Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
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DOI: 10.1016/j.econmod.2013.03.015
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More about this item
Keywords
Stock market comovements; Central Europe; Financial crisis;JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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