Even ; Egert, Balazs.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:1:p:73-88.

    Full description at Econpapers || Download paper

47. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

    Full description at Econpapers || Download paper

48. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis. (2014). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1399.

    Full description at Econpapers || Download paper

49. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis. (2014). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4912.

    Full description at Econpapers || Download paper

50. What Drives the Stock Market Integration in the CEE-3?. (2013). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:156176.

    Full description at Econpapers || Download paper

51. Price Jumps on European Stock Markets. (2013). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2013-1059.

    Full description at Econpapers || Download paper

52. Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach.. (2013). Baumohl, Eduard ; Baumhl, Eduard .
    In: MPRA Paper.
    RePEc:pra:mprapa:43834.

    Full description at Econpapers || Download paper

53. Price and Volatility Spillovers in the Case of Stock Markets Located in Different Time Zones. (2013). Olbrys, Joanna.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:49:y:2013:i:s2:p:145-157.

    Full description at Econpapers || Download paper

54. Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). Baruník, Jozef ; Avdulaj, Krenar.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442.

    Full description at Econpapers || Download paper

55. Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic. (2013). Benecká, Soňa ; Adam, Tomas ; Benecka, Sona.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:1:p:46-64.

    Full description at Econpapers || Download paper

56. International stock market integration: Central and South Eastern Europe compared. (2013). Horvath, Roman ; Petrovski, Dragan .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:81-91.

    Full description at Econpapers || Download paper

57. Stock market comovements in Central Europe: Evidence from the asymmetric DCC model. (2013). Horvath, Roman ; Gjika, Dritan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:55-64.

    Full description at Econpapers || Download paper

58. Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). Baruník, Jozef ; Avdulaj, Krenar.
    In: Papers.
    RePEc:arx:papers:1308.6120.

    Full description at Econpapers || Download paper

59. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model. (2012). Horvath, Roman ; Gjika, Dritan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1035.

    Full description at Econpapers || Download paper

60. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1028.

    Full description at Econpapers || Download paper

61. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1028.

    Full description at Econpapers || Download paper

62. Day of the week effect in central European stock markets. (2012). Stavarek, Daniel ; Heryan, Tomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:38431.

    Full description at Econpapers || Download paper

63. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model. (2012). Horvath, Roman ; Gjika, Dritan .
    In: Working Papers.
    RePEc:ost:wpaper:322.

    Full description at Econpapers || Download paper

64. International Stock Market Integration : Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: Working Papers.
    RePEc:ost:wpaper:317.

    Full description at Econpapers || Download paper

65. Short- and Long-Term Growth Effects of Exchange Rate Adjustment. (2012). Schnabl, Gunther ; Maurel, Mathilde ; Kočenda, Evžen ; Kocenda, Even.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12069.

    Full description at Econpapers || Download paper

66. Short- and long-term growth effects of exchange rate adjustment. (2012). Schnabl, Gunther ; Maurel, Mathilde ; Kočenda, Evžen ; Koenda, Even.
    In: Post-Print.
    RePEc:hal:journl:halshs-00748599.

    Full description at Econpapers || Download paper

67. Short-Term and Long-Term Growth Effects of Exchange Rate Adjustment. (2012). Schnabl, Gunther ; Maurel, Mathilde ; Kočenda, Evžen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4018.

    Full description at Econpapers || Download paper

68. The identification of price jumps. (2012). Kočenda, Evžen ; Hanousek, Jan ; Even, Koenda .
    In: Monte Carlo Methods and Applications.
    RePEc:bpj:mcmeap:v:18:y:2012:i:1:p:53-77:n:2.

    Full description at Econpapers || Download paper

69. Extreme Risks in Financial Markets and Monetary Policies of the Euro-Candidates. (2011). Orlowski, Lucjan ; Gabrisch, Hubert.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:53:y:2011:i:4:p:511-534.

    Full description at Econpapers || Download paper

70. The effect of macroeconomic news on stock returns: New evidence from newspaper coverage. (2011). Lott, John R. ; Birz, Gene.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2791-2800.

    Full description at Econpapers || Download paper

71. Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets. (). Ahmed, Sheraz ; Collan, Mikael ; Wallenius, Laura ; Fedorova, Elena.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:594:p:1-17.

    Full description at Econpapers || Download paper

References contributed by pfo235-546

1. Égert, Balázs and Evzen Kocenda, “Interdependence between Eastern and Western European Stock Markets: Evidence from Intraday Data,” Economic Systems 31 (2007):184–203.

