The Financial Crisis and the Stock Markets of the CEE Countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cosmin Octavian Cepoi & Filip Mihai Toma, 2016. "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 140-160, April.
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- Trabelsi, Mohamed Ali & Hmida, Salma, 2017. "A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets," MPRA Paper 83718, University Library of Munich, Germany, revised 2017.
- Anghelache, Gabriela Victoria & Kralik, Lorand Istvan & Acatrinei, Marius & Pete, Stefan, 2014. "Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 35-52, June.
More about this item
Keywordsstock markets; fundamentals; speculative bubbles; cointegration analysis; CEE countries; Kalman filter;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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