News and correlations of CEEC-3 financial markets
نویسندگان
چکیده
منابع مشابه
News and Correlations of CEEC-3 Financial Markets
We investigate conditional correlations between six CEEC-3 financial markets estimated by DCC-MGARCH models. In general, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets are rather isolated from each other. We find that the associations of CEEC-3 exchange rates versus the euro are weaker than those versus the US dollar. Th...
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ژورنال
عنوان ژورنال: Economic Modelling
سال: 2010
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2010.05.014