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Stock market integration between the CEE-4 and the G7 markets: asymmetric DCC and smooth transition approach

  1. BAUMÖHL, Eduard. Stock market integration between the CEE-4 and the G7 markets: asymmetric DCC and smooth transition approach. MPRA Paper No. 43834. Munich, 2013. online [27 s., 28 NS]. VEGA 1/0393/12
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    [1] SEHGAL, Sanjay - GUPTA, Priyanshi - DEISTING, Florent. Integration from retail banking to non-financial corporations in EMU. In Journal of Economic Integration. ISSN 1225-651X, 2016, 31, 3, pp. 674-735., Registrované v: SCOPUS
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    [1] SEHGAL, Sanjay - GUPTA, Priyanshi - DEISTING, Florent. Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods. In European Journal of Finance. 2017-09-02, 23, 11, pp. 1025-1058. ISSN 135-1847X,., Registrované v: SCOPUS
    [1] CEVIK, Emrah Ismail - KORKMAZ, Turhan - CEVIK, Emre. Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test. In ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA. 2017, vol. 30, no. 1, pp. 381-393. ISSN 1331-677X., Registrované v: WOS, SCOPUS
    [1] CARAUSU, Dumitru Nicusor - FILIP, Bogdan Florin - CIGU, Elena - TODERASCU, Carmen. Contagion of Capital Markets in CEE Countries: Evidence from Wavelet Analysis. In EMERGING MARKETS FINANCE AND TRADE. 2018, vol. 54, no. 3, pp. 618-641. ISSN 1540-496X., Registrované v: WOS, SCOPUS
    [1] DLUHOŠ, Martin. Performance of active and passive management of Slovak’s pension funds in return-risk space. In International Journal of Trade and Global Markets. ISSN 17427541, 2018-01-01, vol. 11, no. 4, pp. 306-322., Registrované v: SCOPUS
    [1] MITTAL, Arjun - SEHGAL, Sanjay - MITTAL, Anand. Dynamic currency linkages between select emerging market economies: An empirical study. In COGENT ECONOMICS & FINANCE. ISSN 2332-2039, 2019, vol. 7, no. 1, pp., Registrované v: WOS, SCOPUS
    [1] ŠKRINJARIĆ, Tihana - ŠEGO, Boško. Risk connectedness of selected CESEE stock markets: a spillover index approach. In China Finance Review International. ISSN 20441398, 2019-01-01., Registrované v: SCOPUS
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    [3] SEHGAL, Sanjay - MITTAL, Arjun - MITTAL, Anand. Dynamic Linkages between Brics and Other Emerging Equity Markets. In Theoretical Economics Letters, 2019, vol. 9, no. 7. Dostupné na: https://www.scirp.org/html/27-1501960_95945.htm
    [3] ŁĘT, Blanka. Commonalities in Returns in the Stock Markets of the Visegrad Group: A Quantile Coherency Approach. In Financial Assets and Investing, 2020, ISSN 1804-509X, vol. 11, no. 2, pp. 38-53. Dostupné na: https://journals.muni.cz/fai/article/view/14180
    [3] ŠKRINJARIĆ, Tihana. Asymmetric Spillovers Between the Stock Risk Series: Case of CESEE Stock Markets. In Computational Management: Applications of Computational Intelligence in Business Management, 2021, ISSN 2196-7334, vol. 18, pp. 97–135. Dostupné na: https://link.springer.com/content/pdf/10.1007%2F978-3-030-72929-5.pdf
    REHMAN, Mobeen Ur - AHMAD, Nasir - SHAHZAD, Syed Jawad Hussain - VO, Xuan Vinh. Dependence dynamics of stock markets during COVID-19. In Emerging Markets Review, 2022-06-01, 51, pp. ISSN 15660141. Dostupné na: https://doi.org/10.1016/j.ememar.2022.100894., Registrované v: SCOPUS, WOS
    LI, Kelong - XIE, Chi - OUYANG, Yingbo - MO, Tingcheng - ZENG, Zhijian. Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network. In Complexity, 2023-01-01, 2023, pp. ISSN 10762787. Dostupné na: https://doi.org/10.1155/2023/3172181., Registrované v: SCOPUS, WOS
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