All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

International stock market integration: Central and South Eastern Europe compared

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F13%3A10159133" target="_blank" >RIV/00216208:11230/13:10159133 - isvavai.cz</a>

  • Alternative codes found

    RIV/67985556:_____/13:00391629

  • Result on the web

    <a href="http://dx.doi.org/10.1016/j.ecosys.2012.07.004" target="_blank" >http://dx.doi.org/10.1016/j.ecosys.2012.07.004</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.ecosys.2012.07.004" target="_blank" >10.1016/j.ecosys.2012.07.004</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    International stock market integration: Central and South Eastern Europe compared

  • Original language description

    We examine the international stock market comovements between Western Europe vis-a-vis Central (Czech Republic, Hungary and Poland) and South Eastern Europe (Croatia, Macedonia and Serbia) using multivariate GARCH models in the period 2006-2011. Comparing these two groups, we find that the degree of comovements is much higher for Central Europe. The correlation of South Eastern European stock markets with developed markets is essentially zero. An exemption to this regularity is Croatia, with its stock market displaying a greater degree of integration toward Western Europe recently, but still below the levels typical for Central Europe. All stock markets fall strongly at the beginning of the global financial crisis and we do not find that the crisis altered the degree of stock market integration between these groups of countries.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA402%2F09%2F0965" target="_blank" >GA402/09/0965: New Approaches to Monitoring and Forecasting Financial Markets</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Economic Systems

  • ISSN

    0939-3625

  • e-ISSN

  • Volume of the periodical

    37

  • Issue of the periodical within the volume

    1

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    11

  • Pages from-to

    81-91

  • UT code for WoS article

    000316423100007

  • EID of the result in the Scopus database