Intraday patterns in time-varying correlations among Central European stock markets<sup>1</sup>
- Wójtowicz, Tomasz
DOIAbstract
Intraday patterns in time-varying correlations among Central European stock markets
Intraday patterns in time-varying correlations among Central European stock markets
In this thesis, we inquire interdependencies and comovements between CEE capital markets within each...
This paper examines the short and long run behaviour of emerging stock markets in Bulgaria, the Czec...
Utilizing concurrent 5-minute returns, the intraday dynamics and inter-market dependencies in intern...
In this paper we investigate intraday relationships between three Central European stock exchanges: ...
We study comovements between three developed (France, Germany, the United Kingdom) and three emergin...
Intraday patterns in time-varying correlations among Central European stock markets
We analyze interrelations between three stock markets in Central and Eastern Europe and, in addition...
In this paper, we investigate contagion between three European stock markets: those in Frankfurt, Vi...
The main goal of this paper is to analyze the information flow on and between the three stock market...
This paper investigates comovement in stock markets between the emerging economies of Central and Ea...
Utilizing concurrent 5-minute returns, the intraday dynamics and inter-market dependencies in intern...
This study examines the relationship between time-varying correlations and conditional volatility am...
We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic ...
We analyze foreign news and spillovers in the emerging EU stock markets (the Czech Republic, Hungary...
This paper deals with an analysis of the information flow on and between three European stock market...
In this thesis, we inquire interdependencies and comovements between CEE capital markets within each...
This paper examines the short and long run behaviour of emerging stock markets in Bulgaria, the Czec...
Utilizing concurrent 5-minute returns, the intraday dynamics and inter-market dependencies in intern...
In this paper we investigate intraday relationships between three Central European stock exchanges: ...
We study comovements between three developed (France, Germany, the United Kingdom) and three emergin...
Intraday patterns in time-varying correlations among Central European stock markets
We analyze interrelations between three stock markets in Central and Eastern Europe and, in addition...
In this paper, we investigate contagion between three European stock markets: those in Frankfurt, Vi...
The main goal of this paper is to analyze the information flow on and between the three stock market...
This paper investigates comovement in stock markets between the emerging economies of Central and Ea...
Utilizing concurrent 5-minute returns, the intraday dynamics and inter-market dependencies in intern...
This study examines the relationship between time-varying correlations and conditional volatility am...
We examine time-varying stock market comovements in Central Europe employing the asymmetric dynamic ...
We analyze foreign news and spillovers in the emerging EU stock markets (the Czech Republic, Hungary...
This paper deals with an analysis of the information flow on and between three European stock market...
In this thesis, we inquire interdependencies and comovements between CEE capital markets within each...
This paper examines the short and long run behaviour of emerging stock markets in Bulgaria, the Czec...
Utilizing concurrent 5-minute returns, the intraday dynamics and inter-market dependencies in intern...
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