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For \\(\\gamma\\in(0,1]\\) and \\(B>0\\) we say that \\(E\\) has the \\textit{H\u00f6lder continuity property} (\\(E\\in\\text{HCP}(\\gamma,B)\\)) if \\(V_E(z)\\leq B\\text{dist}^\\gamma(z,E)\\) for all \\(z\\in\\mathbb C^N\\), where \\(V_E\\) stands for the global extremal function of \\(E\\). For \\(m\\geq1\\) and \\(M>0\\) we say that \\(E\\) has the \\textit{V.~Markov inequality} (\\(E\\in\\text{VMI}(m, M)\\)) if   \\[ \\|D^\\alpha P\\|_E\\leq M^{|\\alpha|}\\frac{(\\deg P)^{m|\\alpha|}}{(|\\alpha|!)^{m-1}}\\|P\\|_E \\]   for every \\(\\alpha\\in\\mathbb N_0^N\\) and for every complex polynomial \\(P\\in\\mathcal P(\\mathbb C^N)\\). The main results of the paper are the following theorems. {\\parindent=6mm \\begin{itemize} \\item[-] \\(E\\in\\text{HCP}(\\gamma, B) \\Longrightarrow E\\in\\text{VMI}(1/\\gamma, \\sqrt{N}(B\\gamma e)^{1/\\gamma})\\); \\item [-] \\(E\\in\\text{VMI}(m, M) \\Longrightarrow E\\in\\text{HCP}(1/m, (MN)^\\gamma m)\\); \\item [-] \\(E\\in\\text{VMI}(m, M) \\Longrightarrow C(E)\\geq(N^{3/2}(B\\gamma e^2)^{1/\\gamma})^{-1}\\).  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