Interdependence between Eastern and Western European stock markets: Evidence from intraday dataBalázs Égert, Evžen Kočenda A2007-03-20articleEconomic Systems165 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingFinancial Markets and Investment StrategiesMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 165 citations exist upstream.References2001Bounds testing approaches to the analysis of level relationships1995Statistical inference in vector autoregressions with possibly integrated processes1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems2002No Contagion, Only Interdependence: Measuring Stock Market Comovements1990Correlations in Price Changes and Volatility across International Stock Markets2001An Introduction to High-Frequency Finance1993A Permanent and Transitory Component Model of Stock Return Volatility2002International portfolio diversification: US and Central European equity marketsCited by2011Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets2015Gold, Oil, and Stocks: Dynamic Correlations2013Stock market comovements in Central Europe: Evidence from the asymmetric DCC model2008The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data2010Stock market integration and volatility spillover: India and its major Asian counterparts2013International stock market integration: Central and South Eastern Europe compared2010Time-varying synchronization of European stock markets2011Foreign News and Spillovers in Emerging European Stock Markets