Conditional Correlation on CEE Stock Markets

An investigation into the stock market convergence of Czech Republic, Hungary, Slovakia and Romania reveals that capital market correlation level has strongly increased after the EU accession. The present study evaluates stock market co-movements in Czech Republic, Hungary, Slovakia and Romania on t...

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Bibliographic Details
Main Author: Kralik Lóránd István
Format: Article
Language:English
Published: Ovidius University Press 2018-01-01
Series:Ovidius University Annals: Economic Sciences Series
Subjects:
Online Access:http://stec.univ-ovidius.ro/html/anale/RO/wp-content/uploads/2019/02/9-1.pdf