On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets |
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On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (English)
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13 November 2018
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crisis periods
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time-varying co-movement
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long memory dependence
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CEE stock markets
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