Linkages and performance comparison among Eastern Europe stock markets
This article studies the linkages among the stock markets of Bulgaria, Czech Republic, Estonia, Hungary, Poland, Romania, Russia, Serbia, Slovenia and Ukraine. The empirical analysis begins with the estimation of a regional market model, whose beta parameters depend on predetermined information vari...
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| Format: | Article |
| Language: | English |
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Coimbra University Press
2014-06-01
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| Series: | Notas Económicas |
| Online Access: | https://impactum-journals.uc.pt/notaseconomicas/article/view/3396 |