2. Égert, Balázs and Evzen Kocenda, “Time-Varying Synchronization of the European Stock Markets,”Empirical Economics (DOI: 10/s00181-010-0341-3) (2011) (forthcoming).

3. Andersen, Torben G. and Tim Bollerslev, “Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies,” Journal of Finance 53 (1998):219–65. Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, and Clara Vega, “Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets,” Journal of International Economics 73 (2007):251–77.

4. Bollerslev, Tim and Jun Cai, “Intraday and Interday Volatility in the Japanese Stock Market,” Journal of International Financial Markets, Institutions, and Money 10 (2000):107–30.
   Paper not yet in RePEc: Add citation now
   

5. Boyd, John H., Jian Hu, and Ravi Jagannathan, “The Stock Market’s Reaction to Unemployment News: Why Bad News is Usually Good for Stocks,” Journal of Finance 60 (2005):649–72.

6. Ehrmann, Michael and Marcel Fratzscher, “Taking Stock: Monetary Policy Transmission to Equity Markets,” Journal of Money, Credit and Banking 36 (2004):719–37.

7. Fan, Yu-Ju and Hung-Neng Lai, “The Intraday Effect and the Extension of Trading Hours for Taiwanese Securities,” International Review of Financial Analysis 15 (2006):328–47.

8. Fidrmuc, Jarko and Iikka Korhonen, “Similarity of Supply and Demand Shocks between the Euro Area and the CEECs,” Economic Systems 27 (2003):313–34.

9. Flannery, Mark and Aris A. Protopapadakis, “Macroeconomic Factors Do Influence Aggregate Stock Returns,” Review of Financial Studies 15 (2002):751–82.

10. French, Kenneth R. and Richard Roll, “Stock Return Variances: The Arrival of Information and the Reaction of Traders,” Journal of Financial Economics 17 (1986):5–26.

11. Frijns, Bart and Dimitirs Margaritis, “Forecasting Daily Volatility with Intraday Data,” European Journal of Finance 14 (2008):523–40.

12. Grauwe, Paul De and Marianna Grimaldi, “The Exchange Rate and its Fundamentals in a Complex World,” Review of International Economics 13 (2005):549–75.

13. Greene, Jason T. and Susan G. Watts, “Price Discovery on the NYSE and the NASDAQ: The Case of Overnight and Daytime News Releases,” Financial Management 25 (1996):19–42.

14. Hanousek, Jan and Evzen Kocenda, “Foreign News and Spillovers in Emerging European Stock Markets,” WDI working paper 983 (2010).

15. Hanousek, Jan, Evzen Kocˇenda, and Ali M. Kutan, “The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data,” Journal of Financial Stability 5 (2009):199–219.
    Paper not yet in RePEc: Add citation now
    

16. He, Ling T. “Variations in Effects of Monetary Policy on Stock Market Returns in the Past Four Decades,” Review of Financial Economics 15 (2006):331–49.

17. Jones, Brad, Chieng-Ting Lin, and Mansur M. Masih, “Macroeconomic Announcements, Volatility, and Interrelationships: An Examination of the UK Interest Rate and Equity Markets,” International Review of Financial Analysis 14 (2005):356–75.

18. Kaminsky, Graciela L. and Sergio L. Schmukler, “What Triggers Market Jitters? A Chronicle of the Asian Crisis,” Journal of International Money and Finance 18 (1999):537–60.

19. Kim, Suk-Joong, Michael D. McKenzie, and Robert W. Faff, “Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets,” Journal of Multinational Financial Management 14 (2004):217–32.

20. McMillan, David G. and Alan E. H. Speight, “Intra-Day Periodicity and Long-Run Volatility,” Econometrica 59 (2002):347–70.
    Paper not yet in RePEc: Add citation now
    

21. Morgese-Borys,Magdalena and Petr Zemcík,“Size and Value Effects in the Visegrad Countries,” CERGE-EI working paper 391 (2009).

22. Murinde, Victor and Sunil Poshakwale, “Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia,” European Research Studies 4 (2001):73–101.
    Paper not yet in RePEc: Add citation now
    
23. Nikkinen, Jussi and Petri Sahlström, “Scheduled Domestic and U.S. Macroeconomic News and Stock Valuation in Europe,” Journal of Multinational Financial Management 14 (2004):201–15.
    Paper not yet in RePEc: Add citation now
    
24. Ramchander, Sanjay, Marc W. Simpson, and Harold Thiewes, “The Effects of Macroeconomic News on German Closed-End Funds,” Quarterly Review of Economics and Finance 48 (2008):708–24.
    Paper not yet in RePEc: Add citation now
    

25. Rigobon, Roberto and Brian Sack, “Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices,” NBER working paper W12420 (2006).

