An Empirical Analysis of International Stock Market Volatility Transmission
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- repec:bor:bistre:v:17:y:2017:i:1:p:25-48 is not listed on IDEAS
- 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.
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KeywordsFinancial crises; Stock market volatility transmission; Multivariate GARCH model;
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-27 (All new papers)
- NEP-FMK-2010-11-27 (Financial Markets)
- NEP-IFN-2010-11-27 (International Finance)
- NEP-SEA-2010-11-27 (South East Asia)
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