Testing Integration Effects Between the Cee and U.S. Stock Markets During the 2007–2009 Global Financial Crisis

The main goal of this paper is to explicitly test a research hypothesis that there was no integration effect among the U.S. and the eight Central and Eastern European (CEE) stock markets during the 2007-2009 Global Financial Crisis (GFC). As growing international integration could lead to a progress...

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Bibliographic Details
Main Authors: Olbryś Joanna, Majewska Elżbieta
Format: Article
Language:English
Published: Sciendo 2015-06-01
Series:Folia Oeconomica Stetinensia
Subjects:
Online Access:https://doi.org/10.1515/foli-2015-0024