The Financial Crisis’ Impact on the Central and Eastern Europe Capital Markets
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References listed on IDEAS
- Daniel ARMEANU & Cristina Andreea DOIA & Melania HANCILA & Sorin CIOACA, 2013. "The Analysis of the Correlation Intensity Between Emerging Market During Economic Crisis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 61(2), pages 307-318, May.
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- Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc.
- Dan ARMEANU & Sorin-Iulian CIOACA & Ana TUDORACHE & Ana-Maria BURCA, 2012. "Financial Crisis Impact On The Development Of The Romanian Capital Market," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 1(26), pages 54-62, March.
- Daniel Stefan ARMEANU Author-Name Carmen Emilia PASCAL Author-Name Sorin-Iulian CIOACA, 2014. "Managing Contagion Risk During Economic, Financial And Political Shocks," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 8(1), pages 1148-1157, November.
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- repec:dau:papers:123456789/272 is not listed on IDEAS
More about this item
Keywordscapital market; contagion risk; crisis; volatility; principal component.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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