On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694)

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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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