Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region
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Cited by:
- Hao Fang & Yen-Hsien Lee & William S. Chang, 2018. "Nonlinear Short-Run Adjustments between House and Stock Prices in Emerging Asian Regions," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 65(1), pages 37-63.
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Keywords
VAR analysis; Granger causality; Impulse response; Crisis; CEE stock markets;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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