Studiul relaţiei dintre pieţele de acţiuni din Europa Centrală şi de Est în contextul crizei financiare actuale

Ungureanu Elena-Adela
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Ungureanu Elena-Adela: Academia de Studii Economice din Bucureşti

Revista OEconomica, 2010, issue 03

Abstract:

This article studies the relations between the stock exchanges of Romania, Poland, the Czech Republic and Hungary before and after the start of the crisis in CEE (January 2000-August 2008 and October 2008-September 2010, respectively). The connections among the monthly yields of the main CEE indices are analysed through the Johanssen co-integration test and the Error Correction Model.

Keywords: Central and Eastern Europe; equity market; co-integration; error correction model; interdependence (search for similar items in EconPapers)
JEL-codes: F36 G15 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:oen:econom:y:2010:i:03:id:262

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