26. Schubert, Stefan F. and Stephen J. Turnovsky, “The Dynamics of Temporary Policies in a Small Open Economy,” Review of International Economics 10 (2002):604–22.

27. Thorbecke, Willem, “On Stock Market Returns and Monetary Policy,” Journal of Finance 52 (1997):635–54.

28. Tonchev, Dimitar and Tae-Hwan Kim, “Calendar Effects in Eastern European Financial Markets: Evidence from the Czech Republic, Slovakia and Slovenia,” Applied Financial Economics 14 (2004):1035–43.

29. Wang, Jianxin, “Foreign Equity Trading and Emerging Market Volatility: Evidence from Indonesia and Thailand,” Journal of Development Economics 84 (2007):798–811.

30. Wongswan, Jon, “Transmission of Information across International Equity Markets,” Review of Financial Studies 19 (2006):1157–89.

1. ARDL panel estimation of stock market indices and macroeconomic environment of CEE and SEE countries in the last decade of transition. (2017). Peša, Anita ; Bosna, Jurica ; Wroska-Bukalska, Elbieta ; Pea, Anita Radman.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0134-0.

   Full description at Econpapers || Download paper

2. Testing The ‘Black Swan Effect’ on Croatian Stock Market Between 2000 and 2013. (2015). Peša, Anita ; Pea, Anita Radman ; Brajkovi, Ana .
   In: MPRA Paper.
   RePEc:pra:mprapa:69223.

   Full description at Econpapers || Download paper

3. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham ; Awartani, Basel ; Al Hilu, Khalil .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:56:y:2015:i:c:p:123-138.

   Full description at Econpapers || Download paper

4. Intraday return and volatility spillover mechanism from Chinese to Japanese stock market. (2015). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
   In: Journal of the Japanese and International Economies.
   RePEc:eee:jjieco:v:35:y:2015:i:c:p:23-42.

   Full description at Econpapers || Download paper

5. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5333.

   Full description at Econpapers || Download paper

6. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
   In: FinMaP-Working Papers.
   RePEc:zbw:fmpwps:14.

   Full description at Econpapers || Download paper

7. Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad ; Rehman, Mobeen ur .
   In: MPRA Paper.
   RePEc:pra:mprapa:60579.

   Full description at Econpapers || Download paper

8. Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis. (2014). Shahzad, Syed Jawad Hussain ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Zakaria, Muhammad ; Rehman, Mobeen ur .
   In: MPRA Paper.
   RePEc:pra:mprapa:60398.

   Full description at Econpapers || Download paper

9. An Investigation of Cointegration and Casualty Relationships between the PIIGS€™ Stock Markets. (2014). Papathanasiou, Spyros ; Katsikides, Savvas ; Kalantonis, Petros ; Christopoulos, Apostolos G. ; Chouliaras, Andreas .
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xvii:y:2014:i:2:p:109-123.

   Full description at Econpapers || Download paper

10. An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits. (2014). Ugur, Mehmet ; Guidi, Francesco.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:30:y:2014:i:c:p:119-136.

    Full description at Econpapers || Download paper

11. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

    Full description at Econpapers || Download paper

12. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

    Full description at Econpapers || Download paper

13. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

    Full description at Econpapers || Download paper

14. Extreme negative coexceedances in South Eastern European stock markets. (2014). Tevdovski, Dragan.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-18.

    Full description at Econpapers || Download paper

15. On international financial spillovers to frontier markets. (2013). Bidarkota, Prasad ; Todorov, Galin .
    In: International Journal of Economics and Business Research.
    RePEc:ids:ijecbr:v:5:y:2013:i:4:p:433-452.

    Full description at Econpapers || Download paper

16. Contagion among Central and Eastern European Stock Markets during the Financial Crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:443-453.

    Full description at Econpapers || Download paper

17. Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). Baruník, Jozef ; Avdulaj, Krenar.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442.

    Full description at Econpapers || Download paper

18. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries. (2013). Maghyereh, Aktham ; Awartani, Basel ; Al Shiab, Mohammad .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:224-242.

    Full description at Econpapers || Download paper

19. International stock market integration: Central and South Eastern Europe compared. (2013). Horvath, Roman ; Petrovski, Dragan .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:81-91.

    Full description at Econpapers || Download paper

20. Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue. (2013). DE TRUCHIS, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:98-105.

