Economics, Econometrics and Finance
4 years ago

CEE stock markets show partial integration with US and German markets.

RePEc: Research Papers in Economics
LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION
Manolis Syllignakis, Γεώργιος Π. Κουρέτας

Paper Summary

Related papers

Theme background image
Social Sciences
4 years ago

Russian Crisis Shifts Stock Market Influence to EU and USA.

Russian Transformation
Oil Price Shocks
International Finance
Economics, Econometrics and Finance
4 years ago

Russian stock market behavior no longer tied to world oil prices.

Oil Price Shocks
Financial Volatility
Macroeconomic Analysis
2 views
Economics, Econometrics and Finance
8 years ago

Stock market development boosts global and regional financial integration in CEECs.

Oil Price Shocks
Financial Volatility
Macroeconomic Analysis

The article looks at how stock markets in Central Eastern Europe are connected to markets in Germany and the US. They found that some CEE markets are linked in the long term, while others are separate. During crises, the connections between CEE and developed markets get stronger, but then return to normal. The markets also saw more volatility during the Russian crisis.