1. Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach. (2021). Osarumwense, Osabuohien-Irabor.
   In: Journal of Economics and Management.
   RePEc:vrs:jecman:v:43:y:2021:i:1:p:131-153:n:3.

   Full description at Econpapers || Download paper

2. The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

   Full description at Econpapers || Download paper

1. Égert, B. and E. Kočenda (2007) “Interdependence between Eastern and Western European Stock Markets: Evidence from Intraday Data”, Economic Systems, Vol. 31, pp. 184–203.

2. —— and —— (1998) “Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies”, The Journal of Finance, Vol. 23, pp. 219–265.
   Paper not yet in RePEc: Add citation now
   

3. —— and F. K. Kroner (1995) “Multivariate Simultaneous Generalized ARCH”, Econometric Theory, Vol. 11, pp. 122–150.

4. —— and H. O. Mikkelsen (1996) “Modeling and Pricing Long Memory in Stock Market Volatility”, Journal of Econometrics, Vol. 73, pp. 151–184.

5. —— and J. M. Wooldridge (1992) “Quasi-maximum Likelihood Estimation and Inference in Dynamic Models with Time-varying Covariances”, Econometric Reviews, Vol. 11, pp. 143–172.
   Paper not yet in RePEc: Add citation now
   

6. ——, —— and J. Cai (2000) “Intraday and Interday Volatility in the Japanese Stock Market”, Journal of International Financial Markets Institutions and Money, Vol. 10, pp. 107–130.

7. ——, ——, F. X. Diebold and P. Labys (2001) “The Distribution of Exchange Rate Volatility”, Journal of the American Statistical Association, Vol. 96, pp. 42–55.

8. ——, R. F. Engle and D. B. Nelson (1994) “ARCH Models”, in R. F. Engle and D. L. McFadden, eds, The Handbook of Econometrics, Vol. 4, Amsterdam, North-Holland, pp. 2959–3038.
   Paper not yet in RePEc: Add citation now
   

9. Andersen, T. G. and T. Bollerslev (1997) “Intraday Periodicity and Volatility Persistence in Financial Markets”, Journal of Empirical Finance, Vol. 4, pp. 115–158.

10. Černý, A. and M. Koblas (2008) “Stock Market Integration and the Speed of Information Transmission”, Czech Journal of Economics and Finance, Vol. 58, pp. 2–20.

11. Baillie, R. T., T. Bollerslev and H. O. Mikkelsen (1996) “Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity”, Journal of Econometrics, Vol. 74, pp. 3–30.

12. Bekaert, G. and G. Wu (2000) “Asymmetric Volatility and Risk in Equity Markets”, Review of Financial Studies, Vol. 13, pp. 1–42.

13. Black, F. (1976) “Studies of Stock Market Volatility Changes”, Proceedings of the American Statistical Association, Business and Economic Statistics Section, pp. 177–181.
    Paper not yet in RePEc: Add citation now
    

14. Bollerslev, T. (1986) “Generalized Autoregressive Conditional Heteroskedasticity”, Journal of Econometrics, Vol. 31, pp. 307–327.

15. Campbell, J. Y. and L. Hentschel (1992) “No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns”, Journal of Financial Economics, Vol. 31, pp. 281–318.

16. Chen, S. and C. Liu (2008) “The Volatility Spillover between Chinese and Major International Stock Markets: New Evidence from a Causality-in-Variance Approach”, World Economic Papers, Vol. 5, pp. 30–44 (in Chinese).
    Paper not yet in RePEc: Add citation now
    
17. Cheung, Y. L. and S. C. Mak (1992) “The International Transmission of Stock Market Fluctuation Between the Developed Markets and the Asian-Pacific Markets”, Applied Financial Economics, Vol. 2, pp. 43–47.
    Paper not yet in RePEc: Add citation now
    

18. Cheung, Y. W. and L. K. Ng (1996) “A Causality-in-Variance Test and its Application to Financial Market Prices”, Journal of Econometrics, Vol. 72, pp. 33–48.

19. Christie, J. (1982) “The Stochastic Behavior of Common Stock Variances: Value, Leverage and Interest Rate Effects”, Journal of Financial Economics, Vol. 10, pp. 407–432.

20. Chung, C.-F. (1999) “Estimating the Fractionally Integrated GARCH Model”, Working Paper, Institute of Economics, Academia Sinica.
    Paper not yet in RePEc: Add citation now
    

21. Darrat, A. F and M. Zhong (2005) “Equity Market Linkage and Multinational Trade Accords: The Case of NAFTA”, Journal of International Money and Finance, Vol. 24, pp. 793–817.

22. Diebold, F. X. and K. Yilmaz (2009) “Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets”, Economic Journal, Vol. 119, pp. 158–171.

23. Ding, Z., C. W. J. Granger and R. F. Engle (1993) “A Long Memory Property of Stock Market Returns and a New Model”, Journal of Empirical Finance, Vol. 1, pp. 83–106.

24. Engle, R. F. (1982) “Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation”, Econometrica, Vol. 50, pp. 987–1007.

25. Fujii, E. (2005) “Intra and Inter-regional Causal Linkages of Emerging Stock Markets: Evidence from Asia and Latin America In and Out of Crises”, Journal of International Financial Markets Institutions and Money, Vol. 15, pp. 315–342.