    Full description at Econpapers || Download paper

21. Stock market comovements in Central Europe: Evidence from the asymmetric DCC model. (2013). Horvath, Roman ; Gjika, Dritan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:55-64.

    Full description at Econpapers || Download paper

22. Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory. (2013). Komarek, Lubos ; Komarkova, Zlatuse ; Hlaváček, Michal ; Kadlcakova, Narcisa ; Hlavacek, Michal.
    In: Working Papers.
    RePEc:cnb:wpaper:2013/14.

    Full description at Econpapers || Download paper

23. Contagion among Central and Eastern European stock markets during the financial crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1309.0491.

    Full description at Econpapers || Download paper

24. Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). Baruník, Jozef ; Avdulaj, Krenar.
    In: Papers.
    RePEc:arx:papers:1308.6120.

    Full description at Econpapers || Download paper

25. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model. (2012). Horvath, Roman ; Gjika, Dritan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1035.

    Full description at Econpapers || Download paper

26. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1028.

    Full description at Econpapers || Download paper

27. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1028.

    Full description at Econpapers || Download paper

28. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering. (2012). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: Working papers.
    RePEc:uct:uconnp:2010-33.

    Full description at Econpapers || Download paper

29. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE. (2012). Maghyereh, Aktham ; Awartani, Basel.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:10:p:837-848.

    Full description at Econpapers || Download paper

30. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco.
    In: MPRA Paper.
    RePEc:pra:mprapa:44133.

    Full description at Econpapers || Download paper

31. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model. (2012). Horvath, Roman ; Gjika, Dritan .
    In: Working Papers.
    RePEc:ost:wpaper:322.

    Full description at Econpapers || Download paper

32. International Stock Market Integration : Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: Working Papers.
    RePEc:ost:wpaper:317.

    Full description at Econpapers || Download paper

33. Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue. (2012). DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1220.

    Full description at Econpapers || Download paper

34. The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets. (2011). Dritsaki, Chaido.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:14:y:2011:i:40:p:25-56.

    Full description at Econpapers || Download paper

35. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering. (2011). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: Working Papers.
    RePEc:nlv:wpaper:1105.

    Full description at Econpapers || Download paper

36. Return and volatility spillovers: evidence from Indian exchange rates. (2011). Kumar, Manish.
    In: International Journal of Economics and Business Research.
    RePEc:ids:ijecbr:v:3:y:2011:i:4:p:371-387.

    Full description at Econpapers || Download paper

37. Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul. (2011). Ülkü, Numan ; lku, Numan .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304.

    Full description at Econpapers || Download paper

38. Cointegration in Central and East European markets in light of EU accession. (2011). Demian, Calin-Vlad.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:1:p:144-155.

    Full description at Econpapers || Download paper

39. Foreign News and Spillovers in Emerging European Stock Markets. (2011). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Review of International Economics.
    RePEc:bla:reviec:v:19:y:2011:i:1:p:170-188.

    Full description at Econpapers || Download paper

40. ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA. (2011). Savva, Christos ; Aslanidis, Nektarios.
    In: Manchester School.
    RePEc:bla:manchs:v:79:y:2011:i:6:p:1323-1352.

    Full description at Econpapers || Download paper

41. Stock market integration and volatility spillover: India and its major Asian counterparts. (2010). Mukherjee, Kedar ; Mishra, Ram Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:2:p:235-251.

    Full description at Econpapers || Download paper

42. News and correlations of CEEC-3 financial markets. (2010). Hayo, Bernd ; Buttner, David.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:915-922.

    Full description at Econpapers || Download paper

43. Stock Market Integration between three CEECs, Russia and the UK. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2978.

    Full description at Econpapers || Download paper

44. Estimating expected loss given default in an emerging market: the case of Czech Republic. (2009). Seidler, Jakub ; Jakubík, Petr ; Horvath, Roman.
    In: Journal of Financial Transformation.
    RePEc:ris:jofitr:1390.

    Full description at Econpapers || Download paper

45. Are the Central European Stock Markets Still Different? A Cointegration Analysis. (2009). Rousová, Linda ; Rousova, Linda.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:10993.

    Full description at Econpapers || Download paper

46. The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data. (2009). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:2:p:199-219.

    Full description at Econpapers || Download paper

47. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp382.

    Full description at Econpapers || Download paper

48. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:849.

    Full description at Econpapers || Download paper

49. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan ; Babetskii, Ian.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:7-8:p:341-362.

    Full description at Econpapers || Download paper

50. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/7.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 17:32:28 || Missing content? Let us know