Dynamic Efficiency in the East European Emerging Markets
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- Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko, 2014. "The dynamic contagion of the global financial crisis into Japanese markets," Japan and the World Economy, Elsevier, vol. 31(C), pages 47-53.
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Keywordsdynamic efficiency; East European emerging markets; time varying parameter; K1alman filter;
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