26. Gallant, A. R. (1981) “On the Bias in Flexible Functional Forms and an Essentially Unbiased Form: The Fourier Flexible Form”, Journal of Econometrics, Vol. 15, pp. 211–245.

27. Groenewold, N., S. H. K. Tang and Y. Wu (2004) “The Dynamic Interrelationships Between the Greater China Share Markets”, China Economic Review, Vol. 15, pp. 45–62.

28. Hafner, C. M. and H. Herwartz (2008) “Testing for Causality in Variance using Multivariate GARCH Models”, Annales d’Economie et de Statistique, Vol. 89, pp. 215–241.
    Paper not yet in RePEc: Add citation now
    

29. Hamao, Y., R. W. Masulis and V. Ng (1990) “Correlations in Price Changes and Volatility across International Stock Markets”, Review of Financial Studies, Vol. 3, pp. 281–307.

30. Hamori, S. (2003) An Empirical Investigation of Stock Markets: The CCF Approach, Boston: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
    
31. Harju, K. and S. M. Hussain (2008) “Intraday Return and Volatility Spillovers Across International Equity Markets”, International Research Journal of Finance and Economics, Vol. 22, pp. 205–220.
    Paper not yet in RePEc: Add citation now
    

32. Hu, J. W.-S., M.-Y. Chen, R. C. W. Fok and B.-N. Huang (1997) “Causality in Volatility and Volatility Spillover Effects between US, Japan and Four Equity Markets in the South China Growth Triangular”, Journal of International Financial Markets Institutions and Money, Vol. 7, pp. 351–367.

33. Huang, B. N., C. W. Yang and J. W. S. Hu (2000) “Causality and Cointegration of Stock Markets Among the United States, Japan, and the South China Growth Triangle”, International Review of Financial Analysis, Vol. 9, pp. 281–297.

34. Jeon, B. N. and G. M. Von Furstenberg (1990) “Growing International Co-Movement in Stock Price Indexes”, Quarterly Review of Economics and Business, Vol. 30, pp. 15–30.
    Paper not yet in RePEc: Add citation now
    

35. Jeong, J. G. (1999) “Cross-border Transmission of Stock Price Volatility: Evidence from the Overlapping Trading Hours”, Global Finance Journal, Vol. 10, pp. 53–70.

36. Koopman, S. J., B. Jungbacker and E. Hol (2005) “Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements”, Journal of Empirical Finance, Vol. 12, pp. 445–475.

37. Masih, A. M. M. and R. Masih (1999) “Are Asian Stock Market Fluctuations Due Mainly to Intra-regional Contagion Effects? Evidence Based on Asian Emerging Stock Markets”, Pacific-Basin Finance Journal, Vol. 7, pp. 251–282.

38. Men, M., Y. Nishimura and R. Li (2007) “Studies on the Characteristics of Volatility in China’s Stock Market”, Global Business and Finance Review, Vol. 12, pp. 51–61.
    Paper not yet in RePEc: Add citation now
    

39. Mukherjee, K. and R. K. Mishra (2010) “Stock Market Integration and Volatility Spillover: India and its Major Asian Counterparts”, Research in International Business and Finance, Vol. 24, pp. 235–251.

40. Nishimura, Y. and M. Men (2010) “The Paradox of China’s International Stock Market Co-movement: Evidence from Volatility Spillover Effects between China and G5 Stock Markets”, Journal of Chinese Economic and Foreign Trade Studies, Vol. 3, pp. 235–253.
    Paper not yet in RePEc: Add citation now
    
41. Taylor, S. J. (2001) “Consequences for Option Pricing of a Long Memory in Volatility”, Working Paper 2001/017, Lancaster University Management School.
    Paper not yet in RePEc: Add citation now
    

42. Tse, Y. K. (1998) “The Conditional Heteroscedasticity of the Yen-Dollar Exchange Rate”, Journal of Applied Econometrics, Vol. 13, pp. 49–55.

43. Tsutsui, Y. and K. Hirayama (2013) “Are Chinese Stock Investors Watching Tokyo? International Linkage of Stock Prices Using Intraday High-Frequency Data”, Japanese Journal of Monetary and Financial Economics, Vol. 1, pp. 37–57.
    Paper not yet in RePEc: Add citation now
    

44. Watanabe, T. (2007) “Realized Volatility: Survey and Applications to Japanese Stock Market”, Keizai Kenkyuu, Vol. 58, pp. 352–373 (in Japanese).

45. Weiss, A. A. (1986) “Asymptotic Theory for ARCH Models: Estimation and Testing”, Econometric Theory, Vol. 2, pp. 107–131.

46. Wu, G. (2001) “The Determinants of Asymmetric Volatility”, Review of Financial Studies, Vol. 14, pp. 837–859.

47. Xekalaki, E. and S. Degiannakis (2010) ARCH Models for Financial Applications, New York: John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
    

48. Xu, H. and S. Hamori (2010) “Dynamic Linkages of Stock Prices Among G7 Countries: Effects of the American Financial Crisis”, Economics Bulletin, Vol. 30, pp. 2656–2667.

49. Zhang, Y. (2008) “Stock Price Co-movements among Asian Countries”, Bungei to Shisou, No. 72, pp. 9–112 (in Japanese).
    Paper not yet in RePEc: Add citation now
    

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: 2025-10-01 08:31:47 || Missing content? Let us know