Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data

13 references·1 citing·43 second hop

FromToDepth

this work references cited by second hop

References

2001Bounds testing approaches to the analysis of level relationships20,339 cited
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
1993A Permanent and Transitory Component Model of Stock Return Volatility501 cited
1998An empirical examination of linkages between Pacific-Basin stock markets236 cited
2001The comovements of stock markets in Hungary, Poland and the Czech Republic180 cited
2003Variance ratio tests of the random walk hypothesis for European emerging stock markets132 cited
2004International portfolio diversification to Central European stock markets114 cited
2003Trading volume and stock market volatility: The Polish case112 cited
2000The Evolution of Stock Markets in Transition Economies106 cited
1999Residual State Property in the Czech Republic46 cited
2002Volatility in the emerging stock markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia32 cited
2003Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange29 cited

Cited by

2012Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

25 cited